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An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

A simple model for electromagnetic wave propagation through zero-temperature plasma is analyzed. Many of the complexities of the plasma state are present even under these idealized conditions, and a number of mathematical difficulties…

Mathematical Physics · Physics 2010-07-16 Thomas H. Otway

We study linear parabolic initial-value problems in a space-time variational formulation based on fractional calculus. This formulation uses "time derivatives of order one half" on the bi-infinite time axis. We show that for linear,…

Numerical Analysis · Mathematics 2015-01-20 Stig Larsson , Christoph Schwab

We prove the well posedness of a class of non linear and non local mixed hyperbolic-parabolic systems in bounded domains, with Dirichlet boundary conditions. In view of control problems, stability estimates on the dependence of solutions on…

Analysis of PDEs · Mathematics 2023-09-13 Rinaldo M. Colombo , Elena Rossi

We develop a new finite difference method for the wave equation in second order form. The finite difference operators satisfy a summation-by-parts (SBP) property. With boundary conditions and material interface conditions imposed weakly by…

Numerical Analysis · Mathematics 2022-03-29 Siyang Wang , Daniel Appelö , Gunilla Kreiss

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…

Statistics Theory · Mathematics 2019-11-26 Florian Hildebrandt , Mathias Trabs

In this article we study a controllability problem for a parabolic and a hyperbolic partial differential equations in which the control is the shape of the domain where the equation holds. The quantity to be controlled is the trace of the…

Analysis of PDEs · Mathematics 2012-11-07 Jonathan Touboul

In this article, we consider linear hyperbolic Initial and Boundary Value Problems (IBVP) in a rectangle (or possibly curvilinear polygonal domains) in both the constant and variable coefficients cases. We use semigroup method instead of…

Analysis of PDEs · Mathematics 2013-10-23 Aimin Huang , Roger Temam

In the hyperbolic community, discontinuous Galerkin approaches are mainly applied when finite element methods are considered. As the name suggested, the DG framework allows a discontinuity at the element interfaces, which seems for many…

Numerical Analysis · Mathematics 2021-04-20 Rémi Abgrall , Jan Nordström , Philipp Öffner , Svetlana Tokareva

The numerical analysis of stochastic parabolic partial differential equations of the form $$ du + A(u) = f \,dt + g \, dW, $$ is surveyed, where $A$ is a partial operator and $W$ a Brownian motion. This manuscript unifies much of the theory…

Numerical Analysis · Mathematics 2020-03-16 Martin Ondrejat , Andreas Prohl , Noel Walkington

In this work, we consider parabolic models with dynamic boundary conditions and parabolic bulk-surface problems in 3D. Such partial differential equations based models describe phenomena that happen both on the surface and in the…

Numerical Analysis · Mathematics 2020-02-07 Yekaterina Epshteyn , Qing Xia

This paper is concerned with adaptive mesh refinement strategies for the spatial discretization of parabolic problems with dynamic boundary conditions. This includes the characterization of inf-sup stable discretization schemes for a…

Numerical Analysis · Mathematics 2023-10-12 Robert Altmann , Christoph Zimmer

The Stokes problem with non-homogeneous Dirichlet boundary condition is solved numerically using conforming discretizations and an approximation of the boundary datum in the corresponding trace space. Optimal discretization error estimates…

Numerical Analysis · Mathematics 2026-04-14 Thomas Apel , Katharina Lorenz , Johannes Pfefferer

In this article, we are interested in solving numerically backward doubly stochastic differential equations (BDSDEs) with random terminal time tau. The main motivations are giving a probabilistic representation of the Sobolev's solution of…

Probability · Mathematics 2016-10-11 Anis Matoussi , Wissal Sabbagh

As opposed to the distributed control of parabolic PDE's, very few contributions currently exist pertaining to the Dirichlet boundary condition control for parabolic PDE's. This motivates our interest in the Dirichlet boundary condition…

Optimization and Control · Mathematics 2023-08-08 Aleš Wodecki , Pavel Strachota , Tomáš Oberhuber , Kateřina Škardová , Monika Balázsová

This paper investigates the mathematical properties and numerical approximation of a class of nonlocal elliptic partial differential equations of the form \begin{equation*} -\Delta u + \lambda \, G(u) = f, \end{equation*} where $\Delta$…

Analysis of PDEs · Mathematics 2026-02-09 Dragos-Patru Covei

Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…

Analysis of PDEs · Mathematics 2014-09-29 Lucie Baudouin , Sylvain Ervedoza , Axel Osses

In this paper, a numerical scheme for a nonlinear McKendrick-von Foerster equation with diffusion in age (MV-D) with the Dirichlet boundary condition is proposed. The main idea to derive the scheme is to use the discretization based on the…

Numerical Analysis · Mathematics 2022-01-24 Bhargav Kumar Kakumani , Suman Kumar Tumuluri