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This paper presents high-order numerical methods for solving boundary value problems associated with the Lane-Emden equation, which frequently arises in astrophysics and various nonlinear models. A major challenge in studying this equation…

Numerical Analysis · Mathematics 2025-08-28 Dang Quang A , Nguyen Thanh Huong , Vu Vinh Quang

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

We use a numerical-analytic technique to construct a sequence of successive approximations to the solution of a system of fractional differential equations, subject to Dirichlet boundary conditions. We prove the uniform convergence of the…

Numerical Analysis · Mathematics 2022-09-05 Kateryna Marynets , Dona Pantova

In this paper we present an approach to approximate numerically the solution of coupled hyperbolic conservation laws. The coupling is achieved through a fixed interface, in which interface conditions are linking the traces of both sides.…

Numerical Analysis · Mathematics 2016-03-18 Nina Aguillon , Raul Borsche

In this work we discuss a Hamiltonian system of ordinary differential equations under Dirichlet boundary conditions. The system of equations in consideration features a mixed (concave-convex) power nonlinearity depending on a positive…

Functional Analysis · Mathematics 2024-08-21 Oscar Agudelo , Gabriela Holubová , Martin Kudláč

Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…

Probability · Mathematics 2014-01-10 Romuald Elie , Idris Kharroubi

This paper introduces novel bulk-surface splitting schemes of first and second order for the wave equation with kinetic and acoustic boundary conditions of semi-linear type. For kinetic boundary conditions, we propose a reinterpretation of…

Numerical Analysis · Mathematics 2023-09-15 Robert Altmann

We consider a boundary value problem in unbounded 2D doubly periodic composite with circular inclusions having arbitrary constant conductivities. By introducing complex potentials, the boundary value problem for the Laplace equation is…

Mathematical Physics · Physics 2013-08-27 David Kapanadze , Gennady Mishuris , Ekaterina Pesetskaya

Finite difference schemes that preserve two conservation laws of a given partial differential equation can be found directly by a recently-developed symbolic approach. Until now, this has been used only for equations with quadratic…

Numerical Analysis · Mathematics 2019-07-31 Gianluca Frasca-Caccia , Peter E. Hydon

This paper addresses the question whether there are numerical schemes for constant-coefficient advection problems that can yield convergent solutions for an infinite time horizon. The motivation is that such methods may serve as building…

Numerical Analysis · Mathematics 2020-10-30 Abhijit Biswas , Benjamin Seibold

The recent approach based on Hamiltonian systems and the implicit parametri\-za\-tion theorem, provides a general fixed domain approximation method in shape optimization problems, using optimal control theory. In previous works, we have…

Optimization and Control · Mathematics 2022-05-03 Cornel Marius Murea , Dan Tiba

Piezoelectric appliances have become hugely important in the past century and computer simulations play an essential part in the modern design process thereof. While much work has been invested into the practical simulation of piezoelectric…

Analysis of PDEs · Mathematics 2019-07-11 Benjamin Jurgelucks , Tom Lahmer , Veronika Schulze

We investigate the numerical approximation of the stochastic Allen--Cahn equation with multiplicative noise on a periodic domain. The considered scheme uses a recently proposed augmented variant of scalar auxiliary variable method for the…

Numerical Analysis · Mathematics 2025-06-27 Stefan Metzger

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

Nonlinear parabolic equations are frequently encountered in applications and efficient approximating techniques for their solution are of great importance. In order to provide an effective scheme for the temporal approximation of such…

Numerical Analysis · Mathematics 2020-02-28 Monika Eisenmann , Eskil Hansen

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

This paper deals with numerical solutions to a partial differential equation of fractional order. Generally this type of equation describes a transition from anomalous diffusion to transport processes. From a phenomenological point of view,…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

The goal of the paper is to develop a method that will combine the use of variational techniques with regularization methods in order to study existence and multiplicity results for the periodic and the Dirichlet problem associated to the…

Classical Analysis and ODEs · Mathematics 2020-03-23 Vivina Barutello , Rafael Ortega , Gianmaria Verzini

A new set of nonlocal boundary conditions are proposed for the higher modes of the 3D inviscid primitive equations. Numerical schemes using the splitting-up method are proposed for these modes. Numerical simulations of the full nonlinear…

Numerical Analysis · Mathematics 2010-11-23 Qingshan Chen , Ming-Cheng Shiue , Roger Temam , Joseph Tribbia

A time-stepping scheme with adaptivity in both the step size and the integration order is presented in the context of non-equilibrium dynamics described via Kadanoff-Baym equations. The accuracy and effectiveness of the algorithm are…

Strongly Correlated Electrons · Physics 2022-05-31 Francisco Meirinhos , Michael Kajan , Johann Kroha , Tim Bode