Related papers: A preconditioned boundary value method for advecti…
This paper focuses on the design, analysis and implementation of a new preconditioning concept for linear second order partial differential equations, including the convection-diffusion-reaction problems discretized by Galerkin or…
We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…
The recent development of spectral method has been praised for its high-order convergence in simulating complex physical problems. The combination of embedded boundary method and spectral method becomes a mainstream way to tackle…
We propose a novel and simple spectral method based on the semi-discrete Fourier transforms to discretize the fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$. Numerical analysis and experiments are provided to study its performance. Our…
We address parameter estimation in second-order stochastic differential equations (SDEs), which are prevalent in physics, biology, and ecology. The second-order SDE is converted to a first-order system by introducing an auxiliary velocity…
We propose a new numerical method for one dimensional stochastic differential equations (SDEs). The main idea of this method is based on a representation of a weak solution of a SDE with a time changed Brownian motion, dated back to Doeblin…
In this article, we develop a new method to approximate numerically the fractional Laplacian of functions defined on $\mathbb R$, as well as some more general singular integrals. After mapping $\mathbb R$ into a finite interval, we…
In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…
In this paper, we investigate the exact controllability properties of an advection-diffusion equation on a bounded domain, using time- and space-dependent velocity fields as the control parameters. This partial differential equation (PDE)…
This study investigates Dirichlet boundary condition related to a class of nonlinear parabolic problem with nonnegative $L^1$-data, which has a variable-order fractional $p$-Laplacian operator. The existence and uniqueness of renormalized…
Upon the recent development of the quasi-reversibility method for terminal value parabolic problems in \cite{Nguyen2019}, it is imperative to investigate the convergence analysis of this regularization method in the stochastic setting. In…
In this paper, a novel Hermite radial basis function-based differential quadrature method (H-RBF-DQ) is presented. This new method is designed to treat derivative boundary conditions accurately. The developed method is very different from…
We consider the linear quadratic regulator (LQR) for one-dimensional linear evolution partial differential equations (PDEs) on a finite interval in space. The control is applied as an additive forcing term to PDEs. Existing methods for…
In this work we consider a generalized bilevel optimization framework for solving inverse problems. We introduce fractional Laplacian as a regularizer to improve the reconstruction quality, and compare it with the total variation…
Variational quantum algorithms offer a promising new paradigm for solving partial differential equations on near-term quantum computers. Here, we propose a variational quantum algorithm for solving a general evolution equation through…
A mixed boundary value problem for the partial differential equation of diffusion in an inhomogeneous medium in a Lipschitz domain is reduced to a system of direct segregated parametrix-based Boundary-Domain Integral Equations (BDIEs). We…
In this paper, we establish new strategies to reduce the dimension of large-scale controlled stochastic differential equations with non-zero initial states. The first approach transforms the original setting into a stochastic system with…
Stellar convection poses two main gargantuan challenges for astrophysical fluid solvers: low-Mach number flows and minuscule perturbations over steeply stratified hydrostatic equilibria. Most methods exhibit excessive numerical diffusion…
Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…
In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…