相关论文: Spatial discretization of partial differential equ…
We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite…
Let $(\Sigma,p)$ be a pointed Riemann surface of genus $g\geq 1$. For any integer $k\geq 1$, we parametrize the space of meromorphic quadratic differentials on $\Sigma$ with a pole of order $(k+2)$ at $p$, having a connected critical graph…
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law…
The Laplacian appears in several partial differential equations used to model wave propagation. Summation-by-parts--simultaneous approximation term (SBP-SAT) finite difference methods are often used for such equations, as they combine…
For a wide class of polynomially nonlinear systems of partial differential equations we suggest an algorithmic approach to the s(trong)-consistency analysis of their finite difference approximations on Cartesian grids. First we apply the…
For a wide class of polynomially nonlinear systems of partial differential equations we suggest an algorithmic approach that combines differential and difference algebra to analyze s(trong)-consistency of finite difference approximations.…
We describe and study geometric properties of discrete circular and spherical means of directional derivatives of functions, as well as discrete approximations of higher order differential operators. For an arbitrary dimension we present a…
The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…
We give a complete description of differential operators generating a given bracket. In particular we consider the case of Jacobi-type identities for odd operators and brackets. This is related with homotopy algebras using the derived…
The connection between symmetries and linearizations of discrete-time dynamical systems is being inverstigated. It is shown, that existence of semigroup structures related to the vector field and having linear representations enables…
We develop an arithmetic analogue of elliptic partial differential equations. The role of the space coordinates is played by a family of primes, and that of the space derivatives along the various primes are played by corresponding Fermat…
We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…
The discrete spectrum of complex Jacobi matrices that are compact perturbations of the discrete laplacian is under consideration. The rate of stabilization for the the matrix entries which provides finiteness of the discrete spectrum and is…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
Inspired by the works of \cite{baz2} and \cite{kian}, this study develops an abstract framework for analyzing differential equations with space-dependent fractional time derivatives and bounded operators. Within this framework, we establish…
We present strongly stable semi-discrete finite difference approximations to the quarter space problem (x>0, t>0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…
Constructing discrete models of stochastic partial differential equations is very delicate. Stochastic centre manifold theory provides novel support for coarse grained, macroscale, spatial discretisations of nonlinear stochastic partial…