Related papers: A Novel Approach to the Initial Value Problem with…
This paper presents a novel and direct approach to price boundary and final-value problems, corresponding to barrier options, using forward deep learning to solve forward-backward stochastic differential equations (FBSDEs). Barrier…
We present an approach for analyzing initial-boundary value problems which is formulated on the finite interval ($0\le x\le L$, where $L$ is a positive constant) for integrable equations whose Lax pairs involve $3\times 3$ matrices.…
We study the problem of zeroth-order (black-box) optimization of a Lipschitz function $f$ defined on a compact subset $\mathcal X$ of $\mathbb R^d$, with the additional constraint that algorithms must certify the accuracy of their…
We introduce a method for efficiently solving initial-boundary value problems (IBVPs) that uses Lie symmetries to enforce the associated partial differential equation (PDE) exactly by construction. By leveraging symmetry transformations,…
This article proposes new strategies for solving two-point Fractional order Nonlinear Boundary Value Problems(FN-BVPs) with Robin Boundary Conditions(RBCs). In the new numerical schemes, a two-point FNBVP is transformed into a system of…
The initial value problem is introduced after a thorough review of the essential geometry. The initial value equations are put into elliptic form using both conformal transformations and a treatment of the extrinsic curvature introduced…
In this paper a special type of difference equations is investigated. The impulses start abruptly at some points and their action continue on given finite intervals. This type of equations is used to model a real process. An algorithm,…
In this paper we consider the initial boundary value problem of the Korteweg-de Vries equation posed on a finite interval \begin{equation} u_t+u_x+u_{xxx}+uu_x=0,\qquad u(x,0)=\phi(x), \qquad 0<x<L, \ t>0 \qquad (1) \end{equation} subject…
The initial-boundary value problem for the two-dimensional regular four-velocity discrete Boltzmann system is analyzed in a rectangle. The existence and uniqueness of a classical global positive solution, bounded with its first partial…
We study an {\it indefinite weighted eigenvalue problem} for an operator of {\it mixed-type} (that includes both the classical {\it $p$-Laplacian} and the {\it fractional $p$-Laplacian}) in a bounded open subset $\Omega\subset \mathbb{R}^N…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
The paper deals with the three-dimensional Dirichlet boundary value problem (BVP) for a second order strongly elliptic self-adjoint system of partial differential equations in the divergence form with variable coefficients and develops the…
We investigate exact solutions for isothermal shock problems in different one-dimensional geometries. These solutions are given as analytical expressions if possible, or are computed using standard numerical methods for solving ordinary…
In this paper we study the existence of solutions of a one-dimensional eigenvalue problem $-\left(|\phi_x|^{p-2}\phi_x\right)_x=\lambda \left(|\phi|^{q-2}\phi-f(\phi)\right)$ such that $\phi(0)=\phi(1)=0$, where $p,q>1$, $\lambda$ is a…
We study the initial value problem associated to the Benjamin-Ono equation. The aim is to establish persistence properties of the solution flow in the weighted Sobolev spaces $Z_{s,r}=H^s(\R)\cap L^2(|x|^{2r}dx)$, $s\in\R, \,s\geq 1$ and…
We consider the boundary value problems (BVPs) for linear secondorder ODEs with a strongly positive operator coefficient in a Banach space. The solutions are given in the form of the infinite series by means of the Cayley transform of the…
In this work we consider the initial value problem (IVP) associated to the two dimensional Zakharov-Kuznetsov equation $$\left. \begin{array}{rl} u_t+\partial_x^3 u+\partial_x \partial_y^2 u +u \partial_x u &\hspace{-2mm}=0,\qquad\qquad…
We consider initial boundary value problems with the homogeneous Neumann boundary condition. Given an initial value, we establish the uniqueness in determining a spatially varying coefficient of zeroth-order term by a single measurement of…
This work is concerned with the existence and uniqueness of boundary value problems defined on semi-infinite intervals. These kinds of problems seldom admit exactly known solutions and, therefore, the theoretical information on their…
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…