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In this paper, we propose a $\mu$-mode integrator for computing the solution of stiff evolution equations. The integrator is based on a $d$-dimensional splitting approach and uses exact (usually precomputed) one-dimensional matrix…

Numerical Analysis · Mathematics 2022-02-09 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann , Franco Zivcovich

We derive a numerical method, based on operator splitting, to abstract parabolic semilinear boundary coupled systems. The method decouples the linear components which describe the coupling and the dynamics in the bulk and on the surface,…

Numerical Analysis · Mathematics 2022-10-19 Petra Csomós , Bálint Farkas , Balázs Kovács

A posteriori error estimates in the maximum norm are studied for various time-semidiscretisations applied to a class of linear parabolic equations. We summarise results from the literature and present some new improved error bounds. Crucial…

Numerical Analysis · Mathematics 2022-12-23 Torsten Linß , Natalia Kopteva , Goran Radojev , Martin Ossadnik

A technique is described in this paper to avoid order reduction when integrating reaction-diffusion initial boundary value problems with explicit exponential Rosenbrock methods. The technique is valid for any Rosenbrock method, without…

Numerical Analysis · Mathematics 2023-07-25 Begoña Cano , María Jesús Moreta

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

Numerical Analysis · Mathematics 2026-04-02 Fernando Casas , Ander Murua

We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully…

Analysis of PDEs · Mathematics 2021-12-22 Xavier Cabre , Serena Dipierro , Enrico Valdinoci

We propose and analyze a posteriori error estimators for an optimal control problem that involves an elliptic partial differential equation as state equation and a control variable that enters the state equation as a coefficient; pointwise…

Optimization and Control · Mathematics 2022-03-31 Francisco Fuica , Enrique Otarola

We construct a general framework for deriving error bounds for conic feasibility problems. In particular, our approach allows one to work with cones that fail to be amenable or even to have computable projections, two previously challenging…

Optimization and Control · Mathematics 2022-10-17 Scott B. Lindstrom , Bruno F. Lourenço , Ting Kei Pong

Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…

Numerical Analysis · Mathematics 2024-11-15 Andrew Horning , Adam R. Gerlach

Properties of partial integrals such as real and complex-valued polynomial, multiple polynomial, exponential, and conditional for ordinary differential systems are studied. The possibilities of constructing first integrals and last…

Classical Analysis and ODEs · Mathematics 2018-09-20 V. N. Gorbuzov

We describe a highly efficient numerical scheme for finding two-sided bounds for the eigenvalues of the fractional Laplace operator (-Delta)^{alpha/2} in the unit ball D in R^d, with a Dirichlet condition in the complement of D. The…

Analysis of PDEs · Mathematics 2017-05-17 Bartłomiej Dyda , Alexey Kuznetsov , Mateusz Kwaśnicki

We consider the nonlinear Schr\"odinger equation with dispersion modulated by a (formal) derivative of a time-dependent function with fractional Sobolev regularity of class $W^{\alpha,2}$ for some $\alpha\in (0,1)$. Due to the loss of…

Numerical Analysis · Mathematics 2018-11-05 Martina Hofmanová , Marvin Knöller , Katharina Schratz

We develop a novel a posteriori error estimator for the $L^2$ error committed by the finite element discretization of the solution of the fractional Laplacian. Our a posteriori error estimator takes advantage of the semi-discretization…

Numerical Analysis · Mathematics 2023-03-14 Raphaël Bulle , Olga Barrera , Stéphane P. A. Bordas , Franz Chouly , Jack S. Hale

We consider the application of implicit and linearly implicit (Rosenbrock-type) peer methods to matrix-valued ordinary differential equations. In particular the differential Riccati equation (DRE) is investigated. For the Rosenbrock-type…

Numerical Analysis · Mathematics 2018-07-26 Peter Benner , Norman Lang

We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…

Optimization and Control · Mathematics 2020-08-07 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

This manuscript presents a novel and reliable third-order iterative procedure for computing the zeros of solutions to second-order ordinary differential equations. By approximating the solution of the related Riccati differential equation…

Numerical Analysis · Mathematics 2026-01-08 Dhivya Prabhu K , Sanjeev Singh , Antony Vijesh

This paper proposes a new gradient-based optimization approach for designing optimal feedback kernels for parabolic distributed parameter systems with boundary control. Unlike traditional kernel optimization methods for parabolic systems,…

Optimization and Control · Mathematics 2016-03-16 Zhigang Ren , Chao Xu , Qun Lin , Ryan Loxton

Complex functions have multiple uses in various fields of study, so analyze their characteristics it is of extensive interest to other sciences. This work begins with a particular class of rational functions of a complex variable; over this…

Econometrics · Economics 2019-07-16 Guillermo Daniel Scheidereiter , Omar Roberto Faure

The Riccati equations reducible to first-order linear equations by an appropriate change the dependent variable are singled out. All these equations are integrable by quadrature. A wide class of linear ordinary differential equations…

Classical Analysis and ODEs · Mathematics 2011-08-02 Nail H. Ibragimov

We are concerned with the problem of recovering the radial kernel $k$, depending also on time, in the parabolic integro-differential equation $$D_{t}u(t,x)={\cal A}u(t,x)+\int_0^t k(t-s,|x|){\cal B}u(s,x)ds +\int_0^t D_{|x|}k(t-s,|x|){\cal…

Analysis of PDEs · Mathematics 2007-05-23 A. Favaron , A. Lorenzi