相关论文: Avoiding order reduction when integrating diffusio…
We introduce an efficient boundary-adapted spectral method for peridynamic diffusion problems with arbitrary boundary conditions. The spectral approach transforms the convolution integral in the peridynamic formulation into a multiplication…
The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…
We consider difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$, $\beta$ and $\gamma$. By the method of energy inequalities, for the…
We propose and analyse a boundary-preserving numerical scheme for the weak approximation for some stochastic partial differential equations (SPDEs) with bounded state-space. We impose regularity assumptions on the drift and diffusion…
When solving the American options with or without dividends, numerical methods often obtain lower convergence rates if further treatment is not implemented even using high-order schemes. In this article, we present a fast and explicit…
The diffuse domain method for partial differential equations on complicated geometries recently received strong attention in particular from practitioners, but many fundamental issues in the analysis are still widely open. In this paper we…
We consider steady-state diffusion in a bounded planar domain with multiple small targets on a smooth boundary. Using the method of matched asymptotic expansions, we investigate the competition of these targets for a diffusing particle and…
We present a class of one-dimensional systems of nonlinear parabolic equations for which long-time phase dynamics can be described by an ODE with a Lipschitz vector field in R^n. In the considered case of the Dirichlet boundary value…
The convergence of a family of AMF-Runge-Kutta methods (in short AMF-RK) for the time integration of evolutionary Partial Differential Equations (PDEs) of Advection Diffusion Reaction type semi-discretized in space is considered. The…
We present modifications of the second-order Douglas stabilizing corrections method, which is a splitting method based on the implicit trapezoidal rule. Inclusion of an explicit term in a forward Euler way is straightforward, but this will…
We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…
In this work, we consider an initial-boundary value problem for a time-fractional biharmonic equation in a bounded polygonal domain with a Lipschitz continuous boundary in $\mathbb{R}^2$ with clamped boundary conditions. After establishing…
In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…
A transient Poisson-Nernst-Planck system with steric effects is analyzed in a bounded domain with no-flux boundary conditions for the ion concentrations and mixed Dirichlet-Neumann boundary conditions for the electric potential. The steric…
Improved uniform error bounds on time-splitting methods are rigorously proven for the long-time dynamics of the weakly nonlinear Dirac equation (NLDE), where the nonlinearity strength is characterized by a dimensionless parameter…
This paper investigates the performance of a subclass of exponential integrators, specifically explicit exponential Runge--Kutta methods. It is well known that third-order methods can suffer from order reduction when applied to linearized…
In this paper, we study a tensor-based method for the numerical solution of a class of diffusion--reaction equations defined on spatial domains that admit common curvilinear coordinate representations. Typical examples in 2D include disks…
We provide explicit classical solutions and stochastic analogues for distributed-order space-time fractional diffusion equations on bounded domains with zero exterior boundary conditions. We also show that our results still hold when the…
Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…
The radiation (reaction, Robin) boundary condition for the continuum diffusion equation is widely used in chemical and biological applications to express reactive boundaries. The underlying trajectories of the diffusing particles are…