Numerical Solution of Monge–Kantorovich Equations via a Dynamic Formulation
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DOI: 10.1007/s10915-020-01170-8
Abstract: We extend our previous work on a biologically inspired dynamic Monge–Kantorovich model (Facca et al. in SIAM J Appl Math 78:651–676, 2018) and propose it as an effective tool for the numerical solution of the $$L^{1}$$… read more here.
Keywords: numerical solution; equations via; monge; kantorovich equations ... See more keywords
Analysis of implicit differential equations via Ψ-fractional derivative
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DOI: 10.1080/09720502.2020.1741221
Abstract: Abstract In this paper, we discuss the existence, uniqueness and stability of implicit differential equation with Ψ-fractional derivative. The arguments are based upon Schauder fixed point theorem, Banach contraction principle and Ulam stability. read more here.
Keywords: implicit differential; fractional derivative; differential equations; analysis implicit ... See more keywords
Homogenization and correctors for linear stochastic equations via the periodic unfolding methods
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DOI: 10.1142/s0219493719500400
Abstract: In this paper, we use the periodic unfolding method and Prokhorov’s and Skorokhod’s probabilistic compactness results to obtain homogenization and corrector results for stochastic partial differential equations (PDEs) with periodically oscillating coefficients. We show the… read more here.
Keywords: homogenization correctors; correctors linear; linear stochastic; equations via ... See more keywords
A New Approach to Approximate Solutions of Single Time-Delayed Stochastic Integral Equations via Orthogonal Functions
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DOI: 10.3390/sym14102085
Abstract: This paper proposes a new numerical method for solving single time-delayed stochastic differential equations via orthogonal functions. The basic principles of the technique are presented. The new method is applied to approximate two kinds of… read more here.
Keywords: single time; orthogonal functions; delayed stochastic; equations via ... See more keywords