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We generalize ideas in the recent literature and develop new ones in order to propose a general class of contour integral methods for linear convection-diffusion PDEs and in particular for those arising in finance. These methods aim to…

Numerical Analysis · Mathematics 2021-05-31 Nicola Guglielmi , Maria López-Fernández , Mattia Manucci

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

Analysis of PDEs · Mathematics 2015-05-30 A. S. Fokas , J. Lenells

To any spectral curve S, we associate a topological class {\Lambda}(S) in a moduli space M^b_{g,n} of "b-colored" stable Riemann surfaces of given topology (genus g, n boundaries), whose integral coincides with the topological recursion…

Mathematical Physics · Physics 2011-10-14 B. Eynard

This paper presents an integral formulation for Helmholtz problems with mixed boundary conditions. Unlike most integral equation techniques for mixed boundary value problems, the proposed method uses a global boundary charge density. As a…

Numerical Analysis · Mathematics 2016-01-12 Adrianna Gillman

We consider the inverse obstacle scattering problem of determining both the shape and the "equivalent impedance" from far field measurements at a fixed frequency. In this work, the surface impedance is represented by a second order surface…

Numerical Analysis · Mathematics 2013-07-24 Laurent Bourgeois , Nicolas Chaulet , Houssem Haddar

This paper presents a new single-source surface integral equation (SS-SIE) to model composite penetrable objects. In the proposed formulation, the surface electric and magnetic fields on all interior boundaries are first eliminated through…

Computational Engineering, Finance, and Science · Computer Science 2020-08-17 Xiaochao Zhou , Zekun Zhu , Shunchuan Yang

Let N be a complete Riemannian manifold of dimension n+1 whose Riemannian metric g is conformally equivalent to a metric with non-negative Ricci curvature. The normalized Steklov eigenvalues of a bounded domain in N are bounded above in…

Spectral Theory · Mathematics 2012-02-24 Bruno Colbois , Ahmad El Soufi , Alexandre Girouard

Hermite polynomials, which are associated to a Gaussian weight and solve the Laplace equation with a drift term of linear growth, are classical in analysis and well-understood via ODE techniques. Our main contribution is to give explicit…

Analysis of PDEs · Mathematics 2024-11-26 Hardy Chan , Marco A. Fontelos , María del Mar González

The research of the Dirichlet problem with arbitrary measurable datafor harmonic functions is due to the famous dissertation of Luzin. The present paper is devoted to various theorems on the existence of nonclassical solutions of the…

Complex Variables · Mathematics 2020-01-06 Vladimir Ryazanov

The "flexible boundary condition" method, introduced by Sinclair and coworkers in the 1970s, remains among the most popular methods for simulating isolated two-dimensional crystalline defects, embedded in an effectively infinite atomistic…

Numerical Analysis · Mathematics 2021-10-15 M. Hodapp

We consider the numerical approximation of second-order semi-linear parabolic stochastic partial differential equations interpreted in the mild sense which we solve on general two-dimensional domains with a $\mathcal{C}^2$ boundary with…

Numerical Analysis · Mathematics 2023-06-26 Julian Clausnitzer , Andreas Kleefeld

We present a novel methodology for the numerical solution of problems of diffraction by infinitely thin screens in three dimensional space. Our approach relies on new integral formulations as well as associated high-order quadrature rules.…

Analysis of PDEs · Mathematics 2015-06-11 Oscar P. Bruno , Stephane K. Lintner

The inverse spectral theory for a self-adjoint one-dimensional Dirac operator associated periodic potentials is formulated via a Riemann-Hilbert problem approach. The resulting formalism is also used to solve the initial value problem for…

Analysis of PDEs · Mathematics 2026-01-12 Gino Biondini , Zechuan Zhang

We study the Laplace operator subject to Dirichlet boundary conditions in a two-dimensional domain that is one-to-one mapped onto a cylinder (rectangle or infinite strip). As a result of this transformation the original eigenvalue problem…

Spectral Theory · Mathematics 2025-10-20 A. Aslanyan , E. B. Davies

In the last paper \cite{R7}, it was studied Hilbert, Poincare and Neumann boundary-value problems with arbitrary measurable data for generalized analytic functions and generalized harmonic functions with applications to the relevant…

Complex Variables · Mathematics 2022-01-14 Vladimir Ryazanov

Spectral geometric methods have brought revolutionary changes to the field of geometry processing. Of particular interest is the study of the Laplacian spectrum as a compact, isometry and permutation-invariant representation of a shape.…

We consider three problems for the Helmholtz equation in interior and exterior domains in R^d (d=2,3): the exterior Dirichlet-to-Neumann and Neumann-to-Dirichlet problems for outgoing solutions, and the interior impedance problem. We derive…

Analysis of PDEs · Mathematics 2015-10-07 Dean Baskin , Euan Spence , Jared Wunsch

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

Analysis of PDEs · Mathematics 2015-05-30 J. Lenells , A. S. Fokas

We solve the problem of description for nonsingular pairs of compatible flat metrics in the general N-component case. The integrable nonlinear partial differential equations describing all nonsingular pairs of compatible flat metrics (or,…

Differential Geometry · Mathematics 2010-01-04 O. I. Mokhov

The discretization of certain integral equations, e.g., the first-kind Fredholm equation of Laplace's equation, leads to symmetric positive-definite linear systems, where the coefficient matrix is dense and often ill-conditioned. We…

Numerical Analysis · Mathematics 2022-08-22 Chao Chen , George Biros