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We consider the numerical solution of the time-fractional diffusion-wave equation on two-dimensional and three-dimensional unbounded spatial domains. Introduce an artificial boundary and find the exact and approximate artificial boundary conditions for the given problem, which lead to a bounded computational domain. Using the exact or approximating boundary conditions on the artificial boundary, the original problem is reduced to an initial-boundary-value problem on the bounded computational domain which is respectively equivalent to or approximates the original problem. Finite difference methods are used to solve the reduced problems on the bounded computational domain and the stability of these finite difference methods are proved. The numerical results demonstrate that the method given in this paper is effective and feasible.

We prove a sharp Bernstein inequality for general-state-space and not necessarily reversible Markov chains. It is sharp in the sense that the variance proxy term is optimal. Our result covers the classical Bernstein's inequality for independent random variables as a special case.

No abstract uploaded!

No abstract uploaded!