output
19952026
most citedBSDE with quadratic growth and unbounded terminal value

241 citations

Showing 2012 · math.NAShow all

7 papers · 2 filters

math.NA2012

Primal and Shadow functions, Dual and Dual-Shadow functions for a circular crack and a circular 90 degree V-notch with Neumann boundary conditions

Samuel Shannon, Zohar Yosibash, Monique Dauge +1

This report presents explicit analytical expressions for the primal, primal shadows, dual and dual shadows functions for the Laplace equation in the vicinity of a circular singular…

math.NA2012★ 124 cited

Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion

Tony Lelièvre, Francis Nier, Grigorios A. Pavliotis

We consider non-reversible perturbations of reversible diffusions that do not alter the invariant distribution and we ask whether there exists an optimal perturbation such that the…

math.NA2012★ 57 cited

Asymptotic preserving schemes for highly oscillatory kinetic equation

Nicolas Crouseilles, Mohammed Lemou, Florian Méhats

This work is devoted to the numerical simulation of a Vlasov-Poisson model describing a charged particle beam under the action of a rapidly oscillating external electric field. We…

math.NA2012★ 3 cited

Accuracy of unperturbed motion of particles in a gyrokinetic semi-Lagrangian code

Guillaume Latu, Virginie Grandgirard, Jérémie Abiteboul +9

Inaccurate description of the equilibrium can yield to spurious effects in gyrokinetic turbulence simulations. Also, the Vlasov solver and time integration schemes impact the conse…

math.NA2012★ 2 cited

Existence and stability of solitons for fully discrete approximations of the nonlinear Schrödinger equation

Dario Bambusi, Erwan Faou, Benoit Grebert

In this paper we study the long time behavior of a discrete approximation in time and space of the cubic nonlinear Schrödinger equation on the real line. More precisely, we conside…

math.NA2012★ 3 cited

Strong and weak order in averaging for SPDEs

Charles-Edouard Bréhier

We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error w…