相关论文: The numerical solutions of linear semi-discrete ev…

In this paper we present a unified picture concerning Lie-Trotter method for solving a large class of semilinear problems: nonlinear Schr\"odinger, Schr\"oginger--Poisson, Gross--Pitaevskii, etc. This picture includes more general schemes…

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…

Convergence results are shown for full discretizations of quasilinear parabolic partial differential equations on evolving surfaces. As a semidiscretization in space the evolving surface finite element method is considered, using a…

Boundary value problems for integrable nonlinear evolution PDEs formulated on the finite interval can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this…

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

We investigate the well-posedness and approximation of mild solutions to a class of linear transport equations on the unit interval $[0,1]$ endowed with a linear discontinuous production term, formulated in the space $\mathcal{M}([0,1])$ of…

The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer. Anal. (2001)]). Although fruitful results on numerical…

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

In this paper, we mainly introduce a general method to study the existence and uniqueness of solution of free boundary problems with partially degenerate diffusion.

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…

We consider the semilinear stochastic heat equation perturbed by additive noise. After time-discretization by Euler's method the equation is split into a linear stochastic equation and a non-linear random evolution equation. The linear…

In this paper the numerical solution of non-autonomous semilinear stochastic evolution equations driven by an additive Wiener noise is investigated. We introduce a novel fully discrete numerical approximation that combines a standard…

We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…

Semi-discrete transport can be characterized in terms of real-valued shifts. Often, but not always, the solution to the shift-characterized problem partitions the continuous region. This paper gives examples of when partitioning fails, and…

The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $\alpha $-stable process. It is proved that extremal solutions are selected and the respective…

We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…

We study the systematic numerical approximation of a class of Allen-Cahn type problems modeling the motion of phase interfaces. The common feature of these models is an underlying gradient flow structure which gives rise to a decay of 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…