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We consider point sources in hyperbolic equations discretized by finite differences. If the source is stationary, appropriate source discretization has been shown to preserve the accuracy of the finite difference method. Moving point…
This paper shows how a class of non-convex optimization problems constrained by discretized nonlinear partial differential equations may be solved to global optimality using an interior point continuation method. The solution procedure…
A numerical technique used to solve boundary value problems is modified to find periodic steady-state solutions of nonautonomous dynamical systems. The technique uses a matrix representation of the time derivative obtained through…
In this paper, we study the well-posedness of boundary value problems for a special class of degenerate elliptic equations coming from geometry. Such problems is intimately tied to rigidity problem arising in infinitesimal isometric…
Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…
We propose a general algorithm to enumerate all solutions of a zero-dimensional polynomial system with respect to a given cost function. The algorithm is developed and is used to study a polynomial system obtained by discretizing the steady…
We calculate explicitly solutions to the Dirichlet and Neumann boundary value problems in the upper half plane, for a family of divergence form equations with non symmetric coefficients with a jump discontinuity. It is shown that the…
This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…
In the given article the necessary and sufficient conditions of the existence of solutions of boundary value problem for the nonlinear system in the Hilbert spaces are obtained. Examples of such systems like a Lotka-Volterra are considered.…
We describe a new form of diagonalization for linear two point constant coefficient differential operators with arbitrary linear boundary conditions. Although the diagonalization is in a weaker sense than that usually employed to solve…
We solve two continuous extremal problems on the classes of monotone functions: in the first problem we find extremal values for a line integral of a coordinate-wise monotone function of two variables from a rearrange\-ment-invariant class…
This paper analyzes the structure of the set of nodal solutions of a class of one-dimensional superlinear indefinite boundary values problems with an indefinite weight functions in front of the spectral parameter. Quite astonishingly, the…
This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…
In this paper we study the loss of precision of numerical methods discretizing anisotropic problems and propose alternative approaches free from this drawback. The deterioration of the accuracy is observed when the coordinates and the mesh…
A general formalism to solve nonlinear differential equations is given. Solutions are found and reduced to those of second order nonlinear differential equations in one variable. The approach is uniformized in the geometry and solves…
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…
We consider the spectral structure of indefinite second order boundary-value problems on graphs. A variational formulation for such boundary-value problems on graphs is given and we obtain both full and half-range completeness results. This…
In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…
Direct numerical simulation of diffusion through heterogeneous media can be difficult due to the computational cost of resolving fine-scale heterogeneities. One method to overcome this difficulty is to homogenize the model by replacing the…
We characterize the behavior of the solutions of linear evolution partial differential equations on the half line in the presence of discontinuous initial conditions or discontinuous boundary conditions, as well as the behavior of the…