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For one-dimensional linear kinetic equations analytical solutions of problems about moderately strong evaporation (condensation), when frequency of collisions of molecules is constant, are received . The equation and distribution function…
We study a method of reducing space dimension in multi-dimensional Black-Scholes partial differential equations as well as in multi-dimensional parabolic equations. We prove that a multiplicative transformation of space variables in the…
It is often the case in numerical relativity that schemes that are known to be convergent for well posed systems are used in evolutions of weakly hyperbolic (WH) formulations of Einstein's equations. Here we explicitly show that with…
We consider the numerical approximations of the Cahn-Hilliard equation with dynamic boundary conditions (C. Liu et. al., Arch. Rational Mech. Anal., 2019). We propose a first-order in time, linear and energy stable numerical scheme, which…
We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…
This paper is devoted to the study of time-dependent hyperbolic systems and the derivation of dispersive estimates for their solutions. It is based on a diagonalisation of the full symbol within adapted symbol classes in order to extract…
As the dimension of a system increases, traditional methods for control and differential games rapidly become intractable, making the design of safe autonomous agents challenging in complex or team settings. Deep-learning approaches avoid…
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…
A hyperbolic relaxation of the classical Navier-Stokes problem in 2D bounded domain with Dirichlet boundary conditions is considered. It is proved that this relaxed problem possesses a global strong solution if the relaxation parameter is…
In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…
Classical Finite Volume methods for multi-dimensional problems include stabilization (e.g.\ via a Riemann solver), that is derived by considering several one-dimensional problems in different directions. Such methods therefore ignore a…
The aim of this work is to design an explicit finite dimensional boundary feedback controller of sampled-data form for locally exponentially stabilizing the equilibrium solutions to semilinear parabolic equations. The feedback controller is…
This paper establishes the equivalence between systems described by a single first-order hyperbolic partial differential equation and systems described by integral delay equations. System-theoretic results are provided for both classes of…
Statistical solutions have recently been introduced as a an alternative solution framework for hyperbolic systems of conservation laws. In this work we derive a novel a posteriori error estimate in the Wasserstein distance between…
This paper provides a methodology of verified computing for solutions to 1-dimensional advection equations with variable coefficients. The advection equation is typical partial differential equations (PDEs) of hyperbolic type. There are few…
Boundary feedback control design is studied for 1D hyperbolic systems with an in-domain disturbance and a boundary feedback controller under the effect of actuator saturation. Nonlinear semigroup theory is used to prove well-posedness of…
This paper focusses on the optimal control problems governed by fourth-order linear elliptic equations with clamped boundary conditions in the framework of the Hessian discretisation method (HDM). The HDM is an abstract framework that…
The feedback exponential stabilization to trajectories for semilinear parabolic equations in a given bounded domain is addressed. The controls take values in a finite-dimensional space and are supported in a small region. Both internal and…
We study the possibility of controlling the finite size corrections in exact diagonalization studies quantitatively. We consider the one- and two dimensional Hubbard model. We show that the finite-size corrections can be be reduced…
We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…