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An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

最优化与控制 · 数学 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

Consider the stochastic PDE, $\partial_tu = \partial^2_x u + \sigma(u) \dot{W}$ on $\mathbb{R}_+\times\mathbb{R}$, subject to $u(0)\equiv1$, where $\dot{W}$ denotes space-time white noise on $\mathbb{R}_+\times\mathbb{R}$ and…

概率论 · 数学 2025-12-18 Davar Khoshnevisan , Cheuk Yin Lee

We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…

数值分析 · 数学 2013-10-02 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

This paper is devoted to present an approximation of a Cauchy problem for Friedrichs' systems under convex constraints. It is proved the strong convergence in L^2\_{loc} of a parabolic-relaxed approximation towards the unique constrained…

偏微分方程分析 · 数学 2015-06-01 Jean-François Babadjian , Clément Mifsud , Nicolas Seguin

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…

数值分析 · 数学 2023-04-03 Jialin Hong , Derui Sheng , Tau Zhou

We consider the recovery of an unknown function $f$ from a noisy observation of the solution $u_f$ to a partial differential equation that can be written in the form $\mathcal{L} u_f=c(f,u_f)$, for a differential operator $\mathcal{L}$ that…

统计理论 · 数学 2024-12-02 Geerten Koers , Botond Szabo , Aad van der Vaart

We propose a general, very fast method to quickly approximate the solution of a parabolic Partial Differential Equation (PDEs) with explicit formulas. Our method also provides equaly fast approximations of the derivatives of the solution,…

计算金融 · 定量金融 2018-12-27 Olesya Grishchenko , Xiao Han , Victor Nistor

We consider the Cauchy problem of the semilinear wave equation with a damping term \begin{align*} u_{tt} - \Delta u + c(t,x) u_t = |u|^p, \quad (t,x)\in (0,\infty)\times \mathbb{R}^N,\quad u(0,x) = \varepsilon u_0(x), \ u_t(0,x) =…

偏微分方程分析 · 数学 2019-03-14 Kenji Nishihara , Motohiro Sobajima , Yuta Wakasugi

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

偏微分方程分析 · 数学 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

This paper has two primary objectives. The first one is to demonstrate that the solutions of master equation \begin{equation*} (\partial_t-\Delta)^s u(x,t) =f(u(x, t)), \,\,(x, t)\in B_1(0)\times \mathbb{R}, \end{equation*} subject to the…

偏微分方程分析 · 数学 2023-06-21 Lingwei Ma , Yahong Guo , Zhenqiu Zhang

In this paper we give an explicit solution of Dzherbashyan-Caputo-fractional Cauchy problems related to equations with derivatives of order $\nu k$, for $k$ non-negative integer and $\nu>0$. The solution is obtained by connecting the…

概率论 · 数学 2023-09-12 Fabrizio Cinque , Enzo Orsingher

This paper studies the Cauchy problem for the nonlinear fractional power dissipative equation $u_t+(-\triangle)^\alpha u= F(u)$ for initial data in the Lebesgue space $L^r(\mr^n)$ with $\ds r\ge r_d\triangleq{nb}/({2\alpha-d})$ or the…

偏微分方程分析 · 数学 2008-10-09 Changxing Miao , Baoquan Yuan , Bo Zhang

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

数值分析 · 数学 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

In this paper, we study the Cauchy problem of the fractional wave equation with time-dependent damping and the source nonlinearity $f(u)\approx |u|^p$: $$ \begin{cases} \partial_t^2u(t,x)+(-\Delta)^{\sigma/2} u(t,x)+b(t) \partial_t u(t,x)…

偏微分方程分析 · 数学 2024-09-04 Jiayun Lin , Masahiro Ikeda

In this paper, we first define the notion of viscosity solution for the following system of partial differential equations involving a subdifferential operator:\[\{[c]{l}\dfrac{\partial u}{\partial…

动力系统 · 数学 2015-10-30 Lucian Maticiuc , Etienne Pardoux , Aurel Răşcanu , Adrian Zălinescu

For a large class of fully nonlinear parabolic equations, which include gradient flows for energy functionals that depend on the solution gradient, the semidiscretization in time by implicit Runge-Kutta methods such as the Radau IIA methods…

数值分析 · 数学 2016-06-14 Peer C. Kunstmann , Buyang Li , Christian Lubich

We study the parabolic $p$-Laplacian system in a bounded domain. We deduce optimal convergence rates for the space-time discretization based on an implicit Euler scheme in time. Our estimates are expressed in terms of Nikolskii spaces and…

数值分析 · 数学 2020-04-22 Dominic Breit , Lars Diening , Johannes Storn , Jörn Wichmann

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

数值分析 · 数学 2023-01-27 Sebastian Franz , Natalia Kopteva

In this paper, we study the following Cauchy problem \begin{equation*} \left\{ \begin{array}{lll} iu_t=\Delta u + 2uh'(|u|^2)\Delta h(|u|^2) + F(|u|^2)u\mp A[h(|u|^2]^{2^*-1} h'(|u|^2)u,\ x\in \mathbb{R}^N, \ t>0\\ u(x,0)=u_0(x), \quad x\in…

数学物理 · 物理学 2019-04-23 Xianfa Song

This article deals with the numerical analysis of the Cauchy problem for the Korteweg-de Vries equation with a finite difference scheme. We consider the Rusanov scheme for the hyperbolic flux term and a 4-points $\theta$-scheme for the…

数值分析 · 数学 2018-10-30 Clémentine Courtès , Frédéric Lagoutière , Frédéric Rousset