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We propose finite difference methods for degenerate fully nonlinear elliptic equations and prove the convergence of the schemes. Our focus is on the pure equation and a related free boundary problem of transmission type. The cornerstone of…

Numerical Analysis · Mathematics 2025-06-04 Edgard A. Pimentel , Ercília Sousa

We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.

Numerical Analysis · Mathematics 2013-11-11 Erhan Bayraktar , Arash Fahim

We consider viscosity solution to one-phase free boundary problems for general fully nonlinear operators and free boundary condition depending on the normal vector. We show existence of viscosity solutions via the Perron's method and we…

Analysis of PDEs · Mathematics 2025-01-22 Matteo Carducci , Bozhidar Velichkov

We examine a free transmission problem driven by fully nonlinear elliptic operators. Since the transmission interface is determined endogeneously, our analysis is two-fold: we study the regularity of the solutions and some geometric…

Analysis of PDEs · Mathematics 2020-11-30 Edgard A. Pimentel , Makson S. Santos

We study an equation governed by a discontinuous fully nonlinear operator. Such discontinuities are solution-dependent, which introduces a free boundary. Working under natural assumptions, we prove the existence of $L^p$-viscosity and…

Analysis of PDEs · Mathematics 2021-11-05 Edgard A. Pimentel , Andrzej Święch

We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…

Numerical Analysis · Mathematics 2016-10-26 Michael Neilan , Abner J. Salgado , Wujun Zhang

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

In this paper we consider the numerical approximation of the two-phase membrane (obstacle) problem by finite difference method. First, we introduce the notion of viscosity solution for the problem and construct certain discrete nonlinear…

Numerical Analysis · Mathematics 2014-07-04 Avetik Arakelyan , Rafayel Barkhudaryan , Michael Poghosyan

We discuss a numerical method for convection-diffusion-reaction problems with a free boundary in 1D. The method is based on the numerical modelling of the interface evolution, the transformation to a fixed domain problem and the…

Numerical Analysis · Mathematics 2009-09-03 Gabriela Kacurova

This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…

Numerical Analysis · Mathematics 2023-04-04 Gabriel Barrenechea , Emmanuil Georgoulis , Tristan Pryer , Andreas Veeser

In this work we present a numerical method for the Optimal Mass Transportation problem. Optimal Mass Transportation (OT) is an active research field in mathematics.It has recently led to significant theoretical results as well as…

Numerical Analysis · Mathematics 2013-08-06 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

Diffuse domain methods (DDMs) have garnered significant attention for approximating solutions to partial differential equations on complex geometries. These methods implicitly represent the geometry by replacing the sharp boundary interface…

Analysis of PDEs · Mathematics 2025-04-25 Toai Luong , Tadele Mengesha , Steven M. Wise , Ming Hei Wong

We study viscosity solutions to the classical one-phase problem and its thin counterpart. In low dimensions, we show that when the free boundary is the graph of a continuous function, the solution is the half-plane solution. This answers,…

Analysis of PDEs · Mathematics 2023-11-13 Max Engelstein , Xavier Fernández-Real , Hui Yu

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

We examine boundary regularity for a fully nonlinear free transmission problem. We argue using approximation methods, comparing the operators driving the problem with a limiting profile. Working natural conditions on the data of the…

Analysis of PDEs · Mathematics 2024-11-26 David Jesus , Edgard A. Pimentel , David Stolnicki

We study a free transmission problem driven by degenerate fully nonlinear operators. Our first result concerns the existence of solutions to the associated Dirichlet problem. By framing the equation in the context of viscosity inequalities,…

Analysis of PDEs · Mathematics 2021-11-05 Gerardo Huaroto , Edgard A. Pimentel , Giane C. Rampasso , Andrzej Święch

In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on…

Probability · Mathematics 2015-10-30 Khaled Bahlali , Lucian Maticiuc , Adrian Zalinescu

We study the free boundary regularity of the traveling wave solutions to a degenerate advection-diffusion problem of Porous Medium type, whose existence was proved in \cite{MonsaingonNovikovRoquejoffre}. We set up a finite difference scheme…

Analysis of PDEs · Mathematics 2018-11-02 Léonard Monsaingeon

A new reformulation of a free boundary problem for the Stokes equations governing a viscous flow with overdetermined condition on the free boundary is proposed. The idea of the method is to transform the governing equations to a boundary…

Optimization and Control · Mathematics 2023-02-24 Julius Fergy T. Rabago , Hirofumi Notsu

Despite its numerical challenges, finite element method is used to compute viscous fluid flow. A consensus on the cause of numerical problems has been reached; however, general algorithms---allowing a robust and accurate simulation for any…

Computational Engineering, Finance, and Science · Computer Science 2019-02-05 Bilen Emek Abali
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