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In this paper we consider the stability and convergence of numerical discretizations of the Black-Scholes partial differential equation (PDE) when complemented with the popular linear boundary condition. This condition states that the…

Numerical Analysis · Mathematics 2015-03-20 Karel in 't Hout , Kim Volders

We show existence and uniqueness of a continuous with polynomial growth viscosity solution of a system of second order integral-partial differential equations (IPDEs for short) without assuming the usual monotonicity condition of the…

Probability · Mathematics 2016-09-06 Said Hamadene

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…

Probability · Mathematics 2021-05-25 Wei Liu , Jonas M. Tölle

A result of existence of a nonnegative and a nontrivial solution is proved via critical point theorems for non smooth functionals. The equation considered presents a convex part and a nonlinearity which changes sign.

Analysis of PDEs · Mathematics 2013-10-28 Paola Magrone

By developing new efficient techniques and using an appropriate fixed point theorem, we derive several new sufficient conditions for the pseudo almost periodic solutions with double measure for some system of differential equations with…

Analysis of PDEs · Mathematics 2020-03-11 Mohsen Miraoui , Dušan D. Repovš

The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

Numerical Analysis · Mathematics 2022-12-13 Moritz Reh , Martin Gärttner

The aim of the paper is to show that the solutions to variational problems with non-standard growth conditions satisfy a corresponding variational inequality without any smallness assumptions on the gap between growth and coercitivity…

Analysis of PDEs · Mathematics 2020-10-09 Michela Eleuteri , Antonia Passarelli di Napoli

We investigate the inverse problem of identifying a conditional probability measure in a measure-dependent dynamical system. We provide existence and well-posedness results and outline a discretization scheme for approximating a measure.…

Statistics Theory · Mathematics 2015-10-07 David M. Bortz , Erin C. Byrne , Inom Mirzaev

Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…

Numerical Analysis · Mathematics 2010-02-16 Liudmila Rozanova

A growth fragmentation equation with constant dislocation density measure is considered, in which growth and division rates balance each other. This leads to a simple example of equation where the so called Malthusian hypothesis $(M_+)$ of…

Analysis of PDEs · Mathematics 2017-03-23 Miguel Escobedo

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

Numerical Analysis · Mathematics 2025-05-20 Daan Bon , Benjamin Caris , Olga Mula

A boundary value problem associated to the difference equation with advanced argument \begin{equation} \label{*}\Delta\bigl (a_{n}\Phi(\Delta x_{n})\bigr)+b_{n}\Phi(x_{n+p} )=0,\ \ n\geq1 \tag{$*$} \end{equation} is presented, where…

Classical Analysis and ODEs · Mathematics 2025-04-18 Zuzana Došlá , Mauro Marini , Serena Matucci

We investigate the evolution of non-linear density perturbations by taking into account the effects of deviations from spherical symmetry of a system. Starting from the standard spherical top hat model in which these effects are ignored, we…

Astrophysics · Physics 2009-10-31 S. Engineer , Nissim Kanekar , T. Padmanabhan

A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…

Probability · Mathematics 2018-10-25 Leonid Shaikhet

The problem considered in the paper is exponential stability of linear equations and global attractivity of nonlinear non-autonomous equations which include a non-delay term and one or more delayed terms. First, we demonstrate that…

Dynamical Systems · Mathematics 2016-06-10 Leonid Berezansky , Elena Braverman

We perform the a posteriori error analysis of residual type of a transmission problem with sign changing coefficients. According to [6] if the contrast is large enough, the continuous problem can be transformed into a coercive one. We…

Numerical Analysis · Mathematics 2010-09-17 Serge Nicaise , Juliette Venel

We propose and analyse numerical schemes for a system of quasilinear, degenerate evolution equations modelling biofilm growth as well as other processes such as flow through porous media and the spreading of wildfires. The first equation in…

Numerical Analysis · Mathematics 2024-04-05 R. K. H. Smeets , K. Mitra , I. S. Pop , S. Sonner

New explicit conditions of asymptotic and exponential stability are obtained for the scalar nonautonomous linear delay differential equation $$ \dot{x}(t)+\sum_{k=1}^m a_k(t)x(h_k(t))=0 $$ with measurable delays and coefficients. These…

Dynamical Systems · Mathematics 2014-06-24 Leonid Berezansky , Elena Braverman

We study the stabilization and the wellposedness of solutions of the wave equation with subcritical semilinearities and locally distributed nonlinear dissipation. The novelty of this paper is that we deal with the difficulty that the main…

For a nonlinear equation with several variable delays $$ \dot{x}(t)=\sum_{k=1}^m f_k(t, x(h_1(t)),\dots,x(h_l(t)))-g(t,x(t)), $$ where the functions $f_k$ increase in some variables and decrease in the others, we obtain conditions when a…

Dynamical Systems · Mathematics 2016-06-10 Leonid Berezansky , Elena Braverman