We study a new class of backward stochastic di€erential equations, which involves the integral with respect to a continuous increasing process. This allows us to give a probabilistic formula for solutions of semilinear partial di€erential equations with Neumann boundary condition, where the boundary condition itself is nonlinear. We consider both parabolic and elliptic equations.

S hur omplement pre onditioning for ellipti systems of partial di erential equations D. Loghin and A. J. Wathen One su essful approa h in the design of solution methods for saddle-point problems requires the eÆ ient solution of the asso iated S hur omplement problem ([26℄, [19℄). In the ase of problems arising from partial di erential equations the fa torization of the symbol of the operator an...

We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population of discrete individuals characterized by one or several adaptive traits. The population is modelled as a stochastic point process whose generator captures t...

We describe a MIMD parallel code to solve a general class of ordinary di erential equations, with particular emphasis on the large, sparse systems arising from space discretization of systems of parabolic partial di erential equations. The main goals of this work are sharp bounds on the accuracy of the computed solution and exibility of the software. We discuss the sources of error in solving d...

We present a case study of a formal veri cation of a numerical program that computes the discretization of a simple partial di erential equation. Bounding the rounding error was tricky as the usual idea, that is to bound the absolute value of the error at each step, fails. Our idea is to nd out a precise analytical expression that cancels with itself at the next step, and to formally prove the ...

We establish comparison and existence theorems of viscosity solutions of the initial-boundary value problem for some singular degenerate parabolic partial di/erential equations with nonlinear oblique derivative boundary conditions. The theorems cover the capillary problem for the mean curvature 1ow equation and apply to more general Neumann-type boundary problems for parabolic equations in the ...

generalized solution on neumann problem of the fourth order ordinary dierential equation in space w2 (0; b) has been discussed , we obtain the condition on b.v.p when the solution is in classical form. formulation of quintic spline function has been derived and the consistency relations are given.numerical method,based on quintic spline approximation has been developed. spline solution of the...

Hybrid action systems extend a conventional action system with a guarded di erential equation | a di erential action | that de nes evolution of continuous variables while the guard remains true. The new action is given a weakest liberal precondition semantics, which is illustrated by examples from a train model. The example motivates a discussion of priorities in a system of iterated di erentia...

-260 Archimedes mathematically works out the principle of the lever and discovers the principle of buoyancy 60 Hero of Alexandria writes Metrica, Mechanics, and Pneumatics 1490 Leonardo da Vinci describes capillary action 1581 Galileo Galilei notices the timekeeping property of the pendulum 1589 Galileo Galilei uses balls rolling on inclined planes to show that di erent weights fall with the sa...

In this paper, we study general linear systems of delay di erential-algebraic equations (DDAEs) of arbitrary order. We show that under some consistency conditions, every linear high-order DAE can be reformulated as an underlying high-order ordinary di erential equation (ODE) and that every linear DDAE with single delay can be reformulated as a high-order delay di erential equation (DDE). We der...