Related papers: A Non-compact Positivity-Preserving Scheme for Par…
In this paper we consider multi-dimensional partial differential equations of parabolic type involving divergence form operators that possess a discontinuous coefficient matrix along some smooth interface. The solution of the equation is…
For a Keller-Segel model for chemotaxis in two spatial dimensions we consider a modification of a positivity preserving fully discrete scheme using a local extremum diminishing flux limiter. We discretize space using piecewise linear finite…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
We study a system of Forward-Backward Stochastic Differential Equations (FBSDEs) with time-delayed generators. The forward process includes a reflection component expressed via a Stieltjes integral, while the backward process takes the form…
It is known that Markovian forward-backward stochastic differential equations provide nonlinear Feynman-Kac representation formulae for semilinear parabolic PDEs. We show that non-Markovian forward-backward stochastic differential equations…
We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…
For nonlinear hyperbolic systems of conservation laws in one space variable, we establish the existence of nonclassical entropy solutions exhibiting nonlinear interactions between shock waves with strong strength. The proposed theory is…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
In this paper, we are concerned with a quasi-linear hyperbolic-parabolic system of persistence and endogenous chemotaxis modelling vasculogenesis in $\mathbb{R}$. Under some suitable structural assumption on the pressure function, we first…
Assumed having axial symmetry, the streamer discharge is often described by a fluid model in cylindrical coordinate system, which consists of convection dominated (diffusion) equations with source terms, coupled with a Poisson's equation.…
In this work, we propose some numerical schemes for linear kinetic equations in the diffusion and anomalous diffusion limit. When the equilibrium distribution function is a Maxwellian distribution, it is well known that for an appropriate…
In this paper, we present a class of high-order and efficient compact difference schemes for nonlinear convection diffusion equations, which can preserve both bounds and mass. For the one-dimensional problem, we first introduce a high-order…
In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of…
The ergodic control problem for a non-degenerate controlled diffusion controlled through its drift is considered under a uniform stability condition that ensures the well-posedness of the associated Hamilton-Jacobi-Bellman (HJB) equation. A…
We propose a limiting procedure to preserve invariant domains with time explicit discrete high-order spectral discontinuous approximate solutions to hyperbolic systems of conservation laws. Provided the scheme is discretely conservative and…
In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…
In this paper, we consider the initial boundary value problem of a doubly nonlinear parabolic equation with nonlinear perturbation. We impose the homogeneous Dirichlet condition on this problem. We aim to reduce the growth condition of the…
Time-resolved photoemission spectroscopy is the key technique to probe the real-time non-equilibrium dynamics of electronic states. Theoretical predictions of the time dependent spectral function for realistic systems is however, a…
The Strang splitting method has been widely used to solve nonlinear reaction-diffusion equations, with most theoretical convergence analysis assuming periodic boundary conditions. However, such analysis presents additional challenges for…
A novel decomposition scheme to solve parametric non-convex programs as they arise in Nonlinear Model Predictive Control (NMPC) is presented. It consists of a fixed number of alternating proximal gradient steps and a dual update per time…