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Stochastic Boundary Methods of Fundamental Solutions for solving PDEs

Engineering Analysis With Boundary Elements, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly   +2 more sources

Symmetry group methods for fundamental solutions [PDF]

open access: yesJournal of Differential Equations, 2004
This paper uses Lie symmetry group methods to study PDEs of the form ut = xuxx + f (x)ux. We show that when the drift function f is a solution of a family of Ricatti equations, then symmetry techniques can be used to find a fundamental solution.
Eckhard Platen, Mark Craddock
exaly   +2 more sources

Corrected fundamental solution for numerical solution of elliptic PDEs

Applied Mathematics and Computation, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mehrzad Ghorbani, Ali Reza Soheili
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Stochastic variational formula for fundamental solutions of parabolic PDE

Applied Mathematics & Optimization, 1985
Let us consider a solution of the parabolic PDE \[ \partial g/\partial t=\Delta g+b(x)\nabla g,\quad t>0,\quad g(x,0)=g^ 0(x)>0. \] Under suitable hypotheses it is known [\textit{W. H. Fleming}, Appl. Math. Optimization 4, 329-346 (1978; Zbl 0398.93068)] that \(I(T,x)=-\log g(T,x)\) is the optimal cost of the stochastic control problem: \[ \min imize ...
Fleming, Wendell H., Sheu, Sheunnjyi
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A Kansa Type Method Using Fundamental Solutions Applied to Elliptic PDEs

2007
A Kansa type modification of the Method of Fundamental Solutions (MFS) is presented. This allows us to apply the MFS to a larger class of elliptic problems. In the case of inhomogeneous problems we reduce to a single linear system, contrary to previous methods where two linear systems are solved, one for the particular solution and one for the ...
Carlos J. S. Alves, Svilen S. Valtchev
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Nonlinear Pantograph-Type Diffusion PDEs: Exact Solutions and the Principle of Analogy

Mathematics, 2021
Andrei Polyanin   +2 more
exaly  

Methods for Constructing Complex Solutions of Nonlinear PDEs Using Simpler Solutions

Mathematics, 2021
Andrei Polyanin   +2 more
exaly  

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