Related papers: Numerical study of Davey-Stewartson I systems
The stabilisation by noise on the boundary of the Chafee-Infante equation with dynamical boundary conditions subject to a multiplicative It\^o noise is studied. In particular, we show that there exists a finite range of noise intensities…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
It is well-known that small, regular, spherically symmetric characteristic initial data to the Einstein-scalar-field system which are decaying towards (future null) infinity give rise to solutions which are foward-in-time global (in the…
We present strongly stable semi-discrete finite difference approximations to the quarter space problem (x>0, t>0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
A class of semi-bounded solutions of the two-dimensional incompressible Euler equations satisfying either periodic or Dirichlet boundary conditions is examined. For smooth initial data, new blowup criteria in terms of the initial concavity…
We study a class of 1+1 quadratically nonlinear water wave equations that combines the linear dispersion of the Korteweg-deVries (KdV) equation with the nonlinear/nonlocal dispersion of the Camassa-Holm (CH) equation, yet still preserves…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…
Nonlocal integrable partial differential equations possessing a spatial or temporal reflection have constituted an active research area for the past decade. Recently, more general classes of these nonlocal equations have been proposed,…
We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…
In this paper we present the unification of two existing numerical methods for the construction of solutions of the Korteweg-de Vries (KdV) equation. The first method is used to solve the Cauchy initial-value problem on the line for rapidly…
We discuss the finite-time collapse, also referred as blow-up, of the solutions of a discrete nonlinear Schr\"{o}dinger (DNLS) equation incorporating linear and nonlinear gain and loss. This DNLS system appears in many inherently discrete…
We prove the well--posedness of a dynamical perfect plasticity model under general assumptions on the stress constraint set and on the reference configuration. The problem is studied by combining both calculus of variations and hyperbolic…
This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…
We exhibit a class of properties of an spde that guarantees existence, uniqueness and bounds on moments of the solution. These moment bounds are expressed in terms of quantities related to the associated deterministic homogeneous p.d.e.…
In this work, we consider a system of multidimensional wave equations coupled by velocities with one localized fractional boundary damping. First, using a general criteria of Arendt- Batty, by assuming that the boundary control region…
The Swift-Hohenberg equation is ubiquitous in the study of bistable dynamics. In this paper, we study the dynamic transitions of the Swift-Hohenberg equation with a third-order dispersion term in one spacial dimension with a periodic…
This paper deals with numerical solutions to a partial differential equation of fractional order. Generally this type of equation describes a transition from anomalous diffusion to transport processes. From a phenomenological point of view,…