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Direct solution of simultaneous linear equations is regarded to be slow for large systems of equations and requires special treatment to avoid numerical instability. A new method is proposed that addresses the numerical instability without…
In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…
The basic mathematical properties of Green's functions used in statistical mechanics as well as the equations defining these functions and the techniques of solving these equations are reviewed. An approach is presented called the…
In this paper we focus on the global-in-time existence and the pointwise estimates of solutions to the initial value problem for the semilinear dissipative wave equation in multi-dimensions. By using the method of Green function combined…
In this paper, we present a fast multipole method (FMM) for the half-space Green's function in a homogeneous elastic half-space subject to zero normal stress, for which an explicit solution was given by Mindlin (1936). The image structure…
We developed a fast numerical methodfor complex symmetric shifted linear systems, which is motivated by the quantum-mechanical (electronic-structure) theory in nanoscale materials. The method is named shifted Conjugate Orthogonal Conjugate…
A Green's function based solver for the modified Bessel equation has been developed with the primary motivation of solving the Poisson equation in cylindrical geometries. The method is implemented using a Discrete Hankel Transform and a…
In this paper, we consider a linear fractional differential equation with fractional boundary conditions. First, by obtaining Green's function, we derive the Lyapunov-type inequalities for such boundary value problems. Furthermore, we use…
Using Green$'$s function and operator techniques we give a closed expression for the response of a non-relativistic system interacting through confining, harmonic forces. The expression for the incoherent part permits rapid evaluation of…
There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…
We consider a problem of finding vanishing at infinity $C^1([0,\oo))$-solutions to non-homogeneous system of linear ODEs which has the pole of first order at $x=0$. The resonant case where the corresponding homogeneous problem has…
The application of the approximation-operational approach to solving linear differential equations of fractional order with variable coefficients is considered. It is shown that the method can also be applied to solving differential…
In this work we present a numerical method to solve the set of Dyson-like equations arising the context of non-equilibrium Green's functions. The technique is based on the self-consistent solution of the Dyson equations for the interacting…
A new method of solution is proposed for solution of the wave equation in one space dimension with continuously-varying coefficients. By considering all paths along which information arrives at a given point, the solution is expressed as an…
In this note we provide an algorithm for computing the fractional integrals of orthogonal polynomials, which is more stable than that using the expression of the polynomials w.r.t. the canonical basis. This algorithm is aimed at solving…
Boundary problem for linear partial differential algebraic equations system with multiple characteristic curves is considered. It is supposed that matrix-functions pencil of the system under consideration is smoothly equivalent to special…
The detailed construction of the general solution of a second order non-homogenous linear operatordifference equation is presented. The wide applicability of such an equation as well as the usefulness of its resolutive formula is shown by…
In this paper we study in a Hilbert space a homogeneous linear second order difference equation with nonconstant and noncommuting operator coefficients. We build its exact resolutive formula consisting in the explicit non-iterative…
During the past three decades, the advantageous concept of the Green's function has been extended from linear systems to nonlinear ones. At that, there exist a rigorous and an approximate extensions. The rigorous extension introduces the…
In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…