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We present a numerical scheme for the resolution of matrix Riccati equation used in control problems. The scheme is unconditionnally stable and the solution is definite positive at each time step of the resolution. We prove the convergence…

Numerical Analysis · Mathematics 2011-01-24 François Dubois , Abdelkader Saïdi

We show that if the nearly-linear time solvers for Laplacian matrices and their generalizations can be extended to solve just slightly larger families of linear systems, then they can be used to quickly solve all systems of linear equations…

Computational Complexity · Computer Science 2017-09-26 Rasmus Kyng , Peng Zhang

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay

A new technique for approximating the entire solution set for a nonlinear system of relations (nonlinear equations, inequalities, etc. involving algebraic, smooth, or even continuous functions) is presented. The technique is to first plot…

Numerical Analysis · Computer Science 2017-12-07 David I. Spivak

We consider the stability of a system of equations which are a singular perturbation of the incompressible rigid-plastic flow equations used to model granular flow. A linear stability analysis shows that solutions of these equations are…

Soft Condensed Matter · Physics 2007-05-23 Shaun Hendy

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

The objective of this work is to present a novel approach for the solution of Pentadiagonal Toeplitz systems of equations that is both faster and more effective than existing classical direct methods. The distinctive structure of…

Numerical Analysis · Mathematics 2024-05-10 Shahin Hasanbeigi

A nonlinear partial differential equation is a nonlinear relationship between an unknown function and how it changes due to two or more input variables. A numerical method reduces such an equation to arithmetic for quick visualization, but…

History and Overview · Mathematics 2019-09-27 R. Corban Harwood

Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…

Mathematical Software · Computer Science 2026-05-25 Xiaoye Sherry Li , Yang Liu

A numerical technique used to solve boundary value problems is modified to find periodic steady-state solutions of nonautonomous dynamical systems. The technique uses a matrix representation of the time derivative obtained through…

Dynamical Systems · Mathematics 2007-05-23 Rafael G. Campos , Gilberto O. Arciniega

This note presents a numerical example worked out in order to illustrate the solution to the output regulation problem with quadratic stability for linear switching systems derived in [1].

Systems and Control · Computer Science 2013-08-27 Elena Zattoni , Anna Maria Perdon , Giuseppe Conte

A method for enhancing the stability and robustness of explicit schemes in computational fluid dynamics is presented. The method is based in reformulating explicit schemes in matrix form, which cane modified gradually into semi or…

Mathematical Physics · Physics 2009-11-10 A. A. Hujeirat

An effective method to obtain exact analytical solutions of equations describing the coherent dynamics of multilevel systems is presented. The method is based on the usage of orthogonal polynomials, integral transforms and their discrete…

Classical Analysis and ODEs · Mathematics 2007-05-23 V. A. Savva , V. I. Zelenkov , A. S. Mazurenko

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 paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming

For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…

Dynamical Systems · Mathematics 2016-12-14 Nicholas Apostolopoulos , Fernando Ortega , Grigoris Kalogeropoulos

A novel method, connecting the space of solutions of a linear differential equation, of arbitrary order, to the space of monomials, is used for exploring the algebraic structure of the solution space. Apart from yielding new expressions for…

Mathematical Physics · Physics 2007-05-23 N. Gurappa , Prasanta K. Panigrahi , T. Shreecharan

Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…

Statistical Mechanics · Physics 2023-12-12 Ryan T. Grimm , Joel D. Eaves

A novel approach is introduced for deriving exact solutions to nonlinear systems of ordinary differential equations. This method consists of four parts. In the initial part, the examined nonlinear differential equation system is transformed…

Exactly Solvable and Integrable Systems · Physics 2025-08-25 Prakash Kumar Das

We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…

Dynamical Systems · Mathematics 2019-02-21 Elena Braverman , Basak Karpuz