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We study first order linear partial differential equations that appear, for example, in the analysis of dimishing urn models with the help of the method of characteristics and formulate sufficient conditions for a central limit theorem.

Combinatorics · Mathematics 2016-05-17 Michael Drmota , Mehri Javanian

The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…

Analysis of PDEs · Mathematics 2007-05-23 Claire David , Pierre Sagaut

Maximal regularity is a fundamental concept in the theory of partial differential equations. In this paper, we establish a fully discrete version of maximal regularity for a parabolic equation. We derive various stability results in…

Numerical Analysis · Mathematics 2016-02-23 Tomoya Kemmochi , Norikazu Saito

We study nonlinear stationary Kolmogorov equations with degenerate diffusion matrices and discontinuous coefficients. The existence of a solution is proved. We propose a new approach based on an integral condition with Lyapunov functions…

Analysis of PDEs · Mathematics 2026-04-21 Aziz M. Embarek , Dmitry V. Shatilovich

In this manuscript, we solve a nonlinear optimization problem in the study of maximizing cooling temperature using inhomogeneous thermoelectric materials.

Classical Analysis and ODEs · Mathematics 2007-05-23 Zhixi Bian , Hongyun Wang , Qiaoer Zhou , Ali Shakouri

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

We study the mathematical evolution of a liquid fuel droplet inside a vessel. In particular, we analyze the evolution of the droplet radius on a finite time interval. The model problem involves an hyperbolic system coupled with the pressure…

Analysis of PDEs · Mathematics 2009-09-29 Radjaverane Alexandre , Long Nguyen Thanh , Alain Pham Ngoc Dinh

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

Numerical Analysis · Mathematics 2025-06-10 Roy Y. He , Hao Liu , Wenjing Liao , Sung Ha Kang

This work is focused on the solvability of initial-boundary value problems for degenerate parabolic partial differential equations that arise in the pricing of Asian options, and on the investigation of differential and certain qualitative…

Computational Finance · Quantitative Finance 2009-02-11 Rasoul Behboudi , You-Lan Zhu

In this work we study the existence of periodic and asymptotically periodic solutions of a system of nonlinear Volterra difference equations with infinite delay. By means of fixed point theory, we furnish conditions that guarantee the…

Classical Analysis and ODEs · Mathematics 2013-03-28 Murat Adıvar , H. Can Koyuncuoğlu , Youssef N. Raffoul

We consider two optimization problems in thermal insulation: in both cases the goal is to find a thin layer around the boundary of the thermal body which gives the best insulation. The total mass of the insulating material is prescribed..…

Optimization and Control · Mathematics 2017-08-29 Dorin Bucur , Giuseppe Buttazzo , Carlo Nitsch

This article is dedicated to the proof of the existence of classical solutions for a class of non-linear integral variational problems. Those problems are involved in nonlocal image and signal processing.

Analysis of PDEs · Mathematics 2010-03-09 Luis Caffarelli , Chi Hin Chan , Alexis Vasseur

While approaches to model the progression of fracture have received significant attention, methods to find the solution to the associated nonlinear equations have not. In general, nonlinear solution methods and optimization methods have a…

Numerical Analysis · Mathematics 2025-02-28 Alberto Cattaneo , Varun Shankar , M. Keith Ballard

In this article, we introduce the concept of energy-variational solutions for a large class of systems of nonlinear evolutionary partial differential equations. Under certain convexity assumptions, the existence of such solutions can be…

Analysis of PDEs · Mathematics 2023-10-23 Abramo Agosti , Robert Lasarzik , Elisabetta Rocca

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

In this paper we consider nonlinear parabolic systems with elliptic part which can be also degenerate. We prove optimal error estimates for smooth enough solutions. The main novelty, with respect to previous results, is that we obtain the…

Analysis of PDEs · Mathematics 2020-01-28 Luigi C. Berselli , Michael Růžička

Actuator location and design are important choices in controller design for distributed parameter systems. Semi-linear partial differential equations model a wide spectrum of physical systems with distributed parameters. It is shown that…

Optimization and Control · Mathematics 2018-10-23 M. Sajjad Edalatzadeh , Kirsten A. Morris

We consider the existence of radially symmetric stationary solutions of the compressible viscous and heat-conductive polytropic ideal fluid on the unbounded exterior domain of a sphere where the boundary and far-field conditions are…

Analysis of PDEs · Mathematics 2025-07-08 Itsukoo Hashimoto , Akitaka Matsumura

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

The existence and multiplicity of solutions to a quasilinear, elliptic partial differential equation (PDE) with singular non-linearity is analyzed. The PDE is a recently derived variant of a canonical model used in the modeling of…

Analysis of PDEs · Mathematics 2011-11-02 Nicholas D. Brubaker , Alan E. Lindsay