Related papers: Splitting methods with complex coefficients
We present the multiplier method of constructing conservative finite difference schemes for ordinary and partial differential equations. Given a system of differential equations possessing conservation laws, our approach is based on…
This paper presents a methodology for constructing iterative schemes of any order of convergence for solving nonlinear systems of equations. It also provides formulas for the order of convergence of any iterative schemes constructed using…
In this paper, we introduce some analytical techniques to solve some classes of second order differential equations. Such classes of differential equations arise in describing some mathematical problems in Physics and Engineering.
In this paper, we develop high-order splitting methods for linear port-Hamiltonian systems, focusing on preserving their intrinsic structure, particularly the dissipation inequality. Port-Hamiltonian systems are characterized by their…
Kernels are key in machine learning for modeling interactions. Unfortunately, brute-force computation of the related kernel sums scales quadratically with the number of samples. Recent Fourier-slicing methods lead to an improved linear…
A short pedagogical introduction to a differential method used to calculate multi-loop scalar integrals is presented. As an example it is shown how to obtain, using the method, large mass expansion of the two loop sunrise master integrals.
Integration by parts (IBP) has acquired a bad reputation. While it allows us to compute a wide variety of integrals when other methods fall short, its implementation is often seen as plodding and confusing. Readers familiar with tabular IBP…
High order splitting schemes with complex timesteps are applied to Kolmogorov backward equations stemming from stochastic differential equations in Stratonovich form. In the setting of weighted spaces, the necessary analyticity of the split…
This paper deals with the use of numerical methods based on random root sampling techniques to solve some theoretical problems arising in the analysis of polynomials. These methods are proved to be practical and give solutions where…
In this study linear and nonlinear higher order singularly perturbed problems are examined by a numerical approach, the differential quadrature method. Here, the main idea is using Chebyshev polynomials to acquire the weighting coefficient…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
In this paper we construct nonlinear partial differential equations in more than 3 independent variables, possessing a manifold of analytic solutions with high, but not full, dimensionality. For this reason we call them ``partially…
All sieve methods for the Goldbach problem sift out all the composite numbers; even though, strictly speaking, it is not necessary to do so and which is, in general, very difficult. Some new methods introduced in this paper show that the…
The theory of matrix splitting is a useful tool for finding solution of rectangular linear system of equations, iteratively. The purpose of this paper is two-fold. Firstly, we revisit theory of weak regular splittings for rectangular…
We present a method for constructing numerical schemes with up to 3rd strong convergence order for solution of a class of stochastic differential equations, including equations of the Langevin type. The construction proceeds in two stages.…
Augmentation methods for mixed-integer (linear) programs are a class of primal solution approaches in which a current iterate is augmented to a better solution or proved optimal. It is well known that the performance of these methods, i.e.,…
We give an optimal necessary and sufficient condition for the quotient polynomial and remainder in the division algorithm to have positive coefficients.
A new method of numerical solution for partial differential equations is proposed. The method is based on a fast matrix multiplication algorithm. Two-dimensional Poison equation is used for comparison of the proposed method with…
We propose a third-order numerical integrator based on the Neumann series and the Filon quadrature, designed mainly for highly oscillatory partial differential equations. The method can be applied to equations that exhibit small or moderate…
This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…