Origins, analysis, numerical analysis, and numerical approximation of a forward-backward parabolic problem

被引：0

作者：

Aziz, AK ^{[1
]}

French, DA

Jensen, S

Kellogg, RB

机构：

[1] Univ Maryland Baltimore Cty, Dept Math, Baltimore, MD 21250 USA

[2] Univ Cincinnati, Dept Math Sci, Cincinnati, OH 45221 USA

[3] Univ Maryland, Dept Math, College Pk, MD 20742 USA

来源：

ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE | 1999年 / 33卷 / 05期

关键词：

forward-backward; heat equation; degenerate parabolic problem; Brownian motion; electron and neutron scattering; separated flow boundary layers;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider the analysis and numerical solution of a forward-backward boundary value problem. We provide some motivation, prove existence and uniqueness in a function class especially geared to the problem at hand, provide various energy estimates, prove a priori error estimates for the Galerkin method, and show the results of some numerical computations. AMS Subject Classification. 65M60, 65N30, 65N15, 76D15, 76M10.

引用

页码：895 / 922

页数：28

共 50 条

[1] Numerical approximation of singular forward-backward SDEs
Chassagneux, Jean-Francois
Yang, Mohan
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 468
[2] NUMERICAL APPROXIMATION OF YOUNG-MEASURE SOLUTIONS TO PARABOLIC SYSTEMS OF FORWARD-BACKWARD TYPE
Caddick, Miles
Suli, Endre
APPLICABLE ANALYSIS AND DISCRETE MATHEMATICS, 2019, 13 (03) : 649 - 696
[3] ELLIPTIC APPROXIMATION OF FORWARD-BACKWARD PARABOLIC EQUATIONS
Paronetto, Fabio
COMMUNICATIONS ON PURE AND APPLIED ANALYSIS, 2020, 19 (02) : 1017 - 1036
[4] The Riemann problem for a forward-backward parabolic equation
Gilding, Brian H.
Tesei, Alberto
PHYSICA D-NONLINEAR PHENOMENA, 2010, 239 (06) : 291 - 311
[5] Numerical approximations of coupled forward-backward SPDEs
Molla, Hasib Uddin
Qiu, Jinniao
STOCHASTIC ANALYSIS AND APPLICATIONS, 2023, 41 (02) : 291 - 326
[6] Numerical schemes for the forward-backward heat equation
Sun, Jie
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2010, 87 (03) : 552 - 564
[7] NUMERICAL EXPLORATION OF A FORWARD-BACKWARD DIFFUSION EQUATION
Lafitte, P.
Mascia, C.
MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES, 2012, 22 (06):
[8] Analysis and numerical approximation of a parabolic-hyperbolic transmission problem
Jovanovic, Bosko S.
Vulkov, Lubin G.
CENTRAL EUROPEAN JOURNAL OF MATHEMATICS, 2012, 10 (01): : 73 - 84
[9] Degenerate Regularization of Forward-Backward Parabolic Equations: The Regularized Problem
Smarrazzo, Flavia
Tesei, Alberto
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 2012, 204 (01) : 85 - 139
[10] Numerical algorithms for forward-backward stochastic differential equations
Milstein, G. N.
Tretyakov, M. V.
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2006, 28 (02): : 561 - 582

← 1 2 3 4 5 →