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We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…

For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…

Discrete updates of numerical partial differential equations (PDEs) rely on two branches of temporal integration. The first branch is the widely-adopted, traditionally popular approach of the method-of-lines (MOL) formulation, in which…

We prove well-posedness for some abstract differential equations of the first order. Our result covers the usual case of Lipschitz composition operators. It also contains the case of some integro-differential operators acting on spaces with…

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

Kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same…

Operator splitting methods combined with finite element spatial discretizations are studied for time-dependent nonlinear Schr\"odinger equations. In particular, the Schr\"odinger-Poisson equation under homogeneous Dirichlet boundary…

We deal with boundary value problems for second-order nonlinear elliptic equations in divergence form, which emerge as Euler-Lagrange equations of integral functionals of the Calculus of Variations built upon possibly anisotropic norms of…

In this work we establish solvability and uniqueness for the $D_2$ Dirichlet problem and the $R_2$ Regularity problem for second order elliptic operators $L=-{\rm div}(A\nabla\cdot)+b\nabla\cdot$ in bounded Lipschitz domains, where $b$ is…

The unconstrained minimization of a sufficiently smooth objective function $f(x)$ is considered, for which derivatives up to order $p$, $p\geq 2$, are assumed to be available. An adaptive regularization algorithm is proposed that uses…

We prove necessary optimality conditions of Euler-Lagrange type for generalized problems of the calculus of variations on time scales with a Lagrangian depending not only on the independent variable, an unknown function and its delta…

We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…

Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…

This paper continues to study the explicit two-stage fourth-order accurate time discretiza- tions [5, 7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are…

In the present paper we study the solvability of the Dirichlet problem for second order divergence form elliptic operators with bounded measurable coefficients which are small perturbations of given operators in rough domains beyond the…

Euler-Leray data functions of first and second order are defined by first and second order derivatives of the nonlinear spatial part of the incompressible Euler equation operator in Leray projection form applied to Cauchy data. The…

Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large…

When the velocity field is not a priori known to be globally almost Lipschitz, global uniqueness of solutions to the two-dimensional Euler equations has been established only in some special cases, and the solutions to which these results…

We show that to each symmetric elliptic operator of the form \[ \mathcal{A} = - \sum \partial_k \, a_{kl} \, \partial_l + c \] on a bounded Lipschitz domain $\Omega \subset \mathbb{R}^d$ one can associate a self-adjoint Dirichlet-to-Neumann…

Let $\Omega$ be a Lipschitz domain in $\mathbb R^n$ $n\geq 2,$ and $L=\mbox{div} (A\nabla\cdot)$ be a second order elliptic operator in divergence form. We establish solvability of the Dirichlet regularity problem with boundary data in…