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In this work we obtain an approximate solution of the strongly nonlinear second order differential equation $\frac{d^{2}u}{dt^{2}}+\omega ^{2}u+\alpha u^{2}\frac{d^{2}u}{dt^{2}}+\alpha u\left( \frac{du}{dt}\right)^{2}+\beta \omega…

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

We develop a theory of existence, uniqueness and regularity for a porous medium equation with fractional diffusion, $\frac{\partial u}{\partial t} + (-\Delta)^{1/2} (|u|^{m-1}u)=0$ in $\mathbb{R}^N$, with $m>m_*=(N-1)/N$, $N\ge1$ and $f\in…

In this paper we obtain the precise description of the asymptotic behavior of the solution $u$ of $$ \partial_t u+(-\Delta)^{\frac{\theta}{2}}u=0\quad\mbox{in}\quad{\bf R}^N\times(0,\infty), \qquad u(x,0)=\varphi(x)\quad\mbox{in}\quad{\bf…

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

A new variational approach to solve the problem of estimating the (possibly discontinuous) coefficient functions $p$, $q$ and $f$ in elliptic equations of the form $-\nabla \cdot (p(x)\nabla u) + \lambda q(x) u = f$, $x \in \Omega \subset…

The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

We provide pointwise upper bounds for the transition kernels of semigroups associated with a class of systems of nondegenerate elliptic partial differential equations with unbounded coefficients with possibly unbounded diffusion…

We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the…

This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…

We study the strong approximation of stochastic differential equations with discontinuous drift coefficients and (possibly) degenerate diffusion coefficients. To account for the discontinuity of the drift coefficient we construct an…

We present a new approximation to the normal distribution quantile function. It has a similar form to the approximation of Beasley and Springer [3], providing a maximum absolute error of less than $2.5 \cdot 10^{-5}$. This is less accurate…

We study the large time behavior of non-negative solutions to the singular diffusion equation with gradient absorption $$ \partial_t u-\Delta_{p}u+|\nabla u|^q=0 \quad \hbox{in} \ (0,\infty)\times\real^N, $$ for $p_c:=2N/(N+1)

Using a new method and additional (conditional and partial) equivalence transformations, we performed group classification in a class of variable coefficient $(1+1)$-dimensional nonlinear diffusion-convection equations of the general form…

The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…

We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation of the velocity operator. Under some mixing hypotheses on the stochastic perturbation, we establish a diffusion-approximation result: the…

This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these…

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…