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This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We analyze the convergence of an iterative method for solving the nonlinear system resulting from a natural discretization of the Monge-Amp\`ere equation with $C^1$ conforming approximations. We make the assumption, supported by numerical…

Numerical Analysis · Mathematics 2015-03-17 Gerard Awanou

In this paper we study the existence of solutions to an isotropic differential inclusion.

Analysis of PDEs · Mathematics 2011-04-01 Ana Cristina Barroso , Gisella Croce , Ana Ribeiro

The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…

Numerical Analysis · Mathematics 2020-04-15 Abinash Nayak

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

In this paper, a two-grid temporal second-order scheme for the two-dimensional nonlinear Volterra integro-differential equation with weakly singular kernel is proposed to reduce the computation time and improve the accuracy of the scheme…

Numerical Analysis · Mathematics 2022-09-02 Hao Chen , Mahmoud A. Zaky , Ahmed S. Hendy , Wenlin Qiu

We offer in this short report a simple Monte-Carlo method for solving a well-posed non-linear integral equations of second Fredholm's and Volterra's type and built a confidence region for solution in an uniform norm, applying the grounded…

Numerical Analysis · Mathematics 2021-02-17 M. R. Formica , E. Ostrovsky , L. Sirota

In this paper the local order of convergence used in iterative methods to solve nonlinear systems of equations is revisited, where shorter alternative analytic proofs of the order based on developments of multilineal functions are shown.…

Numerical Analysis · Mathematics 2011-06-07 Miquel Grau-Sánchez , Ángela Grau , Jose Luis Diaz-Barrero

In this work we consider a simple, approximate, tending toward exact, solution of the system of two usual Lotka-Volterra differential equations. Given solution is obtained by an iterative method. In any finite approximation order of this…

Quantitative Methods · Quantitative Biology 2007-05-23 Vladan Pankovic , Banjac Dejan , Rade Glavatovic , Milan Predojevic

In this work, a class of non-linear weakly singular fractional integro-differential equations is considered, and we first prove existence, uniqueness, and smoothness properties of the solution under certain assumptions on the given data. We…

Numerical Analysis · Mathematics 2022-07-14 Amin Faghih , Magda Rebelo

The research is devoted to a numerical solution of the Volterra equations of the first kind that were obtained using the Laplace integral transforms for solving the equation of heat conduction. The paper consists of an introduction and two…

Numerical Analysis · Mathematics 2016-08-09 Svetlana V. Solodusha , Igor V. Mokry

A Sinc-Nystr\"om method for Volterra integro-differential equations was developed by Zarebnia in 2010. The method is quite efficient in the sense that exponential convergence can be obtained even if the given problem has endpoint…

Numerical Analysis · Mathematics 2022-03-04 Tomoaki Okayama

We study numerical methods for the nonlinear partial differential equation that governs the motion of level sets by affine curvature. We show that standard finite difference schemes are nonlinearly unstable. We build convergent finite…

Numerical Analysis · Mathematics 2016-11-01 Adam M. Oberman , Tiago Salvador

In this paper we consider a class of boundary value problems for third order nonlinear functional differential equation. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…

Numerical Analysis · Mathematics 2021-01-26 Dang Quang A , Dang Quang Long

One of old methods for finding exact solutions of nonlinear differential equations is considered. Modifications of the method are discussed. Application of the method is illustrated for finding exact solutions of the Fisher equation and…

Exactly Solvable and Integrable Systems · Physics 2015-05-30 Nikolai A. Kudryashov

In this work we show how auxiliary variables can be used to give an efficient method involving symbolic manipulation and Picard iteration for approximating solutions of certain Volterra integral equations.

Classical Analysis and ODEs · Mathematics 2016-11-15 Hamid Semiyari , Douglas Shafer

We analyze the polynomial solutions of a nonlinear integral equation, generalizing the work of C. Bender and E. Ben-Naim. We show that, in some cases, an orthogonal solution exists and we give its general form in terms of kernel…

Classical Analysis and ODEs · Mathematics 2015-05-13 Diego Dominici

This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…

Computational Physics · Physics 2009-11-06 G. W. Wei

We use a discrete multiscale analysis to study the asymptotic integrability of differential-difference equations. In particular, we show that multiscale perturbation techniques provide an analytic tool to derive necessary integrability…

Mathematical Physics · Physics 2015-05-13 D. Levi , M. Petrera , C. Scimiterna

New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 N. A. Kudryashov