相关论文: A preconditioned boundary value method for advecti…
The solutions of boundary value problems for the Laplacian and the bilaplacian exhibit very different qualitative behaviors. Particularly, the failure of general maximum principles for the bilaplacian implies that solutions of higher-order…
We study the Schr\"odinger equation which comes from the paraxial approximation of the Helmholtz equation in the case where the direction of propagation is tilted with respect to the boundary of the domain. This model has been proposed in…
We develop a spectral low-mode reduced solver for second-order elliptic boundary value problems with spatially varying diffusion coefficients. The approach projects standard finite difference or finite element discretization onto a global…
This paper introduces the sparsifying preconditioner for the pseudospectral approximation of highly indefinite systems on periodic structures, which include the frequency-domain response problems of the Helmholtz equation and the…
A method for solving linear initial boundary value problems was recently reimplemented as a true spectral transform method. As part of this reformulation, the precise sense in which the spectral transforms diagonalize the underlying spatial…
The initial-boundary value problem (ibvp) for the $m$-th order dispersion Korteweg-de Vries (KdV) equation on the half-line with rough data and solution in restricted Bourgain spaces is studied using the Fokas Unified Transform Method…
In this paper we study the convergence of a Lie-Trotter operator splitting for stochastic semi-linear evolution equations in a Hilbert space. The abstract Hilbert space setting allows for the consideration of convergence of the…
This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…
We adopt the integral definition of the fractional Laplace operator and study an optimal control problem on Lipschitz domains that involves a fractional elliptic partial differential equation (PDE) as state equation and a control variable…
In this paper, a class of high-order methods to numerically solve Functional Differential Equations with Piecewise Continuous Arguments (FDEPCAs) is discussed. The framework stems from the expansion of the vector field associated with the…
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…
This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stochastic flow approach a probabilistic interpretation for a…
This paper demonstrates the efficiency of using Edgeworth and Gram-Charlier expansions in the calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion (DD-SV-LMM). Our approach brings together two research…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
We consider the bi-Laplacian eigenvalue problem for the modes of vibration of a thin elastic plate with a discrete set of clamped points. A high-order boundary integral equation method is developed for efficient numerical determination of…
We suggest a modification of the operator exponential method for the numerical solving the difference linear initial boundary value problems. The scheme is based on the representation of the difference operator for given boundary conditions…
We describe and analyze preconditioned steepest descent (PSD) solvers for fourth and sixth-order nonlinear elliptic equations that include p-Laplacian terms on periodic domains in 2 and 3 dimensions. The highest and lowest order terms of…
The diffuse domain method for partial differential equations on complicated geometries recently received strong attention in particular from practitioners, but many fundamental issues in the analysis are still widely open. In this paper we…
Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…
The main purpose of this paper is to address some questions concerning boundary value problems related to the Laplacian and bi-Laplacian operators, set in the framework of classical $H^s$ Sobolev spaces on a bounded Lipschitz domain of R^N.…