相关论文: Convergence of finite difference schemes for the B…

We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…

This paper presents a finite difference method combined with the Crank--Nicolson scheme of the Kuramoto--Sivashinsky equation defined on an expanding circle (\cite{KUY}), and the existence, uniqueness, and second-order error estimate of the…

We develop a finite difference approximation of order $\alpha$ for the $\alpha$-fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as the popular Gr\"unwald scheme. In particular,…

We present useful connections between the finite difference and the finite element methods for a model boundary value problem. We start from the observation that, in the finite element context, the interpolant of the solution in one…

A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first order strong convergence is then proved using Ito integrals…

We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present…

A priori estimates and existence of real-valued periodic solutions to the modified Benjamin-Ono equation with initial data in $H^s$ for $s>1/4$ are proved locally in time. The approach relies on frequency dependent time localization, after…

The blood flow model maintains the steady state solutions, in which the flux gradients are non-zero but exactly balanced by the source term. In this paper, we design high order finite difference weighted non-oscillatory (WENO) schemes to…

In this paper, we propose a well-balanced fifth-order finite difference Hermite WENO (HWENO) scheme for the shallow water equations with non-flat bottom topography in pre-balanced form. For achieving the well-balance property, we adopt the…

The recent progress in revealing classical integrable structures in quantum models solved by Bethe ansatz is reviewed. Fusion relations for eigenvalues of quantum transfer matrices can be written in the form of classical Hirota's bilinear…

The authors show that the round-off error can break the consistency which is the premise of using the difference equation to replace the original differential equations. We therefore proposed a theoretical approach to investigate this…

In this work we derive equivalence relations between mimetic finite difference schemes on simplicial grids and modified N\'ed\'elec-Raviart-Thomas finite element methods for model problems in $\mathbf{H}(\operatorname{\mathbf{curl}})$ and…

A boundary value problem associated to the difference equation with advanced argument \begin{equation} \label{*}\Delta\bigl (a_{n}\Phi(\Delta x_{n})\bigr)+b_{n}\Phi(x_{n+p} )=0,\ \ n\geq1 \tag{$*$} \end{equation} is presented, where…

We study the unconditional uniqueness of solutions to the Benjamin-Ono equation with initial data in $H^{s}$, both on the real line and on the torus. We use the gauge transformation of Tao and two iterations of normal form reductions via…

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…

We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…

In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…

In this paper, a parameter-uniform fitted mesh finite difference scheme is constructed and analyzed for a class of singularly perturbed interior turning point problems. The solution of this class of turning point problem possess two outflow…

We investigate time complexities of finite difference methods for solving the high-dimensional linear heat equation, the high-dimensional linear hyperbolic equation and the multiscale hyperbolic heat system with quantum algorithms (hence…

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…