相关论文: A novel difference equation approach for the stabi…
Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…
The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…
This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…
We present a new Partial Integral Equation (PIE) representation of Partial Differential Equations (PDEs) in which it is possible to use convex optimization to perform stability analysis with little or no conservatism. The first result gives…
The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
We study the existence and the rate of equilibration of weak solutions to a two-component system of non-linear diffusion-aggregation equations, with small cross diffusion effects. The aggregation term is assumed to be purely attractive, and…
In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…
A finite-element discretization of such an equation yields a linear system whose conditioning worsens as the variations in the values of PDE coefficients becomes large. This paper introduces a procedure by which the discrete system obtained…
In this paper, the existence and uniqueness of strong solutions to distribution dependent neutral SFDEs are proved. We give the conditions such that the order preservation of these equations holds. Moreover, we show these conditions are…
This paper presents a spatial two-grid (STG) compact difference scheme for a two-dimensional (2D) nonlinear diffusion-wave equation with variable exponent, which describes, e.g., the propagation of mechanical diffusive waves in viscoelastic…
In this paper, we present a methodology for stability analysis of a general class of systems defined by coupled Partial Differential Equations (PDEs) with spatially dependent coefficients and a general class of boundary conditions. This…
The purpose of this work is to investigate the exponential stability of a second order coupled wave equations by laplacian with one locally internal viscous damping. Firstly, using a unique continuation theorem combined with a Carleman…
The paper deals with a class of cooperative functional differential equations (FDEs) with infinite delay, for which sufficient conditions for persistence and permanence are established. Here, the persistence refers to all solutions with…
We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…
In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…
Travelling and rotating waves are ubiquitous phenomena observed in time dependent PDEs modelling the combined effect of dissipation and non-linear interaction. From an abstract viewpoint they appear as relative equilibria of an equivariant…
We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…
This paper provides mathematical analysis of an elementary fully discrete finite difference method applied to inhomogeneous (non-constant density and viscosity) incompressible Navier-Stokes system on a bounded domain. The proposed method…