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We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an…
Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…
We are interested in this work in the numerical resolution of the Quantum Liouville-BGK equation, which arises in the derivation of quantum hydrodynamical models from first principles. Such models are often obtained in some asymptotic…
We discuss the existence and nonexistence of solutions to the steady-state Gierer-Meinhardt system $$ \begin{cases} \displaystyle -\Delta u=\frac{u^p}{v^q}+\lambda \rho(x) \,, u>0 &\quad\mbox{ in }\mathbb{R}^N\setminus K,\\[0.1in]…
Currently, nearly all positivity preserving discontinuous Galerkin (DG) discretizations of partial differential equations are coupled with explicit time integration methods. Unfortunately, for many problems this can result in severe…
The Strang splitting method, formally of order two, can suffer from order reduction when applied to semilinear parabolic problems with inhomogeneous boundary conditions. The recent work [L .Einkemmer and A. Ostermann. Overcoming order…
For a class of Bellman equations in bounded domains we prove that sub- and supersolutions whose growth at the boundary is suitably controlled must be constant. The ellipticity of the operator is assumed to degenerate at the boundary and a…
This paper focuses on a drift-diffusion system subjected to boundedly non dissipative Robin boundary conditions. A general existence result with large initial conditions is established by using suitable L1, L2 and trace estimates. Finally,…
Many important applications are modelled by differential equations with positive solutions. However, it remains an outstanding open problem to develop numerical methods that are both (i) of a high order of accuracy and (ii) capable of…
We study a generalized discrete-time multi-type Wright-Fisher population process. The mean-field dynamics of the stochastic process is induced by a general replicator difference equation. We prove several results regarding the asymptotic…
When an external field is applied across a liquid-crystal cell, the twist and tilt distributions cannot be calculated analytically and must be extracted numerically. In the standard approach, the Euler-Lagrange equations are derived from…
The purpose of this paper is to show that the randomized weighted $p$-Laplacian evolution equation given by \begin{align} \label{eveqrand} \begin{cases} U^{\prime}(t)(\omega) =\text{Div} \left( g(\omega) |DU(t)(\omega)|^{p-2}DU(t)(\omega)…
We consider a nonlocal evolution equation representing the continuum limit of a large ensemble of interacting particles on graphs forced by noise. The two principle ingredients of the continuum model are a nonlocal term and Q-Wiener process…
The recent approach based on Hamiltonian systems and the implicit parametri\-za\-tion theorem, provides a general fixed domain approximation method in shape optimization problems, using optimal control theory. In previous works, we have…
The stationary distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree to…
We develop a continuous mathematical model of population dynamics that describes the sequential emergence of new genotypes under limited resources. The framework models genotype density as a nonlinear flow in mutation space, combining…
The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…
We investigate nonrelativistic quantum mechanics on the discretized half-line, constructing a one-parameter family of Hamiltonians that are analogous to the Robin family of boundary conditions in continuum half-line quantum mechanics. For…
Let $\Omega$ be a smooth bounded domain in $\mathbb{R}^2$. For $\epsilon>0$ small, we construct non-constant solutions to the Ginzburg-Landau equations $-\Delta u=\frac{1}{\epsilon^2}(1-|u|^2)u$ in $\Omega$ such that on $\partial \Omega$ u…
We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…