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We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…

Computational Finance · Quantitative Finance 2025-04-22 Christoph Reisinger , Maria Olympia Tsianni

We delve into the inverse scattering transform of the real-valued vector modified Korteweg--de Vries equation, emphasizing the challenges posed by $N$ pairs of higher-order poles in the transmission coefficient and the enhanced spectral…

Pattern Formation and Solitons · Physics 2025-01-07 Zhenzhen Yang , Huan Liu , Jing Shen

Hierarchical code coupling strategies make it possible to combine the results of individual numerical solvers into a self-consistent symplectic solution. We explore the possibility of allowing such a coupling strategy to be non-intrusive.…

Instrumentation and Methods for Astrophysics · Physics 2020-04-22 Simon Portegies Zwart , Inti Pelupessy , Carmen Martinez-Barbosa , Arjen van Elteren , Steve McMillan

We prove existence and multiplicity of bound and ground state solutions, under appropriate conditions on the parameters, for a bi-harmonic stationary system of coupled nonlinear Schr\"odinger--Korteweg-de Vries equations.

Analysis of PDEs · Mathematics 2016-07-05 P. Alvarez-Caudevilla , E. Colorado , R. Fabelo

Implementation is a common problem with feedback laws with distributed delays. This paper focuses on a specific aspect of the implementation problem for predictor-based feedback laws: the problem of the approximation of the predictor…

Optimization and Control · Mathematics 2012-11-07 Iasson Karafyllis , Miroslav Krstic

The classical Routh-Hurwitz criterion is one of the most popular methods to study the stability of polynomials with real coefficients, given its simplicity and ductility. However, when moving to polynomials with complex coefficients, a…

Optimization and Control · Mathematics 2025-10-22 Anthony Hastir , Riccardo Muolo

This paper is concerned with the large-time behavior of solutions to the Cauchy problem of the one-dimensional compressible fluid models of Korteweg type with density- and temperature-dependent viscosity, capillarity, and heat conductivity…

Analysis of PDEs · Mathematics 2018-01-12 Zhengzheng Chen , Mengdi Sheng

In this paper, numerical and solitonic solutions of Korteweg de Vries(KdV) and Korteweg de Vries-Burger's (KdVB) equations with initial and boundary conditions are calculated by sinc-collocation method. The basis of method is sinc…

Numerical Analysis · Mathematics 2013-03-26 Mehri Sajjadian

We propose a numerical method for finding solitary wave solutions of generalized Korteweg-de Vries equations by solving the nonlinear eigenvalue problem on an unbounded domain. The artificial boundary conditions are obtained to make the…

Mathematical Physics · Physics 2007-05-23 Houde Han , Zhenli Xu

We consider the Cauchy problem for the Korteweg--de Vries equation with real initial data $q$ that is both $L^1$ and $L^2$ summable and supported on (0,\infty). Using the left reflection coefficient and Hankel operators on the Hardy space…

Mathematical Physics · Physics 2026-04-17 Alexei Rybkin

In this paper we consider some dissipative versions of the modified Korteweg de Vries equation $u_t+u_{xxx}+|D_x|^{\alpha}u+u^2u_x=0$ with $0<\alpha\leq 3$. We prove some well-posedness results on the associated Cauchy problem in the…

Analysis of PDEs · Mathematics 2008-10-23 Wengu Chen , Junfeng Li , Changxing Miao

The Cauchy problem for the Burgers equation and the Korteweg-de Vries equation is considered. Uniform renormalized asymptotic solutions are constructed in cases of a large initial gradient and a perturbed initial weak discontinuity.

Mathematical Physics · Physics 2015-01-13 Sergei V. Zakharov

We consider a general family of nonlocal in space and time diffusion equations with space-time dependent diffusivity and prove convergence of finite difference schemes in the context of viscosity solutions under very mild conditions. The…

Numerical Analysis · Mathematics 2023-11-27 Félix del Teso , Łukasz Płociniczak

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

Statistics Theory · Mathematics 2026-02-17 Paromita Banerjee , Anirban Mondal

We analyze the multisymplectic Preissman scheme for the KdV equation with the periodic boundary condition and show that the unconvergence of the widely-used iterative methods to solve the resulting nonlinear algebra system of the Preissman…

Mathematical Physics · Physics 2007-05-23 Yushun Wang , Bin Wang , Mengzhao Qin

A numerical method is developed for recovering both the source locations and the obstacle from the scattered Cauchy data of the time-harmonic acoustic field. First of all, the incident and scattered components are decomposed from the…

Numerical Analysis · Mathematics 2023-06-13 Deyue Zhang , Yan Chang , Yukun Guo

Generalization of the heat conduction equation is obtained by considering the system of equations consisting of the energy balance equation and fractional-order constitutive heat conduction law, assumed in the form of the distributed-order…

Numerical Analysis · Mathematics 2018-04-19 Velibor Želi , Dušan Zorica

We apply our idea, which previously we used in the analysis of the pure power NLS, consisting in spitting the virial inequality method into a large energy inequality combined with Kato smoothing, to the case of generalized Korteweg--De…

Analysis of PDEs · Mathematics 2025-12-16 Scipio Cuccagna , Masaya Maeda

The relevance of perturbed forms of the Korteweg-de Vries equation to a range of physical problems is discussed. Solutions which are perturbations of solitary travelling wave solutions are then considered, focussing predominantly on the…

Fluid Dynamics · Physics 2018-05-24 Paul Hammerton , Dane Grundy

In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…

Numerical Analysis · Mathematics 2017-07-17 Willem Hundsdorfer