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Solutions $u(x)$ to the class of inhomogeneous nonlinear ordinary differential equations taking the form \[u'' + u^2 = \alpha f(x) \] for parameter $\alpha$ are studied. The problem is defined on the $x$ line with decay of both the solution…
Lattice defects in crystalline materials create long-range elastic fields which can be modelled on the atomistic scale using an infinite system of discrete nonlinear force balance equations. Starting with these equations, this work…
It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite…
Using typical solution strategies to compute the solution curve of challenging problems often leads to the break down of the algorithm. To improve the solution process, numerical continuation methods have proved to be a very efficient tool.…
We present a discontinuous finite element method for the shallow water equations which exploits high-resolution realistic bathymetry data without any regularity assumption, also in the case of high-order discretizations. We prove a number…
Finite difference schemes are the method of choice for solving nonlinear, degenerate elliptic PDEs, because the Barles-Sougandis convergence framework [Barles and Sougandidis, Asymptotic Analysis, 4(3):271-283, 1991] provides sufficient…
We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…
Nonlinear two-point boundary value problems arise in numerous areas of application. The existence and number of solutions for various cases has been studied from a theoretical standpoint. These results generally rely upon growth conditions…
In this article, we study the continuous and discrete fractional persistence problem which looks for the persistence of properties of a given classical ($\alpha=1$) differential equation in the fractional case (here using fractional…
The work deals with the studies of the existence of solutions of an integro-differential equation in the situation of the difference of the standard Laplacian and the bi-Laplacian in the diffusion term. The proof of the existence of…
During the past three decades, the advantageous concept of the Green's function has been extended from linear systems to nonlinear ones. At that, there exist a rigorous and an approximate extensions. The rigorous extension introduces the…
As an alternative to PINNs, a Deep Ritz framework is proposed to solve fully nonlinear PDEs. A least-squares algorithm is advocated to decouple the nonlinearities from the variational features of several fully nonlinear PDEs. A splitting…
Constructing fast numerical solvers for partial differential equations (PDEs) is crucial for many scientific disciplines. A leading technique for solving large-scale PDEs is using multigrid methods. At the core of a multigrid solver is the…
We study a higher-order surface finite element (SFEM) penalty-based discretization of the tangential surface Stokes problem. Several discrete formulations are investigated which are equivalent in the continuous setting. The impact of the…
The energy method can be used to identify well-posed initial boundary value problems for quasi-linear, symmetric hyperbolic partial differential equations with maximally dissipative boundary conditions. A similar analysis of the discrete…
We develop a high order accurate numerical method for solving the elastic wave equation in second-order form. We hybridize the computationally efficient Cartesian grid formulation of finite differences with geometrically flexible…
We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…
One of the most interesting problems discerned when applying the Black--Scholes model to financial derivatives, is reconciling the deviation between expected and observed values. In our recent work, we derived a new model based on the…
Finite difference schemes are here solved by means of a linear matrix equation. The theoretical study of the related algebraic system is exposed, and enables us to minimize the error due to a finite difference approximation.
This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…