This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic diff...This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation.展开更多
In this paper,we present a semi-Lagrangian(SL)method based on a non-polynomial function space for solving the Vlasov equation.We fnd that a non-polynomial function based scheme is suitable to the specifcs of the targe...In this paper,we present a semi-Lagrangian(SL)method based on a non-polynomial function space for solving the Vlasov equation.We fnd that a non-polynomial function based scheme is suitable to the specifcs of the target problems.To address issues that arise in phase space models of plasma problems,we develop a weighted essentially non-oscillatory(WENO)scheme using trigonometric polynomials.In particular,the non-polynomial WENO method is able to achieve improved accuracy near sharp gradients or discontinuities.Moreover,to obtain a high-order of accuracy in not only space but also time,it is proposed to apply a high-order splitting scheme in time.We aim to introduce the entire SL algorithm with high-order splitting in time and high-order WENO reconstruction in space to solve the Vlasov-Poisson system.Some numerical experiments are presented to demonstrate robustness of the proposed method in having a high-order of convergence and in capturing non-smooth solutions.A key observation is that the method can capture phase structure that require twice the resolution with a polynomial based method.In 6D,this would represent a signifcant savings.展开更多
基金Supported by the National Natural Science Foundation of China(12001074)the Research Innovation Program of Graduate Students in Hunan Province(CX20220258)+1 种基金the Research Innovation Program of Graduate Students of Central South University(1053320214147)the Key Scientific Research Project of Higher Education Institutions in Henan Province(25B110025)。
文摘This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation.
基金AFOSR and NSF for their support of this work under grants FA9550-19-1-0281 and FA9550-17-1-0394 and NSF grant DMS 191218。
文摘In this paper,we present a semi-Lagrangian(SL)method based on a non-polynomial function space for solving the Vlasov equation.We fnd that a non-polynomial function based scheme is suitable to the specifcs of the target problems.To address issues that arise in phase space models of plasma problems,we develop a weighted essentially non-oscillatory(WENO)scheme using trigonometric polynomials.In particular,the non-polynomial WENO method is able to achieve improved accuracy near sharp gradients or discontinuities.Moreover,to obtain a high-order of accuracy in not only space but also time,it is proposed to apply a high-order splitting scheme in time.We aim to introduce the entire SL algorithm with high-order splitting in time and high-order WENO reconstruction in space to solve the Vlasov-Poisson system.Some numerical experiments are presented to demonstrate robustness of the proposed method in having a high-order of convergence and in capturing non-smooth solutions.A key observation is that the method can capture phase structure that require twice the resolution with a polynomial based method.In 6D,this would represent a signifcant savings.
