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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 consider the weakly asymmetric simple exclusion process on the discrete space $\{1,...,n-1\}$, in contact with stochastic reservoirs, both with density $\rho\in{(0,1)}$ at the extremity points, and starting from the invariant state,…

Probability · Mathematics 2017-10-31 Patricia Gonçalves , Nicolas Perkowski , Marielle Simon

In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

This paper presents an extension of the unfolding operator technique, initially applied to two-dimensional domains, to the realm of three-dimensional thin domains. The advancement of this methodology is pivotal, as it enhances our…

Analysis of PDEs · Mathematics 2024-05-10 José M. Arrieta , Jean Carlos Nakasato , Manuel Villanueva-Pesqueira

In this paper, we establish the existence and uniqueness of solutions to the two-dimensional Burgers equation using the framework of infinite-dimensional dynamical systems. The two-dimensional Burgers equation, which models the interplay…

Analysis of PDEs · Mathematics 2025-03-07 Xiang Zhang , Shuhan Xie , Yule Sun

There exist several approaches exploiting Lie symmetries in the reduction of boundary-value problems for partial differential equations modelling real-world phenomena to those problems for ordinary differential equations. Using an example…

Exactly Solvable and Integrable Systems · Physics 2014-07-29 O. O. Vaneeva , C. Sophocleous , P. G. L. Leach

The paper develops the method for construction of the families of particular solutions to the nonlinear Partial Differential Equations (PDE) without relation to the complete integrability. Method is based on the specific link between…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. I. Zenchuk

This paper represents a mixed numerical method for the multi-resolution solution of non-linear partial differential equations based on B-Spline wavelets. The method is based on a second-order finite difference formula combined with the…

Analysis of PDEs · Mathematics 2018-12-27 Seyedhadi Seyedi

Numerical resolution of exterior Helmholtz problems requires some approach to domain truncation. As an alternative to approximate nonreflecting boundary conditions and invocation of the Dirichlet-to-Neumann map, we introduce a new, nonlocal…

Numerical Analysis · Mathematics 2021-03-04 Robert C. Kirby , Andreas Klöckner , Ben Sepanski

The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…

Numerical Analysis · Mathematics 2019-12-02 Fei Yu , Zhenlin Guo , John Lowengrub

I prove that a centre manifold approach to creating finite difference models will consistently model linear dynamics as the grid spacing becomes small. Using such tools of dynamical systems theory gives new assurances about the quality of…

Numerical Analysis · Mathematics 2025-10-20 A. J. Roberts

In this article, we give a unified theory for constructing boundary layer expansions for dis-cretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the…

Analysis of PDEs · Mathematics 2021-10-01 Benjamin Boutin , Jean-François Coulombel

The purpose of this note is to investigate the coupling of Dirichlet and Neumann numerical boundary conditions for the transport equation set on an interval. When one starts with a stable finite difference scheme on the lattice $\mathbb{Z}$…

Numerical Analysis · Mathematics 2025-04-02 Romain Bonnet-Eymard , Jean-François Coulombel , Grégory Faye

The choice of boundary condition makes an essential difference in the solution structure of diffusion equations. The Dirichlet and Neumann boundary conditions and their combination have been the most used, but their legitimacy has been…

Analysis of PDEs · Mathematics 2023-08-02 Jaywan Chung , Seungmin Kang , Ho-Youn Kim , Yong-Jung Kim

In this paper, we investigate boundary estimates for the Dirichlet problem for a class of fully nonlinear elliptic equations with general boundary conditions, including nonzero boundary conditions. Given specific structural conditions on…

Analysis of PDEs · Mathematics 2025-07-29 Mengni Li , Chaofan Shi

We present a regularization strategy that leads to well-conditioned boundary integral equation formulations of Helmholtz equations with impedance boundary conditions in two-dimensional Lipschitz domains. We consider both the case of…

Numerical Analysis · Mathematics 2016-07-05 Catalin Turc , Yassine Boubendir , Mohamed Kamel Riahi

The paper is concerned with the mathematical theory and numerical approximation of systems of partial differential equations (pde) of hyperbolic, pseudo-parabolic type. Some mathematical properties of the initial-boundary-value problem…

Numerical Analysis · Mathematics 2023-10-27 E. Abreu , E. Cuesta , A. Duran , W. Lambert

In this paper we explore the nonholonomic Lagrangian setting of mechanical systems in local coordinates on finite-dimensional configuration manifolds. We prove existence and uniqueness of solutions by reducing the basic equations of motion…

Numerical Analysis · Mathematics 2014-07-09 Fernando Jimenez , Juergen Scheurle

In this paper we consider the stability and convergence of numerical discretizations of the Black-Scholes partial differential equation (PDE) when complemented with the popular linear boundary condition. This condition states that the…

Numerical Analysis · Mathematics 2015-03-20 Karel in 't Hout , Kim Volders

We study a nonlocal diffusion operator in a bounded smooth domain prescribing the flux through the boundary. This problem may be seen as a generalization of the usual Neumann problem for the heat equation. First, we prove existence,…

Analysis of PDEs · Mathematics 2007-05-23 C. Cortazar , M. Elgueta , J. D. Rossi , N. Wolanski