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We present an efficient and validated method for approximating the stationary measures of random dynamical systems with smooth additive noise. The approach leverages the strong regularizing properties of the associated transfer operator…
We consider stochastic and deterministic three-wave semi-linear systems with bounded and almost continuous set of frequencies. Such systems can be obtained by considering nonlinear lattice dynamics or truncated partial differential…
The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…
The numerical solution of spectral fractional diffusion problems in the form ${\mathcal A}^\alpha u = f$ is studied, where $\mathcal A$ is a selfadjoint elliptic operator in a bounded domain $\Omega\subset {\mathbb R}^d$, and $\alpha \in…
We propose two Euler-Maruyama (EM) type numerical schemes in order to approximate the invariant measure of a stochastic differential equation (SDE) driven by an $\alpha$-stable L\'evy process ($1<\alpha<2$): an approximation scheme with the…
We analyze the spectral properties and peculiar behavior of solutions of a damped wave equation on a finite interval with a singular damping of the form $\alpha/x$, $\alpha>0$. We establish the exponential stability of the semigroup for all…
We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin…
An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…
Time series averaging in dynamic time warping (DTW) spaces has been successfully applied to improve pattern recognition systems. This article proposes and analyzes subgradient methods for the problem of finding a sample mean in DTW spaces.…
We introduce a framework for subspace methods which approximate the spectra of self-adjoint, unbounded operators in a local region. Using the projection-valued measure, we derive integrated spectral inequalities that also apply to unbounded…
We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an…
This paper is presented to give numerical solutions of some cases of nonlinear wave-like equations with variable coefficients by using Reduced Differential Transform Method (RDTM). RDTM can be applied most of the physical, engineering,…
In this paper, a novel method to adaptively approximate the solution to stochastic differential equations, which is based on compressive sampling and sparse recovery, is introduced. The proposed method consider the problem of sparse…
In this paper, we consider an inverse problem for a nonlinear wave equation with a damping term and a general nonlinear term. This problem arises in nonlinear acoustic imaging and has applications in medical imaging and other fields. The…
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we…
An efficient despeckling method using a quantum-inspired adaptive threshold function is presented for reducing noise of ultrasound images. In the first step, the ultrasound image is decorrelated by an spectrum equalization procedure due to…
The aim of this paper is to propose a new method for numerical approximations of the solution of the linear stochastic partial differential equation arising in non-linear filtering problems: the Zaka\"i equation. The approximation scheme is…
We study numerical methods for solving a system of quasilinear stochastic partial differential equations known as the stochastic Landau-Lifshitz-Bloch (LLB) equation on a bounded domain in $\mathbb R^d$ for $d=1,2$. Our main results are…
In this overview paper, we show existence of smooth solitary-wave solutions to the nonlinear, dispersive evolution equations of the form \begin{equation*} \partial_t u + \partial_x(\Lambda^s u + u\Lambda^r u^2) = 0, \end{equation*} where…
Main purpose of this paper is to study the following semi-linear structurally damped wave equation with nonlinearity of derivative type: $$u_{tt}- \Delta u+ \mu(-\Delta)^{\sigma/2} u_t= |u_t|^p,\quad u(0,x)= u_0(x),\quad u_t(0,x)=u_1(x),$$…