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When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…
We consider the Cauchy problem for the Gross-Pitaevskii (GP) equation. Using the DBAR generalization of the nonlinear steepest descent method of Deift and Zhou we derive the leading order approximation to the solution of the GP in the…
In this paper, we propose two approaches to derive the discrete Poincar\'e inequality for the B-schemes, a family of finite volume discretization schemes, for the one-dimensional Fokker-Planck equation in full space. We study the properties…
We consider the extended discrete KP hierarchy and show that similarity reduction of its subhierarchies lead to purely discrete equations with dependence on some number of parameters together with equations governing deformations with…
This paper investigates Cauchy problems for nonlinear fractional time-space generalized Keller-Segel equation $^c_0D_t^\beta\rho+(-\triangle)^{\frac{\alpha}{2}}\rho+\nabla\cdot(\rho B(\rho))=0$, where Caputo derivative $^c_0D_t^\beta\rho$…
It is well known that rate-independent systems involving nonconvex energy functionals in general do not allow for time-continuous solutions even if the given data are smooth. In the last years, several solution concepts were proposed that…
We provide a review on the physics associated with phase transitions in which continuous scale invariance is broken into discrete scale invariance. The rich features of this transition characterized by the abrupt formation of a geometric…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
It is shown by perturbation techniques and numerical simulations that the inverse cascade of kink-antikink annihilations, characteristic of the Kolmogorov flow in the slightly supercritical Reynolds number regime, is halted by the…
This article is devoted to completing some aspects of the classical Cauchy-Lipschitz (or Picard-Lindel\"of) theory for general nonlinear systems posed on time scales, that are closed subsets of the set of real numbers. Partial results do…
In this article we extend the exact simulation methods of Beskos et al. to the solutions of one-dimensional stochastic differential equations involving the local time of the unknown process at point zero. In order to perform the method we…
In this paper, we consider the Cauchy problem for the fractional Schr\"odinger equation $i D_t^\alpha u + (-\Delta)^{\frac{\beta}{2}} u =0$ with $0<\alpha<1$, $\beta>0$. We establish the dispersive estimates for the solutions. In…
We present a novel spatial discretization for the Cahn-Hilliard equation including transport. The method is given by a mixed discretization for the two elliptic operators, with the phase field and chemical potential discretized in…
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…
We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…
We point out an equivalence between the discrete velocity method of solving the Boltzmann equation, of which the lattice Boltzmann equation method is a special example, and the approximations to the Boltzmann equation by a Hermite…
As the number of processor cores on supercomputers becomes larger and larger, algorithms with high degree of parallelism attract more attention. In this work, we propose a novel space-time coupled algorithm for solving an inverse problem…
In this paper, we exploit the gradient flow structure of continuous-time formulations of Bayesian inference in terms of their numerical time-stepping. We focus on two particular examples, namely, the continuous-time ensemble Kalman-Bucy…
In this paper we propose recurrence relations for the dipole densities in QCD, which allows us to find these densities from the solution to the BFKL equation. We resolve these relations in the diffusion approximation for the BFKL kernel.…
A general class of KdV-type wave equations regularized with a convolution-type nonlocality in space is considered. The class differs from the class of the nonlinear nonlocal unidirectional wave equations previously studied by the addition…