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In this paper, we study the convergence behavior of the diffuse domain method (DDM) for solving a class of second-order parabolic partial differential equations with Neumann boundary condition posed on general irregular domains. The DDM…
We consider a semilinear parabolic equation with a large class of nonlinearities without any growth conditions. We discretize the problem with a discontinuous Galerkin scheme dG(0) in time (which is a variant of the implicit Euler scheme)…
Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…
In this paper we extend the adaptive gradient descent (AdaGrad) algorithm to the optimal distributed control of parabolic partial differential equations with uncertain parameters. This stochastic optimization method achieves an improved…
We propose a multiscale approach for an elliptic multiscale setting with general unstructured diffusion coefficients that is able to achieve high-order convergence rates with respect to the mesh parameter and the polynomial degree. The…
In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…
Identifying the discontinuous diffusion coefficient in an elliptic equation with observation data of the gradient of the solution is an important nonlinear and ill-posed inverse problem. Models with total variational (TV) regularization…
Devising optimal interventions for diffusive systems often requires the solution of the Hamilton-Jacobi-Bellman (HJB) equation, a nonlinear backward partial differential equation (PDE), that is, in general, nontrivial to solve. Existing…
We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by branching diffusion processes. We extend the classical representation for KPP equations, introduced by Skorokhod (1964), Watanabe (1965) and…
Spatio-temporal dynamics of the evolution of population involving growth and diffusion processes can be modeled by class of partial diffusion equations (PDEs) known as reaction-diffusion systems. In this work, we developed a nonlinear…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
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…
We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…
This paper presents a novel approach to rigorously solving initial value problems for semilinear parabolic partial differential equations (PDEs) using fully spectral Fourier-Chebyshev expansions. By reformulating the PDE as a system of…
In this work we consider a nonlinear parabolic higher order partial differential equation that has been proposed as a model for epitaxial growth. This equation possesses both global-in-time solutions and solutions that blow up in finite…
In this work, we propose two derivative-free methods to address the problem of large-scale nonlinear equations with convex constraints. These algorithms satisfy the sufficient descent condition. The search directions can be considered…
In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…
We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…