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We study two numerical approximations of solutions of nonlocal diffusion evolution problems which are inspired in algorithms for computing the bilateral denoising filtering of an image, and which are based on functional rearrangements and…

Numerical Analysis · Mathematics 2024-01-26 Gonzalo Galiano

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 high-order space-time discretization equipped with fully-discrete entropy stability properties for general choices of volume and surface quadrature rules. The formulation uses flux reconstruction (FR) in the spatial dimension…

Numerical Analysis · Mathematics 2026-04-23 Carolyn M. V. Pethrick , Siva Nadarajah

In this paper we focus on three problems about the spreading speeds of nonlocal dispersal Fisher-KPP equations. First, we study the signs of spreading speeds and find that they are determined by the asymmetry level of the nonlocal dispersal…

Analysis of PDEs · Mathematics 2020-07-31 Wen-Bing Xu , Wan-Tong Li , Shigui Ruan

We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…

Statistical Mechanics · Physics 2019-08-14 Sergei Fedotov , Daniel Han

A nonparametric method to predict non-Markovian time series of partially observed dynamics is developed. The prediction problem we consider is a supervised learning task of finding a regression function that takes a delay embedded…

Methodology · Statistics 2021-01-14 Faheem Gilani , Dimitrios Giannakis , John Harlim

In this paper, we propose a general framework to design asymptotic preserving schemes for the Boltzmann kinetic kinetic and related equations. Numerically solving these equations are challenging due to the nonlinear stiff collision (source)…

Numerical Analysis · Mathematics 2015-05-13 Francis Filbet , S. Jin

In this work, we investigate the Cauchy problem of the Wadati-Konno-Ichikawa (WKI) equation with finite density initial data. Employing the $\bar{\partial}$-generalization of Deift-Zhou nonlinear steepest descent method, we derive the long…

Analysis of PDEs · Mathematics 2021-09-15 Zhi-Qiang Li , Shou-Fu Tian , Jin-Jie Yang

A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…

Optimization and Control · Mathematics 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui

The study of nonlocal nonlinear systems and their dynamics is a rapidly increasing field of research. In this study, we take a closer look at the extended nonlocal Kadomtsev-Petviashvili (enKP) model through a systematic analysis of…

Pattern Formation and Solitons · Physics 2023-08-21 K. Sakkaravarthi , Sudhir Singh , N. Karjanto

This article is concerned with the discretisation of the Stokes equations on time-dependent domains in an Eulerian coordinate framework. Our work can be seen as an extension of a recent paper by Lehrenfeld & Olshanskii [ESAIM: M2AN,…

Numerical Analysis · Mathematics 2020-12-02 Erik Burman , Stefan Frei , Andre Massing

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

This work addresses the regularity of solutions for a nonlocal wave equation over the space of periodic distributions. The spatial operator for the nonlocal wave equation is given by a nonlocal Laplace operator with a compactly supported…

Analysis of PDEs · Mathematics 2024-08-05 Thinh Dang , Bacim Alali , Nathan Albin

This article includes a short survey of selected averaging and dimension reduction techniques for deterministic fast-slow systems. This survey includes, among others, classical techniques, such as the WKB approximation or the averaging…

Mathematical Physics · Physics 2022-11-21 Matthias Klar , Karsten Matthies , Johannes Zimmer

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial…

Numerical Analysis · Mathematics 2022-05-03 Minglei Yang , Guannan Zhang , Diego Del-Castillo-Negrete , Yanzhao Cao

An asymptotic expansion at spatial infinity of a weak time-periodic solution to the Navier-Stokes equations with a non-zero drift term in the three-dimensional whole-space is carried out. The asymptotic profile is explicitly identified and…

Analysis of PDEs · Mathematics 2016-10-04 Giovanni P. Galdi , Mads Kyed

We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…

Numerical Analysis · Mathematics 2018-05-07 Hussain A. Ibdah , Cecilia F. Mondaini , Edriss S. Titi

A method for determining asymptotic normalization coefficients for removing nucleons from nuclei is proposed. It is based on the use of the dispersive optical model potential. Within the method, the strength parameter of the Hartree- Fock…

Nuclear Theory · Physics 2025-06-25 O. V. Bespalova , L. D. Blokhintsev , A. A. Klimochkina , D. A. Savin

Taking a multidimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimensional system of stochastic differential equations which is…

Statistics Theory · Mathematics 2019-08-02 Simon Holbach

Present applications of the dispersive-optical-model analysis are restricted by the use of a local but energy-dependent version of the generalized Hartree-Fock potential. This restriction is lifted by the introduction of a corresponding…

Nuclear Theory · Physics 2010-12-02 W. H. Dickhoff , D. Van Neck , S. J. Waldecker , R. J. Charity , L. G. Sobotka