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An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…

Numerical Analysis · Mathematics 2018-04-11 Yoshihito Kazashi

We analyze a recent application of homotopy perturbation method to some heat-like and wave-like models and show that its main results are merely the Taylor expansions of exponential and hyperbolic functions. Besides, the authors require…

Mathematical Physics · Physics 2008-11-18 Francisco M. Fernandez

In this article, we present various numerical methods to solve multi-contact problems within the Non-Smooth Discrete Element Method. The techniques considered to solve the frictional unilateral conditions are based both on the bi-potential…

Numerical Analysis · Mathematics 2012-04-27 Serge Dumont

This paper presents an innovative approach, the Adaptive Orthogonal Basis Method, tailored for computing multiple solutions to differential equations characterized by polynomial nonlinearities. Departing from conventional practices of…

Numerical Analysis · Mathematics 2024-04-23 Lin Li , Yangyi Ye , Huiyuan Li

We present a systematic technique to find explicit solutions of birational maps, provided that these solutions are given in terms of elliptic functions. The two main ingredients are: (i) application of classical addition theorems for…

Exactly Solvable and Integrable Systems · Physics 2019-11-11 Matteo Petrera , Andreas Pfadler , Yuri B. Suris

We develop a hybrid scheme based on a finite difference scheme and a rescaling technique to approximate the solution of nonlinear wave equation. In order to numerically reproduce the blow-up phenomena, we propose a rule of scaling…

Numerical Analysis · Mathematics 2023-09-12 Mondher Benjemaa , Aida Jrajria , Hatem Zaag

Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Yuheng Zhou , Pengcheng Xie , Huiyuan Li

This paper develops a strong computational approach to simulate a three-dimensional nonlinear radiation-conduction model in optically thick media, subject to suitable initial and boundary conditions. The space derivatives are approximated…

Numerical Analysis · Mathematics 2026-01-01 Eric Ngondiep

We consider the problem of finding a fixed point of a nonexpansive mapping, which is also a solution of a pseudo-monotone equilibrium problem, where the bifunction in the equilibrium problem is the sum of two ones. We propose a splitting…

Optimization and Control · Mathematics 2018-05-08 Le Dung Muu , Xuan Thanh Le

In this article, we deal with the efficient computation of the Wright function in the cases of interest for the expression of solutions of some fractional differential equations. The proposed algorithm is based on the inversion of the…

Numerical Analysis · Mathematics 2024-09-16 Lidia Aceto , Fabio Durastante

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

The (2+1)-dimensional [(2+1)d] Fokas system is a natural and simple extension of the nonlinear Schrodinger equation. (see eq. (2) in A. S. Fokas, Inverse Probl. 10 (1994) L19-L22). In this letter, we introduce its PT -symmetric version,…

Exactly Solvable and Integrable Systems · Physics 2018-01-10 Yulei Cao , Jiguang Rao , Dumitru Mihalache , Jingsong He

In this work, we introduce a framework to design multidimensional Riemann solvers for nonlinear systems of hyperbolic conservation laws on general unstructured polygonal Voronoi-like tessellations. In this framework we propose two simple…

Numerical Analysis · Mathematics 2026-02-03 Elena Gaburro , Mario Ricchiuto , Michael Dumbser

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-25 Md Abu Talhamainuddin Ansary

We introduce an algebraic multiscale method for two--dimensional problems. The method uses the generalized multiscale finite element method based on the quadrilateral nonconforming finite element spaces. Differently from the…

Numerical Analysis · Mathematics 2022-01-27 Kanghun Cho , Imbunm Kim , Raehyun Kim , Dongwoo Sheen

Integral-equation-based fast direct solvers for electromagnetic scattering can substantially reduce computational costs, especially in the presence of multiple excitations. We recently proposed a new high-frequency fast direct solver…

Numerical Analysis · Mathematics 2026-03-05 V. Giunzioni , C. Henry , A. Merlini , F. P. Andriulli

In this work, we propose multicontinuum splitting schemes for the wave equation with a high-contrast coefficient, extending our previous research on multiscale flow problems. The proposed approach consists of two main parts: decomposing the…

Numerical Analysis · Mathematics 2025-06-03 Mohsen Alshahrani , Buzheng Shan

We use a novel parameterization of the flowing Hamiltonian to show that the flow equations based on continuous unitary transformations, as proposed by Wegner, can be implemented through a nonlinear partial differential equation involving…

Other Condensed Matter · Physics 2015-06-24 J. N. Kriel , A. Y. Morozov , F. G. Scholtz

This paper presents a new numerical model based on the highly nonlinear potential flow theory for simulating the propagation of water waves in variable depth. A new set of equations for estimating the surface vertical velocity is derived…

Fluid Dynamics · Physics 2024-12-02 Jinghua Wang

The use of operator methods of algebraic nature is shown to be a very powerful tool to deal with different forms of relativistic wave equations. The methods provide either exact or approximate solutions for various forms of differential…

Mathematical Physics · Physics 2015-06-23 G. Dattoli , E. Sabia , K. Górska , A. Horzela , K. A. Penson