相关论文: A new discrete energy technique for multi-step bac…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…
A new method for implementing the kinetic energy operator for real-space, grid-based electronic structure codes is developed. It is based on multi-order Adaptive Finite Differencing (AFD) and uses atomic pseudo orbitals produced by the…
The energy method can be used to identify well-posed initial boundary value problems for quasi-linear, symmetric hyperbolic partial differential equations with maximally dissipative boundary conditions. A similar analysis of the discrete…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
In this work, we propose a new approach called ``stationary reduction method based on nonisospectral deformation of orthogonal polynomials" for deriving discrete Painlev\'{e}-type (d-P-type) equations. We apply this approach to…
Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…
The Landau-Brazovskii model is a well-known Landau model for finding the complex phase structures in microphase-separating systems ranging from block copolymers to liquid crystals. It is critical to design efficient numerical schemes for…
We study the Back and Forth Error Compensation and Correction (BFECC) method for linear hyperbolic PDE systems. The BFECC method has been applied to schemes for advection equations to improve their stability and order of accuracy. Similar…
This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…
In this article, we introduce two families of novel fractional $\theta$-methods by constructing some new generating functions to discretize the Riemann-Liouville fractional calculus operator $\mathit{I}^{\alpha}$ with a second order…
We prove a useful formula and new properties for the recently introduced power fractional calculus with non-local and non-singular kernels. In particular, we prove a new version of Gronwall's inequality involving the power fractional…
We establish an existence and uniqueness result for a class of multidimensional quadratic backward stochastic differential equations (BSDE). This class is characterized by constraints on some uniform a priori estimate on solutions of a…
Error bounds for fully discrete schemes for the evolutionary incompressible Navier--Stokes equations are derived in this paper. For the time integration we apply BDF-$q$ methods, $q\le 5$, for which error bounds for $q\ge 3$ cannot be found…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
In 1986, Dixon and McKee developed a discrete fractional Gr\"{o}nwall inequality [Z. Angew. Math. Mech., 66 (1986), pp. 535--544], which can be seen as a generalization of the classical discrete Gr\"{o}nwall inequality. However, this…
A very simple and accurate numerical method which is applicable to systems of differentio-integral equations with quite general boundary conditions has been devised. Although the basic idea of this method stems from the Keller Box method,…
We focus on the numerical approximation of the Cahn-Hilliard type equations, and present a family of second-order unconditionally energy-stable schemes. By reformulating the equation into an equivalent system employing a scalar auxiliary…
We introduce a refined differentially private (DP) data structure for kernel density estimation (KDE), offering not only improved privacy-utility tradeoff but also better efficiency over prior results. Specifically, we study the…
For fourth-order geometric evolution equations for planar curves with the dissipation of the bending energy, including the Willmore and the Helfrich flows, we consider a numerical approach. In this study, we construct a structure-preserving…