English
Related papers

Related papers: On an index reduction method by deflation for diff…

200 papers

Data-driven modeling of dynamical systems often faces numerous data-related challenges. A fundamental requirement is the existence of a unique set of parameters for a chosen model structure, an issue commonly referred to as identifiability.…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Arthur N. Montanari , François Lamoline , Robert Bereza , Jorge Gonçalves

Constrained mechanical multibody systems arise in many important applications like robotics, vehicle and machinery dynamics and biomechanics of locomotion of humans. These systems are described by the Euler-Lagrange equations which are…

Numerical Analysis · Mathematics 2016-05-31 Brahim Benhammouda

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

In the present study, a numerical method, perturbation-iteration algorithm (shortly PIA), have been employed to give approximate solutions of nonlinear fractional-integro differential equations (FIDEs). Comparing with the exact solution,…

Numerical Analysis · Mathematics 2016-07-28 Mehmet Senol , I. T. Dolapci

Deep learning is a powerful tool for solving nonlinear differential equations, but usually, only the solution corresponding to the flattest local minimizer can be found due to the implicit regularization of stochastic gradient descent. This…

Numerical Analysis · Mathematics 2021-03-17 Yiqi Gu , Chunmei Wang , Haizhao Yang

This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted…

Numerical Analysis · Mathematics 2017-01-24 X. G. Zhu , Y. F. Nie

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

This paper is devoted to the analysis of linear second order discrete-time descriptor systems (or singular difference equations (SiDEs) with control). Following the algebraic approach proposed by Kunkel and Mehrmann for pencils of matrix…

Numerical Analysis · Mathematics 2020-05-13 Vu Hoang Linh , Ha Phi

Discretization methods for differential-algebraic equations (DAEs) are considered that are based on the integration of an associated inherent ordinary differential equation (ODE). This allows to make use of any discretization scheme…

Numerical Analysis · Mathematics 2022-05-18 Peter Kunkel , Volker Mehrmann

Two combined methods for computing solutions of time-varying semilinear differential-algebraic equations (descriptor systems) are obtained. When constructing the methods, time-varying spectral projectors which can be found numerically are…

Numerical Analysis · Mathematics 2026-03-18 Maria Filipkovska

To further study the application of waveform relaxation methods in fluid dynamics in actual computation, this paper provides a general theoretical analysis of discrete-time waveform relaxation methods for solving linear DAEs. A class of…

Numerical Analysis · Mathematics 2015-11-05 Xi Yang

We suggest method based on the skeleton decomposition of linear operators in order to reduce ill-posed degenerate differential equations to the non-classic initial-value problem enjoying unique solution

Classical Analysis and ODEs · Mathematics 2016-01-25 N. Sidorov , D. Sidorov , Y. Li

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

Numerical Analysis · Mathematics 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz

In this paper, we present a new SDC scheme for solving semi-explicit DAEs with the ability to be parallelized in which only the differential equations are numerically integrated is presented. In Shu et al. (2007) it was shown that SDC for…

Numerical Analysis · Mathematics 2026-01-26 Matthias Bolten , Lisa Wimmer

This paper studies the contraction property of time-varying differential-algebraic equation (DAE) systems by embedding them to higher-dimension ordinary differential equation (ODE) systems. The first result pertains to the equivalence of…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Hao Yin , Bayu Jayawardhana , Stephan Trenn

In this paper, we present methods to simplify reducible linear differential systems before solving. Classical integrals appear naturally as solutions of such systems. We will illustrate the methods developed in a previous paper on several…

Classical Analysis and ODEs · Mathematics 2021-09-30 Thomas Dreyfus , Jacques-Arthur Weil

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

In this paper we generalize the technique of deflation to define two new methods to systematically find many local minima of a nonlinear least squares problem. The methods are based on the Gauss-Newton algorithm, and as such do not require…

Numerical Analysis · Mathematics 2025-06-13 Alban Bloor Riley , Marcus Webb , Michael L Baker

We introduce a numerical method for the numerical solution of the so-called Lur'e matrix equations that arise in balancing-related model reduction and linear-quadratic infinite time horizon optimal control. Based on the fact that the set of…

Numerical Analysis · Mathematics 2011-01-07 Federico Poloni , Timo Reis