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A method for numerical approximation of a new class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in…

Numerical Analysis · Mathematics 2026-04-30 S. Knutsen Furset

We propose a geometric approach for the numerical integration of singular initial value problems for (systems of) quasi-linear differential equations. It transforms the original problem into the problem of computing the unstable manifold at…

Numerical Analysis · Mathematics 2023-11-14 Werner M. Seiler , Matthias Seiss

We study numerical methods for the nonlinear partial differential equation that governs the motion of level sets by affine curvature. We show that standard finite difference schemes are nonlinearly unstable. We build convergent finite…

Numerical Analysis · Mathematics 2016-11-01 Adam M. Oberman , Tiago Salvador

Strong convergence of a new iterative process based on the Shrinking projection method to a common element of the set of common fixed points of an infinite family of relatively quasi-nonexpansive multivalued mappings and the solution set of…

Functional Analysis · Mathematics 2012-08-21 M. Eslamian

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

Analysis of PDEs · Mathematics 2018-09-03 Lorenzo Toniazzi

We investigate mild solutions for stochastic evolution equations driven by a fractional Brownian motion (fBm) with Hurst parameter H in (1/3, 1/2] in infinite-dimensional Banach spaces. Using elements from rough paths theory we introduce an…

Probability · Mathematics 2019-04-08 Robert Hesse , Alexandra Neamtu

We present numerical solutions for differential equations by expanding the unknown function in terms of Chebyshev polynomials and solving a system of linear equations directly for the values of the function at the extrema (or zeros) of the…

Computational Physics · Physics 2009-10-31 Bogdan Mihaila , Ioana Mihaila

The existence and uniqueness of a solution to a generalized Blasius equation with asymptotic boundary conditions are proved. A new numerical approximation method is proposed.

Analysis of PDEs · Mathematics 2011-09-13 Grzegorz Andrzejczak , Magdalena Nockowska-Rosiak , Bogdan Przeradzki

We investigate the existence of solutions of constrained nonlinear differential inclusions with nonlocal boundary conditions. Our viability theorems are based on the assumption that the right-hand side of differential inclusion is defined…

Classical Analysis and ODEs · Mathematics 2018-12-10 Radosław Pietkun

In an abstract Banach space we study conditions for the existence of piecewise continuous, almost periodic solutions for semi-linear impulsive differential equation with fixed and non-fixed moments of impulsive action

Dynamical Systems · Mathematics 2016-04-25 Viktor Tkachenko

We study a class of stochastic evolution equations in a Banach space $E$ driven by cylindrical Wiener process. Three different concept of solutions: generalised strong, weak and mild are defined and the conditions under which they are…

Functional Analysis · Mathematics 2014-02-27 Mariusz Górajski

A new technique is presented to solve a class of linear boundary value problems (BVP). Technique is primarily based on an operational matrix developed from a set of modified Bernoulli polynomials. The new set of polynomials is an…

Computational Engineering, Finance, and Science · Computer Science 2020-08-14 Udaya Pratap Singh

We introduce and analyze a fast iterative method based on sequential Bregman projections for nonlinear inverse problems in Banach spaces. The key idea, in contrast to the standard Landweber method, is to use multiple search directions per…

Numerical Analysis · Mathematics 2018-08-01 Anne Wald

We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…

Numerical Analysis · Mathematics 2021-03-23 Francesca Scarabel , Odo Diekmann , Rossana Vermiglio

The classical wave equation in the space of generalized functions (distributions)is considered. The Distributions Method of building the solutions of nonstationary boundary value problems (NBVP) for wave equations in coordinates spaces of…

Analysis of PDEs · Mathematics 2007-05-23 Lyudmila A. Alexeyeva

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

Probability · Mathematics 2009-01-20 Istvan Gyöngy , Annie Millet

We study the existence of bounded asymptotic mild solutions to evolution equations of the form $u'(t)=Au(t)+f(t), t\ge 0$ in a Banach space $\X$, where $A$ generates an (analytic) $C_0$-semigroup and $f$ is bounded. We find spectral…

Dynamical Systems · Mathematics 2024-09-20 Vu Trong Luong , William Barker , Nguyen Duc Huy , Nguyen Van Minh

This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…

Numerical Analysis · Mathematics 2025-12-23 Guozhen Li , Xiaoyue Li , Xuerong Mao

We survey some representative results on fuzzy fractional differential equations, controllability, approximate controllability, optimal control, and optimal feedback control for several different kinds of fractional evolution equations.…

Optimization and Control · Mathematics 2018-04-20 Ravi P. Agarwal , Dumitru Baleanu , Juan J. Nieto , Delfim F. M. Torres , Yong Zhou

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous applied and control problems. Yet, practically valuable results are rare in this area. This paper develops a novel approach, which…

Dynamical Systems · Mathematics 2018-08-29 Mark A. Pinsky , Steve Koblik
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