相关论文: Numerical computations of split Bregman method for…

A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…

Stochastic Variational Method (SVM) is the generalization of the variation method to the case with stochastic variables. In the series of papers, we investigate the applicability of SVM as an alternative field quantization scheme. Here, we…

We study the fourth order Schr\"odinger operator $H=(-\Delta)^2+V$ for a short range potential in three space dimensions. We provide a full classification of zero energy resonances and study the dynamic effect of each on the $L^1\to…

We prove the convergence of a modified Jordan--Kinderlehrer--Otto scheme to a solution to the Fokker--Planck equation in $\Omega \Subset \mathbb R^d$ with general -- strictly positive and temporally constant -- Dirichlet boundary…

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

In this paper, we present a novel investigation of the so-called SAV approach, which is a framework to construct linearly implicit geometric numerical integrators for partial differential equations with variational structure. SAV approach…

We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…

The solution of pseudo initial value differential equations, either ordinary or partial (including those of fractional nature), requires the development of adequate analytical methods, complementing those well established in the ordinary…

In this article, we study a numerical scheme for stochastic differential equations driven by fractional Brownian motion with Hurst parameter H in (1/4; 1/2). Towards this end, we apply Doss-Sussmann representation of the solution and an…

We consider the pricing problem related to payoffs that can have discontinuities of polynomial growth. The asset price dynamic is modeled within the Black and Scholes framework characterized by a stochastic volatility term driven by a…

We present a novel numerical method and algorithm for the solution of the 3D axially symmetric time-dependent Schr\"odinger equation in cylindrical coordinates, involving singular Coulomb potential terms besides a smooth time-dependent…

The goal of this paper is to describe the oscillatory microstructure that can emerge from minimizing sequences for nonconvex energies. We consider integral functionals that are defined on real valued (scalar) functions $u(x)$ which are…

We present a thermodynamically consistent phase-field model for simulating fluid transport across semi-permeable membranes, with a particular focus on osmotic pressure effects. The model extends the classical Navier-Stokes-Cahn-Hilliard…

A numerical method, based on the discrete lattice Boltzmann equation, is presented for solving the volume-averaged Navier-Stokes equations. With a modified equilibrium distribution and an additional forcing term, the volume-averaged…

We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…

We propose a finite element discretisation approach for the incompressible Euler equations which mimics their geometric structure and their variational derivation. In particular, we derive a finite element method that arises from a…

A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

We generalize the results of Ambrosio [Invent. Math. 158 (2004), 227--260] on the existence, uniqueness and stability of regular Lagrangian flows of ordinary differential equations to Stratonovich stochastic differential equations with BV…

We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main…