相关论文: Convergence of a finite difference scheme for 2X2 …
Multigrid is a powerful solver for large-scale linear systems arising from discretized partial differential equations. The convergence theory of multigrid methods for symmetric positive definite problems has been well developed over the…
We construct a finite element like scheme for fully non-linear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in…
Motivated by their broad applications in reinforcement learning, we study the linear two-time-scale stochastic approximation, an iterative method using two different step sizes for finding the solutions of a system of two equations. Our…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
We study a degenerate elliptic system with variable exponents. Using the variational approach and some recent theory on weighted Lebesgue and Sobolev spaces with variable exponents, we prove the existence of at least two distinct nontrivial…
In this study, we examine numerical approximations for 2nd-order linear-nonlinear differential equations with diverse boundary conditions, followed by the residual corrections of the first approximations. We first obtain numerical results…
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…
We consider a weakly coupled system of discounted Hamilton--Jacobi equations set on a closed Riemannian manifold. We prove that the corresponding solutions converge to a specific solution of the limit system as the discount factor goes to…
Results about existence and uniqueness of solutions of initial value problem for certain types of partial differential equations are recalled as well as iterative scheme and an error estimate for approximate solutions obtained using this…
We study a one dimensional model for two-phase flows in heterogeneous media, in which the capillary pressure functions can be discontinuous with respect to space. We first give a model, leading to a system of degenerated non-linear…
In this article we establish the existence of weak solutions to the shallow medium equation. We proceed by an approximation argument. First we truncate the coefficients of the equation from above and below. Then we prove convergence of the…
We study the weak finite element method solving convection-diffusion equations. A weak finite element scheme is presented based on a spacial variational form. We established a weak embedding inequality that is very useful in the weak finite…
We consider complete convergence and closely related Hsu-Robbins-Erdos-Spitzer-Baum-Katz series for sums whose terms are elements of a linear 2-nd order autoregressive sequences of random variables and prove sufficient conditions for the…
We investigate rates of convergence for two approximation schemes of time-independent and time-dependent Hamilton-Jacobi equ-ations with Kirchoff junction conditions. We analyze the vanishing viscosity limit and monotone finite-difference…
Variational regularisation is the primary method for solving inverse problems, and recently there has been considerable work leveraging deeply learned regularisation for enhanced performance. However, few results exist addressing the…
We consider a space-time fractional parabolic problem. Combining a sinc-quadrature based method for discretizing the Riesz-Dunford integral with $hp$-FEM in space yields an exponentially convergent scheme for the initial boundary value…
We analyze the convergence of degenerate approximations to Green's function of elliptic boundary value problems with high-contrast coefficients. It is shown that the convergence is independent of the contrast if the error is measured with…
This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet…