相关论文: A partial Fourier transform method for a class of …

We prove a Harnack inequality for distributional solutions to a type of degenerate elliptic PDEs in $N$ dimensions. The differential operators in question are related to the Kolmogorov operator, made up of the Laplacian in the last $N-1$…

In this work, we propose a method for solving Kolmogorov hypoelliptic equations based on Fourier transform and Feynman-Kac formula. We first explain how the Feynman-Kac formula can be used to compute the fundamental solution to parabolic…

In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…

We analyze and test using Fourier extensions that minimize a Hilbert space norm for the purpose of solving partial differential equations (PDEs) on surfaces. In particular, we prove that the approach is arbitrarily high-order and also show…

This work is concerned with the development of a family of Galerkin finite element methods for the classical Kolmogorov's equation. Kolmogorov's equation serves as a sufficiently rich, for our purposes, model problem for kinetic-type…

In this article we extend the modern, powerful and simple abstract Hilbert space strategy for proving hypocoercivity that has been developed originally by Dolbeault, Mouhot and Schmeiser. As well-known, hypocoercivity methods imply an…

In this paper, we develop a numerical scheme for the space-time fractional parabolic equation, i.e., an equation involving a fractional time derivative and a fractional spatial operator. Both the initial value problem and the…

The celebrated H\"{o}rmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE) with smooth coefficients to be hypoelliptic. As a consequence, the solutions of…

The Kolmogorov $N$-width describes the best possible error one can achieve by elements of an $N$-dimensional linear space. Its decay has extensively been studied in Approximation Theory and for the solution of Partial Differential Equations…

An approximation Ansatz for the operator solution, $U(z',z)$, of a hyperbolic first-order pseudodifferential equation, $\d_z + a(z,x,D_x)$ with $\Re (a) \geq 0$, is constructed as the composition of global Fourier integral operators with…

We propose a new stabilised finite element method for the classical Kolmogorov equation. The latter serves as a basic model problem for large classes of kinetic-type equations and, crucially, is characterised by degenerate diffusion. The…

We examine nonlinear Kolmogorov partial differential equations (PDEs). Here the nonlinear part of the PDE comes from its Hamiltonian where one maximizes over all possible drift and diffusion coefficients which fall within a…

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

This article presents a convenient approach to Fourier analysis for the investigation of functions and distributions defined in $\mathbb{T}^m \times \mathbb{R}^n$. Our approach involves the utilization of a mixed Fourier transform,…

In this work we focus on reduced order modelling for problems for which the resulting reduced basis spaces show a slow decay of the Kolmogorov $n$-width, or, in practical calculations, its computational surrogate given by the magnitude of…

Kolmogorov $n$-widths and low-rank approximations are studied for families of elliptic diffusion PDEs parametrized by the diffusion coefficients. The decay of the $n$-widths can be controlled by that of the error achieved by best $n$-term…

The purpose of this paper is to investigate the well-posedness of several linear and nonlinear equations with a parabolic forward-backward structure, and to highlight the similarities and differences between them. The epitomal linear…

In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

We consider the nonlinear Kolmogorov equation posed in a Hilbert space $H$, not necessarily of finite dimension. This model was recently studied by Cox et al. [24] in the framework of weak convergence rates of stochastic wave models. Here,…