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We consider the problem of minimizing a high-dimensional objective function, which may include a regularization term, using (possibly noisy) evaluations of the function. Such optimization is also called derivative-free, zeroth-order, or…

Optimization and Control · Mathematics 2023-03-20 HanQin Cai , Daniel Mckenzie , Wotao Yin , Zhenliang Zhang

Some established and also novel techniques in the field of applications of algorithmic (Kolmogorov) complexity currently co-exist for the first time and are here reviewed, ranging from dominant ones such as statistical lossless compression…

Information Theory · Computer Science 2020-07-15 Hector Zenil

We present an adaptive algorithm for effectively solving rough differential equations (RDEs) using the log-ODE method. The algorithm is based on an error representation formula that accurately describes the contribution of local errors to…

Numerical Analysis · Mathematics 2023-07-25 Christian Bayer , Simon Breneis , Terry Lyons

For the Stokes equation over 2D and 3D domains, explicit a posteriori and a priori error estimation are novelly developed for the finite element solution. The difficulty in handling the divergence-free condition of the Stokes equation is…

Numerical Analysis · Mathematics 2020-06-05 Xuefeng Liu , Mitsuhiro Nakao , Chun'guang You , Shin'ichi Oishi

In the search for vacuum solutions, with or without a cosmological constant, of the Einstein field equations of Petrov type N with twisting principal null directions, the CR structures to describe the parameter space for a congruence of…

Mathematical Physics · Physics 2012-03-14 Xuefeng Zhang , Daniel Finley

The method of separation of variables can be used to solve many separable linear partial differential equations (LPDEs). Moreover, variable separation solutions usually are some trigonometric series. In the paper, base on some ideas of this…

Analysis of PDEs · Mathematics 2016-02-02 Tao Zhang , Alatancang Chen

In this article we apply reduced order techniques for the approximation of parametric eigenvalue problems. The effect of the choice of sampling points is investigated. Here we use the standard proper orthogonal decomposition technique to…

Numerical Analysis · Mathematics 2023-03-28 Daniele Boffi , Abdul Halim , Gopal Priyadarshi

We classify entire positive singular solutions to a family of critical sixth order equations in the punctured space with a non-removable singularity at the origin. More precisely, we show that when the origin is a non-removable singularity,…

Analysis of PDEs · Mathematics 2022-10-28 João Henrique Andrade , Juncheng Wei

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

Numerical Analysis · Mathematics 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

We propose a framework to define solutions of ODE systems under a novel condition that goes well beyond the usual continuity condition required in the classical theory of ODEs (Peano's or Picard's theorems). We illustrate our results with…

Classical Analysis and ODEs · Mathematics 2024-11-08 Pablo Pedregal

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

Dynamical Systems · Mathematics 2022-12-28 Tamer Oraby , Harrinson Arrubla , Erwin Suazo

The dynamics of pulse solutions in a bistable reaction-diffusion system are studied analytically by reducing partial differential equations (PDEs) to finite-dimensional ordinary differential equations (ODEs). For the reduction, we apply the…

Dynamical Systems · Mathematics 2019-07-24 Kei Nishi , Yasumasa Nishiura , Takashi Teramoto

In this paper, we set the mathematical foundations of the Dynamical Low-Rank Approximation (DLRA) method for stochastic differential equations (SDEs). DLRA aims at approximating the solution as a linear combination of a small number of…

Numerical Analysis · Mathematics 2024-08-23 Yoshihito Kazashi , Fabio Nobile , Fabio Zoccolan

We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed…

Optimization and Control · Mathematics 2026-04-07 Adrien Cances , Luca Nenna , Daniyar Omarov , Brendan Pass

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

The solutions of Rashevskii equation for gonometric family of plane curves are considered. Their properties are studied. The connection with the theory of duality for the second order ODE's is discussed.

Exactly Solvable and Integrable Systems · Physics 2007-10-16 Dryuma Valerii

Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

This paper presents a comprehensive survey of methods which can be utilized to search for solutions to systems of nonlinear equations (SNEs). Our objectives with this survey are to synthesize pertinent literature in this field by presenting…

Mathematical Software · Computer Science 2022-08-19 Ilias S. Kotsireas , Panos M. Pardalos , Alexander Semenov , William T. Trevena , Michael N. Vrahatis

In quantum mechanics, the Rosen-Zener model represents a two-level quantum system. Its generalization to multiple degenerate sets of states leads to larger non-autonomous linear system of ordinary differential equations (ODEs). We propose a…

Numerical Analysis · Mathematics 2023-11-08 Christian Bonhomme , Stefano Pozza , Niel Van Buggenhout