scholarly journals On a discrete scheme for time fractional fully nonlinear evolution equations

2020 ◽  
Vol 120 (1-2) ◽  
pp. 151-162 ◽  
Author(s):  
Yoshikazu Giga ◽  
Qing Liu ◽  
Hiroyoshi Mitake

We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo’s time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can be viewed as a resolvent-type approximation.

2014 ◽  
Vol 2014 ◽  
pp. 1-11 ◽  
Author(s):  
Qazi Mahmood Ul Hassan ◽  
Jamshad Ahmad ◽  
Muhammad Shakeel

We use the fractional derivatives in Caputo’s sense to construct exact solutions to fractional fifth order nonlinear evolution equations. A generalized fractional complex transform is appropriately used to convert this equation to ordinary differential equation which subsequently resulted in a number of exact solutions.


2011 ◽  
Vol 21 (4) ◽  
pp. 1322-1364 ◽  
Author(s):  
Arash Fahim ◽  
Nizar Touzi ◽  
Xavier Warin

2015 ◽  
Vol 18 (5) ◽  
pp. 1482-1503 ◽  
Author(s):  
Tao Kong ◽  
Weidong Zhao ◽  
Tao Zhou

AbstractIn this paper, we are concerned with probabilistic high order numerical schemes for Cauchy problems of fully nonlinear parabolic PDEs. For such parabolic PDEs, it is shown by Cheridito, Soner, Touzi and Victoir [4] that the associated exact solutions admit probabilistic interpretations, i.e., the solution of a fully nonlinear parabolic PDE solves a corresponding second order forward backward stochastic differential equation (2FBSDEs). Our numerical schemes rely on solving those 2FBSDEs, by extending our previous results [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36 (2014), pp. A1731-A1751.]. Moreover, in our numerical schemes, one has the flexibility to choose the associated forward SDE, and a suitable choice can significantly reduce the computational complexity. Various numerical examples including the HJB equations are presented to show the effectiveness and accuracy of the proposed numerical schemes.


2020 ◽  
Vol 6 (1) ◽  
pp. 93-117
Author(s):  
Bouchra El Hamdaoui ◽  
Jaouad Bennouna

AbstractWe prove the existence of renormalized solutions to a class of nonlinear evolution equations, supplemented with initial and Dirichlet condition in the framework of generalized Sobolev spaces. The data are assumed merely integrable.


2015 ◽  
Vol 11 (3) ◽  
pp. 3134-3138 ◽  
Author(s):  
Mostafa Khater ◽  
Mahmoud A.E. Abdelrahman

In this work, an extended Jacobian elliptic function expansion method is pro-posed for constructing the exact solutions of nonlinear evolution equations. The validity and reliability of the method are tested by its applications to the Couple Boiti-Leon-Pempinelli System which plays an important role in mathematical physics.


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