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In this paper we study a class of backward stochastic differential equations (BSDEs) of the form dY(t)= -AY(t)dt -f_0(t,Y(t))dt -f_1(t,Y(t),Z(t))dt + Z(t)dW(t) on the interval [0,T], with given final condition at time T, in an infinite…

Probability · Mathematics 2007-05-23 Fulvia Confortola

We study the effects of including a running coupling constant in high-density QCD evolution. For fixed coupling constant, QCD evolution preserves the initial dependence of the saturation momentum $Q_s$ on the nuclear size $A$ and results in…

High Energy Physics - Phenomenology · Physics 2009-11-10 J. L. Albacete , N. Armesto , J. G. Milhano , C. A. Salgado , U. A. Wiedemann

In this paper, a fully discrete local discontinuous Galerkin (LDG) finite element method is considered for solving the time-fractional KdV-Burgers-Kuramoto (KBK) equation. The scheme is based on a finite difference method in time and local…

Numerical Analysis · Mathematics 2015-03-19 Leilei Wei , Yinnian He

We propose a time-exact Krylov-subspace-based method for solving linear ODE (ordinary differential equation) systems of the form $y'=-Ay + g(t)$, where $y(t)$ is the unknown function. The method consists of two stages. The first stage is an…

Numerical Analysis · Mathematics 2011-09-26 Mikhail A. Botchev

In this paper, convergence results on the solutions of a time and space discrete model approximation of the Boltzmann equation for a gas of Maxwellian particles in a bounded domain, obtained by Babovsky and Illner [1989], are extended to…

Numerical Analysis · Mathematics 2014-10-30 C. P. Grünfeld , D. Marinescu

We consider the blow-up problem for discretized scale-invariant nonlinear dissipative wave equations. It is known that the critical exponents for undiscretized equations (continuous equations) are given by Fujita and Strauss exponents…

Analysis of PDEs · Mathematics 2025-10-02 Koji Wada , Kyouhei Wakasa

This paper introduces a second-order time discretization for solving the incompressible Boussinesq equation. It uses the generalized scalar auxiliary variable (GSAV) and a backward differentiation formula (BDF), based on a Taylor expansion…

Numerical Analysis · Mathematics 2025-04-21 Andreas Wagner , Barbara Wohlmuth , Jan Zawallich

We propose a new numerical scheme for Backward Stochastic Differential Equations based on branching processes. We approximate an arbitrary (Lipschitz) driver by local polynomials and then use a Picard iteration scheme. Each step of the…

Numerical Analysis · Mathematics 2017-07-31 Bruno Bouchard , Xiaolu Tan , Xavier Warin , Yiyi Zou

We study the discrete-time approximation for solutions of quadratic forward back- ward stochastic differential equations (FBSDEs) driven by a Brownian motion and a jump process which could be dependent. Assuming that the generator has a…

Optimization and Control · Mathematics 2012-11-28 Idris Kharroubi , Thomas Lim

High-order time-stepping schemes are crucial for simulating incompressible fluid flows due to their ability to capture complex turbulent behavior and unsteady motion. In this work, we propose a third-order accurate numerical scheme for the…

Numerical Analysis · Mathematics 2025-12-22 Kelong Cheng , Jingwei Sun , Hong Zhang

Within the framework of the dipole factorisation, we use a recent collinearly-improved version of the Balitsky-Kovchegov equation to fit the HERA data for inclusive deep inelastic scattering at small Bjorken $x$. The equation includes an…

High Energy Physics - Phenomenology · Physics 2020-02-19 B. Ducloué , E. Iancu , G. Soyez , D. N. Triantafyllopoulos

We introduce a randomized iterative fragmentation procedure for finite metric spaces, which is guaranteed to result in a polynomially large subset that is $D$-equivalent to an ultrametric, where $D\in (2,\infty)$ is a prescribed target…

Metric Geometry · Mathematics 2010-03-23 Assaf Naor , Terence Tao

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…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

Scale invariant theories are often used to address the hierarchy problem, however the regularization of their quantum corrections introduces a dimensionful coupling (dimensional regularization) or scale (Pauli-Villars, etc) which break this…

High Energy Physics - Phenomenology · Physics 2016-06-06 D. M. Ghilencea

We study some SDEs derived from the $q\to 1$ limit of a 2D surface growth model called the $q$-Whittaker process. The fluctuations are proven to exhibit Gaussian characteristics that "come down from infinity": After rescaling and…

Probability · Mathematics 2021-01-12 Yu-Ting Chen

In this paper we study semi-discrete and fully discrete evolving surface finite element schemes for the Cahn-Hilliard equation with a logarithmic potential. Specifically we consider linear finite elements discretising space and backward…

Numerical Analysis · Mathematics 2025-09-11 Charles M. Elliott , Thomas Sales

Branching random walks are key to the description of several physical and biological systems, such as neutron multiplication, genetics and population dynamics. For a broad class of such processes, in this Letter we derive the discrete…

Statistical Mechanics · Physics 2012-07-10 Andrea Zoia , Eric Dumonteil , Alain Mazzolo

In this paper we exploit the umbral calculus framework to reformulate the so-called discrete Cauchy-Kovalevskaya extension in the scope of hypercomplex variables. The key idea is to consider not only formal power series representation for…

Complex Variables · Mathematics 2018-12-18 Nelson Faustino

Planck-scale physics challenges the classical smooth-spacetime picture by introducing quantum fluctuations that imply a nontrivial spacetime microstructure. We present a framework that encodes these fluctuations by promoting local scale…

General Physics · Physics 2026-01-23 Weihu Ma , Yu-Gang Ma

In this paper we introduce a new PDE model in frequency space for the inertial energy cascade that reproduces the classical scaling laws of Kolmogorov's theory of turbulence. Our point of view is based upon studying the energy flux through…

Analysis of PDEs · Mathematics 2011-12-23 Alexey Cheskidov , Susan Friedlander , Roman Shvydkoy