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We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…

Dynamical Systems · Mathematics 2024-03-20 F. Flandoli , S. Galatolo , P. Giulietti , S. Vaienti

We introduce a direct numerical treatment of nonlinear higher-index differential-algebraic equations by means of overdetermined polynomial least-squares collocation. The procedure is not much more computationally expensive than standard…

Numerical Analysis · Mathematics 2019-03-22 Michael Hanke , Roswitha März

Existence of stationary solutions to a nonlocal fourth-order elliptic obstacle problem arising from the modelling of microelectromechanical systems with heterogeneous dielectric properties is shown. The underlying variational structure of…

Analysis of PDEs · Mathematics 2020-03-04 Philippe Laurençot , Christoph Walker

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

Numerical Analysis · Mathematics 2025-01-14 Gouranga Mallik , Ramesh Chandra Sau

In this paper, we introduce and analyze a class of numerical schemes that demonstrate remarkable superiority in terms of efficiency, the preservation of positivity, energy stability, and high-order precision to solve the time-dependent…

Numerical Analysis · Mathematics 2025-07-01 Waixiang Cao , Yuzhe Qin , Minqiang Xu

This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…

Numerical Analysis · Mathematics 2023-04-04 Gabriel Barrenechea , Emmanuil Georgoulis , Tristan Pryer , Andreas Veeser

In this paper, we introduce a new variant of the $p$-median facility location problem in which it is assumed that the exact location of the potential facilities is unknown. Instead, each of the facilities must be located in a region around…

Optimization and Control · Mathematics 2017-10-24 Víctor Blanco

This article presents a general and novel approach to the automation of goal-oriented error control in the solution of nonlinear stationary finite element variational problems. The approach is based on automated linearization to obtain the…

Numerical Analysis · Mathematics 2012-05-01 Marie E. Rognes , Anders Logg

In this paper, we develop a high order numerical method for the numerical solutions of scattering problems with slightly perturbed periodic surfaces in two dimensional spaces. Based on the regularity property introduced in Part I, the…

Numerical Analysis · Mathematics 2018-09-27 Ruming Zhang

In this paper, we consider the initial value problem for some nonlinear second-order ODEs of Duffing type. We study the large time behavior of the solutions to this problem, from both the perspectives of mathematical and numerical analysis.…

Classical Analysis and ODEs · Mathematics 2025-04-03 Yusuke Kunimoto , Ikki Fukuda

In this letter we apply a method recently devised in \cite{aapla03} to find precise approximate solutions to a certain class of nonlinear differential equations. The analysis carried out in \cite{aapla03} is refined and results of much…

Mathematical Physics · Physics 2009-11-10 Paolo Amore , Hector Montes Lamas

We present a method of solving a nonlinear Dirichlet problem with discontinuous boundary data and we give a probabilistic representation of the solution using the nonlocal branching process associated with the nonlinear term of the…

Probability · Mathematics 2024-10-23 Lucian Beznea , Oana Lupascu-Stamate , Alexandra Teodor

We introduce a high-order finite element method for approximating the Vlasov-Poisson equations. This approach employs continuous Lagrange polynomials in space and explicit Runge-Kutta schemes for time discretization. To stabilize the…

Numerical Analysis · Mathematics 2025-03-12 Junjie Wen , Murtazo Nazarov

In this work, we propose a high-order multiscale method for an elliptic model problem with rough and possibly highly oscillatory coefficients. Convergence rates of higher order are obtained using the regularity of the right-hand side only.…

Numerical Analysis · Mathematics 2023-04-18 Zhaonan Dong , Moritz Hauck , Roland Maier

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

Numerical Analysis · Mathematics 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo

The alternating gradient descent (AGD) is a simple but popular algorithm which has been applied to problems in optimization, machine learning, data ming, and signal processing, etc. The algorithm updates two blocks of variables in an…

Optimization and Control · Mathematics 2018-03-01 Songtao Lu , Mingyi Hong , Zhengdao Wang

Recently, the nonlinearity continuation method has been used to numerically solve boundary value problems for steady-state Richards equation. The method can be considered as a predictor-corrector procedure with the simplest form which has…

Numerical Analysis · Mathematics 2022-01-17 Denis Anuprienko

This paper investigates the existence of solutions for a class of nonlinear higher-order dynamic equations subject to mixed boundary conditions. We consider boundary value problems in which the nonlinear reaction functions satisfy…

Classical Analysis and ODEs · Mathematics 2025-06-11 Shalmali Bandyopadhyay , Svetlin G. Georgiev

In this article, we design and analyze an arbitrary-order stabilized finite element method to approximate the unique continuation problem for laminar steady flow described by the linearized incompressible Navier--Stokes equation. We derive…

Numerical Analysis · Mathematics 2023-01-16 Erik Burman , Deepika Garg , Janosch Preuss

In this paper we study the asymptotic behavior of nonoscillatory solutions for high order differential equations of Poincar\'e type. We introduce two new and more weak than classical hypotheses on the coefficients, which implies a well…

Classical Analysis and ODEs · Mathematics 2018-05-15 Aníbal Coronel , Fernando Huancas