相关论文: A finite difference method for Piecewise Determini…

For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for…

Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…

This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

A simple yet effective numerical method using orthogonal hybrid functions consisting of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal triangular functions is proposed to solve numerically fractional…

This paper investigates the approximation of stochastic delay differential equations (SDDEs) via the backward Euler-Maruyama (BEM) method under generalized monotonicity and Khasminskii-type conditions in the infinite horizon. First, by…

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

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…

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

In this paper we introduce a model, the stochastic fractional delay differential equation (SFDDE), which is based on the linear stochastic delay differential equation and produces stationary processes with hyperbolically decaying…

This papers deals with the constrained discounted control of piecewise deterministic Markov process (PDMPs) in general Borel spaces. The control variable acts on the jump rate and transition measure, and the goal is to minimize the total…

In this paper we study the construction of a discrete solution for a hyperbolic system of partial differentials of the strongly coupled type. In its construction, the discrete separation of matricial variable method was followed. Two…

This paper introduces a numerical approach to solve singularly perturbed convection diffusion boundary value problems for second-order ordinary differential equations that feature a small positive parameter {\epsilon} multiplying the…

This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…

Distribution matching (DM) is a versatile domain-invariant representation learning technique that has been applied to tasks such as fair classification, domain adaptation, and domain translation. Non-parametric DM methods struggle with…

The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…

In this research work, let us focus on the construction of numerical scheme based on radial basis functions finite difference (RBF-FD) method combined with the Laplace transform for the solution of fractional order dispersive wave…