A boundary value problem for a fractional power 0 < ε < 1 of the second-order elliptic operator is considered. The boundary value problem is singularly perturbed when ε→ 0. It is solved numerically using a time-dependent problem for a pseudo-parabolic equation. For the auxiliary Cauchy problem, the standard two-level schemes with weights are applied. The numerical results are presented for a mo...

The paper presents a new affine invariant theory on asymptotic mesh independence of Newton’s method for discretized nonlinear operator equations. Compared to earlier attempts, the new approach is both much simpler and more intuitive from the algorithmic point of view. The theory is exemplified at collocation methods for ODE boundary value problems and at finite element methods for elliptic PDE ...

Keywords: Elliptic equations Nonlocal boundary value problems Difference schemes Stability a b s t r a c t The well-posedness of the Bitsadze–Samarskii type nonlocal boundary value problem in Hölder spaces with a weight is established. The coercivity inequalities for the solution of the nonlocal boundary value problem for elliptic equations are obtained. The stable second order of accuracy diff...

The paper is concerned with fully nonlinear second order Hamilton{Jacobi{Bellman{ Isaacs equations of elliptic type in separable Hilbert spaces which have unbounded rst and second order terms. The viscosity solution approach is adapted to the equations under consideration and the existence and uniqueness of viscosity solutions is proved. A stochastic optimal control problem driven by a paraboli...

This paper deals with the construction and characterization of discrete PDE splines. For this purpose, we need a PDE equation (usually an elliptic PDE), certain boundary conditions and a set of points to approximate. We give two results about the convergence of a discrete PDE spline to a function of a fixed space in two different cases: (1) when the approximation points are fixed; (2) when the ...

We study an elliptic-parabolic problem appearing in the theory of partially saturated flows in the framework of viscosity solutions. This is part of current investigation to understand the theory of viscosity solutions for PDE problems involving free boundaries. We prove that the problem is well posed in the viscosity setting and compare the results with the weak theory. Dirichlet or Neumann bo...