Numerical approximations to the Fourier transformed solution of partial differential equations are obtained via Monte Carlo simulation of certain random multiplicative cascades. Two particular equations are considered: linear diffusion equation and viscous Burgers equation. The algorithms proposed exploit the structure of the branching random walks in which the multiplicative cascades are defin...

In this paper, the fractional partial differential equations are defined by modified Riemann-Liouville fractional derivative. With the help of fractional derivative and fractional complex transform, these equations can be converted into the nonlinear ordinary differential equations. By using solitay wave ansatz method, we find exact analytical solutions of the space-time fractional Zakharov Kuz...

Studied here is the large-time behavior and eventual periodicity of solutions of initial-boundary-value problems for the BBM equation and the KdV equation, with and without a Burgers-type dissipation appended. It is shown that the total energy of a solution of these problems grows at an algebraic rate which is in fact sharp for solutions of the associated linear equations. We also establish tha...

In this lecture we provide two examples of problems where reasonable models are given by the deterministic continuum limit of the discrete random walk through which the problem is naturally defined. Once suitably defined, this continuum limit usually takes the form of a partial differential equation (hence deterministic). One interesting use of the continuum limit we will see in upcoming lectur...

The relationship between random attractors and global attractors for dynamical systems is studied. If a partial differential equation is perturbed by an −small random term and certain hypotheses are satisfied, the upper semicontinuity of the random attractors is obtained as goes to zero. The results are applied to the Navier-Stokes equations and a problem of reaction-diffusion type, both pertur...

In this paper we consider inverse problems for resistor networks and for models obtained via the Finite Element Method (FEM) for the conductivity equation. These correspond to discrete versions of the inverse conductivity problem of Calderón. We characterize FEM models corresponding to a given triangulation of the domain that are equivalent to certain resistor networks, and apply the results to...

In this article, we will show the complex inversion formula for the inversion of the L2-transform and also some applications of the L2, and Post Widder transforms for solving singular integral equation with trigonometric kernel. Finally, we obtained analytic solution for a partial differential equation with non-constant coefficients.

In this paper, we obtain a suitable mathematical model for the seismic response of dams. By using the shear beam model (SB model), we give a mathematical formulation that it is a partial differential equation and transform it to the Sturm-Liouville equation.

Nonstandard finite difference schemes for the Black-Scholes partial differential equation preserving the positivity property are proposed. Computationally simple schemes are derived by using a nonlocal approximation in the reaction term of the Black-Scholes equation. Unlike the standard methods, the solutions of new proposed schemes are positive and free of the spurious oscillations.