相关论文: A linearized Kuramoto-Sivashinsky PDE via an imagi…
A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the construction of a tensor decomposition of the solution whose rank is adapted at each time step.…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
We present a method for the complete analysis of the dynamics of dissipative Partial Differential Equations (PDEs) undergoing a pitchfork bifurcation. We apply our technique to the Kuramoto--Sivashinsky PDE on the line to obtain a…
We propose a formal framework for a noncommutative Kadomtsev--Petviashvili (KP) hierarchy which is covariant under the action of $SU(3)$ and compatible with a Lorentzian structure encoded in a twisted quaternionic (or Clifford) algebra. The…
Sparse regression has recently emerged as an attractive approach for discovering models of spatiotemporally complex dynamics directly from data. In many instances, such models are in the form of nonlinear partial differential equations…
A numerical method is developed leading to algebraic systems based on generalized Lyapunov-Sylvester operators to approximate the solution of two-dimensional Boussinesq equation. It consists of an order reduction method and a finite…
In this paper, we propose a novel, computationally efficient reduced order method to solve linear parabolic inverse source problems. Our approach provides accurate numerical solutions without relying on specific training data. The forward…
We apply the ultraspherical spectral method to solving time-dependent PDEs by proposing two approaches to discretization based on the method of lines and show that these approaches produce approximately same results. We analyze the…
In the present work, we propose new tensor Krylov subspace method for ill posed linear tensor problems such as in color or video image restoration. Those methods are based on the tensor-tensor discrete cosine transform that gives fast…
Explicit solutions for a class of linear backward stochastic differential equations (BSDE) driven by Gaussian Volterra processes are given. These processes include the multifractional brownian motion and the multifractional…
We develop a type of Kaluza-Klein formalism in $(4+4)$-dimensions. In the framework of this formalism we obtain a new kind of Schwarzschild metric solutions that via Kruskal-Szequeres can be interpreted as mirror black and white holes. We…
An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…
Consider the Leibenson equation \begin{equation*} \partial_t u = \Delta_p u^q, \end{equation*} where $\Delta_p f = div(|\nabla f|^{p-2}\nabla f)$ for $p>1$ and $q>0$, which is a simultaneous generalization of the porous media and the…
Backward stochastic differential equations (BSDEs) appear in numeruous applications. Classical approximation methods suffer from the curse of dimensionality and deep learning-based approximation methods are not known to converge to the BSDE…
In this paper we consider a generalized Kuramoto-Sivashinsky equation. The equivalence group of the class under consideration has been constructed. This group allows us to perform a comprehensive study and a clear and concise formulation of…
Two discretizations of a 9-velocity Boltzmann equation with a BGK collision operator are studied. A Chapman-Enskog expansion of the PDE system predicts that the macroscopic behavior corresponds to the incompressible Navier-Stokes equations…
The Ray--Knight theorems show that the local time processes of various path fragments derived from a one-dimensional Brownian motion $B$ are squared Bessel processes of dimensions $0$, $2$, and $4$. It is also known that for various…
Traditionally, there are several polynomial algorithms for linear programming including the ellipsoid method, the interior point method and other variants. Recently, Chubanov [Chubanov, 2015] proposed a projection and rescaling algorithm,…
We present linearly implicit methods that preserve discrete approximations to local and global energy conservation laws for multi-symplectic PDEs with cubic invariants. The methods are tested on the one-dimensional Korteweg-de Vries…
In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the…