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The main contribution of this work is to construct and analyze stable and high order schemes to efficiently solve the two-dimensional time Caputo-Fabrizio fractional diffusion equation. Based on a third-order finite difference method in…

数值分析 · 数学 2020-08-24 Fan Yu , Minghua Chen

In the present work, by taking advantage of a so-called practical limitation of fractional derivatives, namely, the absence of a simple chain and Leibniz's rules, we proposed a generalized fractional calculus of variation where the…

最优化与控制 · 数学 2019-09-02 M. J. Lazo , G. S. F. Frederico , P. M. Carvalho-Neto

A finite element scheme for an entirely fractional Allen-Cahn equation with non-smooth initial data is introduced and analyzed. In the proposed nonlocal model, the Caputo fractional in-time derivative and the fractional Laplacian replace…

数值分析 · 数学 2020-04-06 Gabriel Acosta , Francisco Bersetche

This paper investigates quantitative estimates in the homogenization of second-order elliptic systems with periodic coefficients that oscillate on multiple separated scales. We establish large-scale interior and boundary Lipschitz estimates…

偏微分方程分析 · 数学 2019-09-23 Weisheng Niu , Zhongwei Shen , Yao Xu

We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…

数值分析 · 数学 2025-04-08 Dmytro Sytnyk , Barbara Wohlmuth

We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…

偏微分方程分析 · 数学 2013-07-08 Scott N. Armstrong , Pierre Cardaliaguet , Panagiotis E. Souganidis

We introduce free probability analogues of the stochastic theta methods for free stochastic differential equations in this work. Assume that the drift coefficient of the free stochastic differential equations is operator Lipschitz and the…

数值分析 · 数学 2025-04-16 Yuanling Niu , Jiaxin Wei , Zhi Yin , Dan Zeng

We consider the homogeneous equation ${\mathcal A} u=0$, where ${\mathcal A}$ is a symmetric and coercive elliptic operator in $H^1(\Omega)$ with $\Omega$ bounded domain in ${{\mathbb R}}^d$. The boundary conditions involve fractional power…

数值分析 · 数学 2017-02-22 Raytcho Lazarov , Petr Vabishchevich

In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

数值分析 · 数学 2021-01-12 Bangti Jin , Zhi Zhou

We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…

数值分析 · 数学 2017-12-05 Bangti Jin , Buyang Li , Zhi Zhou

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

数值分析 · 数学 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

概率论 · 数学 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…

数学物理 · 物理学 2018-11-16 Hermann Douanla , Cyrille Kenne

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…

偏微分方程分析 · 数学 2013-12-31 Scott N. Armstrong , Pierre Cardaliaguet

This paper investigates projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. This condition admits some equations with highly nonlinear drift and diffusion coefficients. We…

数值分析 · 数学 2018-10-24 Min Li , Chengming Huang

This paper considers the initial value problem of general nonlinear stochastic fractional integro-differential equations with weakly singular kernels. Our effort is devoted to establishing some fine estimates to include all the cases of…

数值分析 · 数学 2021-09-15 Xinjie Dai , Aiguo Xiao , Weiping Bu

We construct the existence theory for generalized fractional Bessel differential equations and find the solutions in the form of fractional or logarithmic fractional power series. We figure out the cases when the series solution is unique,…

偏微分方程分析 · 数学 2021-12-28 Pavel B. Dubovski , Jeffrey A. Slepoi

This paper deals with the \emph{integral} version of the Dirichlet homogeneous fractional Laplace equation. For this problem weighted and fractional Sobolev a priori estimates are provided in terms of the H\"older regularity of the data. By…

数值分析 · 数学 2017-01-11 Gabriel Acosta , Juan Pablo Borthagaray

Linear nonautonomous/random parabolic partial differential equations are considered under the Dirichlet, Neumann or Robin boundary conditions, where both the zero order coefficients in the equation and the coefficients in the boundary…

偏微分方程分析 · 数学 2017-08-23 Janusz Mierczyński , Wenxian Shen

We consider the canonical fundamental systems of solutions of linear homogeneous Caputo fractional differential equations with continuous variable coefficients. Here we gained a series-representation of the canonical fundamental system by…

经典分析与常微分方程 · 数学 2013-05-15 Sun-Ae Pak , Myong-Ha Kim , Hyong-Chol O