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This work focuses on the numerical approximations of neutral stochastic delay differential equations with their drift and diffusion coefficients growing super-linearly with respect to both delay variables and state variables. Under…

Numerical Analysis · Mathematics 2024-02-15 Jingjing Cai , Ziheng Chen , Yuanling Niu

In this paper, we investigate the inverse problem on determining the spatial component of the source term in a hyperbolic equation with time-dependent principal part. Based on a newly established Carleman estimate for general hyperbolic…

Analysis of PDEs · Mathematics 2019-04-12 Daijun Jiang , Yikan Liu , Masahiro Yamamoto

This paper establishes Lipschitz stability for the simultaneous recovery of a variable density coefficient and the initial displacement in a damped biharmonic wave equation. The data consist of the boundary Cauchy data for the Laplacian of…

Analysis of PDEs · Mathematics 2026-05-18 Minghui Bi , Yixian Gao

In this paper, we consider an inverse space-dependent source problem for a time-fractional diffusion equation. To deal with the ill-posedness of the problem, we transform the problem into an optimal control problem with total variational…

Optimization and Control · Mathematics 2025-01-15 Bin Fan

We use the backstepping method to study the stabilization of a 1-D linear transport equation on the interval (0, L), by controlling the scalar amplitude of a piecewise regular function of the space variable in the source term. We prove that…

Optimization and Control · Mathematics 2019-11-21 Christophe Zhang

This article studies a dirichlet boundary value problem for singularly perturbed time delay convection diffusion equation with degenerate coefficient. A priori explicit bounds are established on the solution and its derivatives. For…

Numerical Analysis · Mathematics 2019-05-09 Pratima Rai , Swati yadav

This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original…

Numerical Analysis · Mathematics 2023-07-12 Anatoly A. Alikhanov , Mohammad Shahbazi Asl , Chengming Huang

Singular source terms in sub-diffusion equations may lead to the unboundedness of solutions, which will bring a severe reduction of convergence order of existing time-stepping schemes. In this work, we propose two efficient time-stepping…

Numerical Analysis · Mathematics 2022-07-27 Han Zhou , Wenyi Tian

This paper deals with the stability analysis of a nonlinear time-delayed dispersive equation of order four. First, we prove the well-posedness of the system and give some regularity results. Then, we show that the zero solution of the…

Analysis of PDEs · Mathematics 2020-07-27 Kaïs Ammari , Boumediène Chentouf , Nejib Smaoui

In this work we propose a nonlinear stabilization technique for convection-diffusion-reaction and pure transport problems discretized with space-time isogeometric analysis. The stabilization is based on a graph-theoretic artificial…

Numerical Analysis · Computer Science 2019-11-18 Jesús Bonilla , Santiago Badia

We discuss the stability theory and numerical analysis of the Helmholtz equation with variable and possibly non-smooth or oscillatory coefficients. Using the unique continuation principle and the Fredholm alternative, we first give an…

Numerical Analysis · Mathematics 2019-04-18 I. G. Graham , S. A. Sauter

In this work, an inverse problem in the fractional diffusion equation with random source is considered. Statistical moments are used of the realizations of single point observation $u(x_0,t,\omega).$ We build the representation of the…

Analysis of PDEs · Mathematics 2019-11-04 Chan Liu , Jin Wen , Zhidong Zhang

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…

Numerical Analysis · Mathematics 2020-01-29 Frank Werner , Bernd Hofmann

The focus of this paper is on the concurrent reconstruction of both the diffusion and potential coefficients present in an elliptic/parabolic equation, utilizing two internal measurements of the solutions. A decoupled algorithm is…

Numerical Analysis · Mathematics 2023-08-08 Siyu Cen , Zhi Zhou

In this paper we consider a problem of initial data identification from the final time observation for homogeneous parabolic problems. It is well-known that such problems are exponentially ill-posed due to the strong smoothing property of…

Optimization and Control · Mathematics 2019-05-06 Dmitriy Leykekhman , Boris Vexler , Daniel Walter

This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…

Optimization and Control · Mathematics 2019-07-26 Sebastian Engel , Philip Trautmann , Boris Vexler

Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. The smoothing problem consists of recovering the path of the…

Computation · Statistics 2024-09-04 Marcin Mider , Moritz Schauer , Frank van der Meulen

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Probability · Mathematics 2026-01-13 Yumiharu Nakano

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…

Numerical Analysis · Mathematics 2019-01-30 Bangti Jin , Raytcho Lazarov , Zhi Zhou
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