Related papers: New reductions of integrable matrix PDEs: $Sp(m)$-…
We consider the entanglement marginal problem, which consists of deciding whether a number of reduced density matrices are compatible with an overall separable quantum state. To tackle this problem, we propose hierarchies of semidefinite…
In this paper, we propose a new approach to model reduction of parameterized partial differential equations (PDEs) based on the concept of adaptive reduced bases. The presented approach is particularly suited for large-scale nonlinear…
The branching methods developed are effective methods to solve some semi linear PDEs and are shown numerically to be able to solve some full non linear PDEs. These methods are however restricted to some small coefficients in the PDE and…
We present a novel, practical approach to speed up sparse matrix-vector multiplication (SpMVM) on GPUs. The novel key idea is to apply lossless entropy coding to further compress the sparse matrix when stored in one of the commonly…
A new integrable system of two symmetrically coupled derivative nonlinear Schroedinger equations is detected by means of the singularity analysis. A nonlinear transformation is proposed which uncouples the equations of the new system.
We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…
We introduce meta-factorization, a theory that describes matrix decompositions as solutions of linear matrix equations: the projector and the reconstruction equation. Meta-factorization reconstructs known factorizations, reveals their…
Generally, discretization of partial differential equations (PDEs) creates a sequence of linear systems $A_k x_k = b_k, k = 0, 1, 2, ..., N$ with well-known and structured sparsity patterns. Preconditioners are often necessary to achieve…
In this paper, we study special solutions of five autonomous integrable partial difference equations (P$\Delta$Es). More precisely, we show that these P$\Delta$Es admit special solutions that are described by non-autonomous ordinary…
This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…
We present two fully probabilistic Euler schemes, one explicit and one implicit, for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of super-linear growth and random initial condition. We provide a…
In this work we generalize ${\cal M}_{2}$-extension that has been introduced recently. For illustration we use the KdV equation. We present five different ${\cal M}_{3}$-extensions of the KdV equation and their recursion operators. We give…
Bayesian statistical inverse problems are often solved with Markov chain Monte Carlo (MCMC)-type schemes. When the problems are governed by large-scale discrete nonlinear partial differential equations (PDEs), they are computationally…
The extension of the Painlev\'e-Calogero coorespondence for n-particle Inozemtsev systems raises to the multi-particle generalisations of the Painlev\'e equations which may be obtained by the procedure of Hamiltonian reduction applied to…
The mean field limits of systems of interacting diffusions (also called stochastic interacting particle systems (SIPS)) have been intensively studied since McKean \cite{mckean1966class}. The interacting diffusions pave a way to…
We develop a new method for constructing integrable Hamiltonian hierarchies of Lax type equations, which combines the fractional powers technique of Gelfand and Dickey, and the classical Hamiltonian reduction technique of Drinfeld and…
We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…
Here, a class of nonlinear moving boundary problems for a novel extension of a two-component mKdV system is shown to admit exact solution via application of a hybrid Ermakov-Ray-Reid / Painlev\'e II symmetry ansatz.The mKdV system has its…
This article investigates the weak approximation towards the invariant measure of semi-linear stochastic differential equations (SDEs) under non-globally Lipschitz coefficients. For this purpose, we propose a linear-theta-projected Euler…
We provide a new natural interpretation of the Lax representation for an integrable system; that is, the spectral problem is the linearized form of a Miura transformation between the original system and a modified version of it. On the…