相关论文: Hausdorff continuous solutions of nonlinear PDEs t…
The last decades saw growing interest across multiple disciplines in nonlinear phenomena described by partial differential equations (PDE). Integrability of such equations is tightly related with the Painleve property - solutions being free…
Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…
The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…
We consider several models (including both multidimensional ordinary differential equations (ODEs) and partial differential equations (PDEs), possibly ill-posed), subject to very strong damping and quasi-periodic external forcing. We study…
A numerical method for variable coefficient elliptic problems on two dimensional domains is described. The method is based on high-order spectral approximations and is designed for problems with smooth solutions. The resulting system of…
Friedrichs' systems (FS) are symmetric positive linear systems of first-order partial differential equations (PDEs), which provide a unified framework for describing various elliptic, parabolic and hyperbolic semi-linear PDEs such as the…
For the first time, Schr\"odinger equations with cubic and more complex nonlinearities containing the unknown function with constant delay are analyzed. The physical considerations that can lead to the appearance of a delay in such…
We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the…
This paper is concerned with the regularity of solutions to linear and nonlinear evolution equations on nonsmooth domains. In particular, we study the smoothness in the specific scale $\ B^r_{\tau,\tau}, \…
We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…
On a bounded smooth domain we study solutions of a semilinear elliptic equation with an exponential nonlinearity and a Hardy potential depending on the distance to the boundary of the domain. We derive global a priori bounds of the…
High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…
In this paper, we introduce a novel first-order derivative for functions on a lattice graph, which extends the discrete Laplacian and generalizes the theory of discrete PDEs on lattices. First, we establish the well-posedness of generalized…
In present paper we propose seemingly new method for finding solutions of some types of nonlinear PDEs in closed form. The method is based on decomposition of nonlinear operators on sequence of operators of lower orders. It is shown that…
Path-dependent PDEs (PPDEs) are natural objects to study when one deals with non Markovian models. Recently, after the introduction of the so-called pathwise (or functional or Dupire) calculus (see [15]), in the case of finite-dimensional…
In several cases of nonlinear dispersive PDEs, the difference between the nonlinear and linear evolutions with the same initial data, i.e. the integral term in Duhamel's formula, exhibits improved regularity. This property is usually called…
This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…
We generalize our earlier results concerning meshfree collocation methods for semilinear elliptic second order problems to the quasilinear case. The stability question, however, is treated differently, namely by extending a paper on…