Related papers: New reductions of integrable matrix PDEs: $Sp(m)$-…
We study sparse recovery with structured random measurement matrices having independent, identically distributed, and uniformly bounded rows and with a nontrivial covariance structure. This class of matrices arises from random sampling of…
We apply the technique of integrable extensions to the symmetry pseudo-group of the r-th mdKP equation. This gives another look on deriving known coverings and allows us to find new coverings for this equation.
We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…
The article deals with the problem of the integrable discretization of the well-known Drinfeld-Sokolov hierarchies related to the Kac-Moody algebras. A class of discrete exponential systems connected with the Cartan matrices has been…
In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…
We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…
In this paper the Mikhailov model is discretized by means of the Cauchy matrix approach. A pair of discrete Miura transformations are constructed. The discrete Mikhailov model is a coupled system, in which one equation comes from the…
The multi-symplectic form for Hamiltonian PDEs leads to a general framework for geometric numerical schemes that preserve a discrete version of the conservation of symplecticity. The cases for systems or PDEs with dissipation terms has…
This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully…
This paper presents the first application of the direct parametrisation method for invariant manifolds to a fully coupled multiphysics problem involving the nonlinear vibrations of deformable structures subjected to an electrostatic field.…
We introduce and extend the outer product and contractive product of tensors and matrices, and present some identities in terms of these products. We offer tensor expressions of derivatives of tensors, focus on the tensor forms of…
We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…
For partial differential equations (PDEs) that have $n\geq2$ independent variables and a symmetry algebra of dimension at least $n-1$, an explicit algorithmic method is presented for finding all symmetry-invariant conservation laws that…
We show how to derive noncommutative versions of integrable partial difference equations using Darboux transformations. As an illustrative example, we use the nonlinear Schr\"odinger (NLS) system. We derive a noncommutative nonlinear…
We apply polynomial approximation methods -- known in the numerical PDEs context as spectral methods -- to approximate the vector-valued function that satisfies a linear system of equations where the matrix and the right hand side depend on…
We consider the discretization and subsequent model reduction of a system of partial differential-algebraic equations describing the propagation of pressure waves in a pipeline network. Important properties like conservation of mass,…
We present a variational theory of integrable differential-difference equations (semi-discrete integrable systems). This is a natural extension of the ideas known by the names "Lagrangian multiforms" and "Pluri-Lagrangian systems", which…
We consider a special class of linear and quadratic Poisson brackets related to ODE systems with matrix variables. We investigate general properties of such brackets, present an example of a compatible pair of quadratic and linear brackets…
In a recent paper (arXiv:1501.06164) the author has introduced a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows the interpretation of merely measurable maps as solutions. This…
Partial Differential Equations (PDEs) are fundamental for modeling physical systems, yet solving them in a generic and efficient manner using machine learning-based approaches remains challenging due to limited multi-input and multi-scale…