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An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

数值分析 · 计算机科学 2014-12-19 Petr N. Vabishchevich

In this article we study adaptive finite element methods (AFEM) with inexact solvers for a class of semilinear elliptic interface problems. We are particularly interested in nonlinear problems with discontinuous diffusion coefficients, such…

数值分析 · 数学 2016-08-24 Michael Holst , Ryan Szypowski , Yunrong Zhu

We study a degenerate parabolic-hyperbolic equation with zero flux boundary condition. The aim of this paper is to prove convergence of numerical approximate solutions towards the unique entropy solution. We propose an implicit finite…

偏微分方程分析 · 数学 2013-09-02 Mohamed Karimou Gazibo

We prove the existence of almost-periodic solutions for quasi-linear perturbations of the Airy equation. This is the first result about the existence of this type of solutions for a quasi-linear PDE. The solutions turn out to be analytic in…

偏微分方程分析 · 数学 2020-06-02 Livia Corsi , Riccardo Montalto , Michela Procesi

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

概率论 · 数学 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

We propose a robust numerical method to find the coefficient of the creation or depletion term of parabolic equations from the measurement of the lateral Cauchy information of their solutions. Most papers in the field study this nonlinear…

偏微分方程分析 · 数学 2020-09-18 Loc Hoang Nguyen

This paper is concerned with linear quadratic optimal control problems for mean-field backward stochastic differential equations (MF-BSDEs, for short) with deterministic coefficients. The optimality system, which is a linear mean-field…

最优化与控制 · 数学 2016-10-11 Xun Li , Jingrui Sun , Jie Xiong

In this paper we introduce a new approach to compute rigorously solutions of Cauchy problems for a class of semi-linear parabolic partial differential equations. Expanding solutions with Chebyshev series in time and Fourier series in space,…

数值分析 · 数学 2022-03-02 Jacek Cyranka , Jean-Philippe Lessard

In this paper, we present new techniques for solving a large variety of partial differential equations. The proposed method reduces the PDEs to first order differential equations known as classical equations such as Bernoulli, Ricatti and…

偏微分方程分析 · 数学 2023-05-19 Noureddine Mhadhbi , Sameh Gana , Hamad Khalid Alharbi

In this paper, we propose a new adaptive Control Barrier Function (aCBF) method to design the output-positive adaptive control law for a hyperbolic PDE-ODE cascade with parametric uncertainties. This method employs the recent adaptive…

最优化与控制 · 数学 2025-01-09 Ji Wang , Miroslav Krstic

In this paper, we present a novel pseudospectral (PS) method for solving a new class of initial-value problems (IVPs) of time-dependent one-dimensional fractional partial differential equations (FPDEs) with variable coefficients and…

数值分析 · 数学 2023-12-11 Kareem T. Elgindy

Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

偏微分方程分析 · 数学 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

This paper presents the natural extension of Buckley-Feuring method proposed in \cite{BuckleyFeuring99} for solving fuzzy partial differential equations (FPDE) in a non-polynomial relation, such as the operator $\varphi(D_{x_1}, D_{x_2})$,…

最优化与控制 · 数学 2008-09-11 David Galvez , Jose Luis Pino

This report addresses the boundary value problem for a second-order linear singularly perturbed FIDE. Traditional methods for solving these equations often face stability issues when dealing with small perturbation parameters. We propose an…

数值分析 · 数学 2024-07-02 Mehebub Alam , Rajni Kant Pandey

We consider some certain nonlinear perturbations of the stochastic linear-quadratic optimization problems and study the connections between their solutions and the corresponding Markovian backward stochastic diferential equations (BSDEs).…

最优化与控制 · 数学 2013-01-01 Coskun Cetin

This paper is concerned with the approximation of solutions to a class of second order non linear abstract differential equations. The finite-dimensional approximate solutions of the given system are built with the aid of the projection…

数值分析 · 数学 2024-02-02 Shahin Ansari , Muslim Malik , Javid Ali

Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…

机器学习 · 计算机科学 2024-07-18 Xingzi Xu , Ali Hasan , Jie Ding , Vahid Tarokh

The Poisson-Boltzmann equation (PBE) is a nonlinear elliptic PDE that arises in biomolecular modeling and is a fundamental tool for structural biology. It is used to calculate electrostatic potentials around an ensemble of fixed charges…

数值分析 · 数学 2017-10-12 Cleophas Kweyu , Lihong Feng , Matthias Stein , Peter Benner

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…

数值分析 · 数学 2019-06-26 Fanhai Zeng , Ian Turner , Kevin Burrage , Stephen J. Wright

The objective of this study is to present a novel, efficient, and fast direct method for solving linear systems of equations whose coefficient matrix is a tridiagonal Quasi-Toeplitz matrix. Such matrices are frequently encountered in the…

数值分析 · 数学 2024-12-24 Shahin Hasanbeigi