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Two main aims of this paper are to develop a numerical method to solve an inverse source problem for parabolic equations and apply it to solve a nonlinear coefficient inverse problem. The inverse source problem in this paper is the problem…

Analysis of PDEs · Mathematics 2019-06-06 Phuong Mai Nguyen , Loc Hoang Nguyen

For a singularly perturbed system of reaction--diffusion equations, assuming that the 0th order solutions in regular and singular regions are all stable, we construct matched asymptotic expansions for formal solutions to any desired order…

patt-sol · Physics 2008-02-03 Xiao-Biao Lin

This paper establishes the asymptotic error distribution of the tamed Euler method for stochastic differential equations (SDEs) with a coupled monotonicity condition, that is, the limit distribution of the corresponding normalized error…

Numerical Analysis · Mathematics 2026-02-11 Xinjie Dai , Diancong Jin , Jiaoyang Xu

In some cases, solutions to nonlinear PDEs happen to be asymptotically (for large $x$ and/or $t$) invariant under a group $G$ which is not a symmetry of the equation. After recalling the geometrical meaning of symmetries of differential…

Mathematical Physics · Physics 2007-05-23 G. Gaeta , R. Mancinelli

Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…

Computational Physics · Physics 2025-05-15 Diba Behnoudfar

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner

This paper deals with the boundary value problems for the singularly perturbed differential-algebraic system of equations. The case of turning points has been studied. The sufficient conditions for existence and uniqueness of the solution…

Classical Analysis and ODEs · Mathematics 2025-01-07 P. Samusenko

In this paper we consider new regularization methods for linear inverse problems of dynamic type. These methods are based on dynamic programming techniques for linear quadratic optimal control problems. Two different approaches are…

Numerical Analysis · Mathematics 2021-01-26 S. Kindermann , A. Leitao

This investigation is motivated by PDE-constrained optimization problems arising in connection with electrocardiograms (ECGs) and electroencephalography (EEG). Standard sparsity regularization does not necessarily produce adequate results…

Numerical Analysis · Mathematics 2023-05-25 Ole Løseth Elvetun , Bjørn Fredrik Nielsen

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…

Computational Finance · Quantitative Finance 2013-03-26 Masaaki Fujii

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

Numerical Analysis · Mathematics 2014-02-24 Terry Haut , Beth Wingate

In this paper, we study phase transitions in a slender circular cylinder composed of a compressible hyperelastic material with a non-convex strain energy function. We aim to construct the asymptotic solutions based on an axisymmetrical…

Classical Physics · Physics 2008-05-28 Hui-Hui Dai , Jiong Wang , Zhen Chen

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

chao-dyn · Physics 2008-02-03 J. Bricmont , A. Kupiainen , G. Lin

The method of self-consistent expansions is a powerful tool for handling strong coupling problems that might otherwise be beyond the reach of perturbation theory, providing surprisingly accurate approximations even at low order. First…

Statistical Mechanics · Physics 2025-01-15 Minhui Zhu , Nigel Goldenfeld

In this paper, by utilizing the theory of matched asymptotic expansions, an efficient and accurate neural network method, named as "MAE-TransNet", is developed for solving singular perturbation problems in general dimensions, whose…

Computational Physics · Physics 2026-03-23 Zhequan Shen , Lili Ju , Liyong Zhu

A generalisation of the Lie symmetry method is applied to classify a coupled system of reaction-diffusion equations wherein the nonlinearities involve arbitrary functions in the limit case in which one equation of the pair is quasi-steady…

Mathematical Physics · Physics 2019-09-17 Roman Cherniha , Vasyl' Davydovych , John R. King

Asymptotic solutions are derived for inhomogeneous differential equations having a large real or complex parameter and a simple turning point. They involve Scorer functions and three slowly varying analytic coefficient functions. The…

Classical Analysis and ODEs · Mathematics 2021-03-02 T. M. Dunster

The self-consistent expansion (SCE) is a powerful technique for obtaining perturbative solutions to problems in statistical physics but it suffers from a subtle problem - too much freedom! The SCE can be used to generate an enormous number…

Statistical Mechanics · Physics 2024-07-12 Chanania Steinbock , Eytan Katzav

We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…

Analysis of PDEs · Mathematics 2018-09-06 Momar Dieng , Kenneth D. T. -R. McLaughlin , Peter D. Miller

We consider nonlinear inverse problems arising in the context of parameter identification for parabolic partial differential equations (PDEs). For stable reconstructions, regularization methods such as the iteratively regularized…

Numerical Analysis · Mathematics 2025-07-16 Michael Kartmann , Benedikt Klein , Mario Ohlberger , Thomas Schuster , Stefan Volkwein