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Singular integrals and Feller semigroups with jump phenomena
This paper is devoted to the real analysis methods for the problem of construction of Markov processes with boundary conditions in probability....
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The Problem of Deformations of a Singular String with a Nonlinear Boundary Condition
AbstractWe study by variational methods a two-dimensional model of deformations of a Stieltjes string having localized interactions with the...
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Discontinuous Galerkin methods for Stokes equations under power law slip boundary condition: a priori analysis
In this work, three discontinuous Galerkin (DG) methods are formulated and analysed to solve Stokes equations with power law slip boundary condition....
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A Large Deviation Principle for the Stochastic Generalized Ginzburg-Landau Equation Driven by Jump Noise
In this paper, we establish a large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise. The main...
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Pricing European option under the generalized fractional jump-diffusion model
The pricing problem of European option is investigated under the generalized fractional jump-diffusion model. First of all, the generalized...
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A free boundary problem for the p-Laplacian with nonlinear boundary conditions
We study a nonlinear generalization of a free boundary problem that arises in the context of thermal insulation. We consider two open sets
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Implicit-explicit Runge–Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models
In this paper, we have devised a novel class of implicit-explicit Runge–Kutta methods for the valuation of financial derivatives under...
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Short-Wavelength Diffraction by a Contour with Nonsmooth Curvature. Boundary Layer Approach
We consider the short-wave length diffraction by a contour with a nonsmooth curvature, whose jth derivative (j = 1, 2, . . .) has a discontinuity at...
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On Potential Theory of Markov Processes with Jump Kernels Decaying at the Boundary
Motivated by some recent potential theoretic results on subordinate killed Lévy processes in open subsets of the Euclidean space, we study processes...
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Spectral element discretization of the time-dependent Stokes problem with nonstandard boundary conditions
This work deals with the spectral element discretization of the time-dependent Stokes problem in two- and three-dimensional domains. The boundary...
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Well-Posedness for the Stochastic Landau–Lifshitz–Bloch Equation with Helicity Driven by Jump Noise
The Landau–Lifshitz–Bloch (LLB) equation is used to model the phenomenon of ferromagnetism for temperatures both below and above the Curie...
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Compact Approximation of a Two-Dimensional Boundary Value Problem for Elliptic Equations of the Second Order with a Discontinuous Coefficient
AbstractFor an elliptic equation of the second order with variable discontinuous coefficients and the right side, a scheme of the fourth order of...
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Optimization of Stochastic Jump Diffusion Systems Nonlinear in the Control
AbstractWe consider the optimal program control problem for a stochastic state- and control-nonlinear jump diffusion system with a given performance...
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Coupling of direct discontinuous Galerkin method and natural boundary element method for exterior interface problems with curved elements
This paper presents the coupling method of direct discontinuous Garlekin (DDG) and natural boundary element (NBE) for exterior interface problem. The...
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BI-GreenNet: Learning Green’s Functions by Boundary Integral Network
Green’s function plays a significant role in both theoretical analysis and numerical computing of partial differential equations (PDEs). However, in...
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Shape Derivative for Penalty-Constrained Nonsmooth–Nonconvex Optimization: Cohesive Crack Problem
A class of non-smooth and non-convex optimization problems with penalty constraints linked to variational inequalities is studied with respect to its...
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Uniqueness of the Inverse Transmission Scattering with a Conductive Boundary Condition
This paper considers the inverse acoustic wave scattering by a bounded penetrable obstacle with a conductive boundary condition. We will show that...
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Shape Sensitivity of Eigenvalue Functionals for Scalar Problems: Computing the Semi-derivative of a Minimum
This paper is devoted to the computation of certain directional semi-derivatives of eigenvalue functionals of self-adjoint elliptic operators...
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A non-iterative transformation method for boundary-layer with power-law viscosity for non-Newtonian fluids
In this paper, we have defined and applied a non-iterative transformation method to an extended Blasius problem describing a 2D laminar...
