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A Bayesian lattice filtering and smoothing approach is proposed for fast and accurate modeling and inference in multivariate non-stationary time series. This approach offers computational feasibility and interpretable time-frequency…

Methodology · Statistics 2019-07-23 Wenjie Zhao , Raquel Prado

Small-size acoustic arrays exploit spatial diversity to achieve capabilities beyond those of single-element devices, with applications ranging from teleconferencing to immersive multimedia. A key requirement for broadband array processing…

Signal Processing · Electrical Eng. & Systems 2025-08-19 Federico Miotello , Davide Albertini , Alberto Bernardini

The paper discusses the relationships between electrical and affine differential geometry quantities, establishing a link between frequency and time derivatives of voltage, through the utilization of affine geometric invariants. Based on…

Differential Geometry · Mathematics 2024-09-26 Ali Alshawabkeh , Georgios Tzounas , Angel Molina-Garcia , Federico Milano

A class of nonstandard pseudospectral time domain (PSTD) schemes for solving time-dependent hyperbolic and parabolic partial differential equations (PDEs) is introduced. These schemes use the Fourier collocation spectral method to compute…

Computational Physics · Physics 2018-03-23 Bradley E. Treeby , Elliott S. Wise , B. T. Cox

In this paper, we propose an equivariant degree based method to study bifurcation of periodic solutions (of constant period) in symmetric networks of reversible FDEs. Such a bifurcation occurs when eigenvalues of linearization move along…

Dynamical Systems · Mathematics 2016-02-02 Zalman Balanov , Haopin Wu

In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

Numerical Analysis · Mathematics 2026-01-27 Arshyn Altybay

We present a computationally efficient approach to solve the time-dependent Kohn-Sham equations in real-time using higher-order finite-element spatial discretization, applicable to both pseudopotential and all-electron calculations. To this…

Computational Physics · Physics 2019-10-02 Bikash Kanungo , Vikram Gavini

For a class of partial differential algebraic equations (PDAEs) of quasi-linear type which include nonlinear terms of convection type a possibility to determine a time and spatial index is considered. As a typical example we investigate an…

Numerical Analysis · Mathematics 2013-03-19 Wenfried Lucht , Kristian Debrabant

In the present note we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs): from one side they could look standard, since they are, real, symmetric…

Numerical Analysis · Mathematics 2021-12-08 M. Bogoya , S. M. Grudsky , S. Serra-Capizzano , C. Tablino-Possio

We introduce suitable coordinate systems for pipes and their variants that allow us to transform partial differential equations (PDEs) on the pipe surfaces or in the solid pipes into computational domains with fixed limits/ranges. Such a…

Numerical Analysis · Mathematics 2025-09-09 Shuaifei Hu , Yujian Jiao , Desong Kong , Li-Lian Wang

In this paper we show that the classical problem of frequency estimation can be formulated and solved efficiently in an empirical Bayesian framework by assigning a uniform a priori probability distribution to the unknown frequency. We…

Signal Processing · Electrical Eng. & Systems 2020-10-27 Giorgio Picci , Bin Zhu

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…

Numerical Analysis · Mathematics 2020-04-22 Xavier Antoine , François Fillion-Gourdeau , Emmanuel Lorin , Steve McLean

Rapidly developing machine learning methods has stimulated research interest in computationally reconstructing differential equations (DEs) from observational data which may provide additional insight into underlying causative mechanisms.…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Xiangting Li , Qijing Shen , Tom Chou

We reconsider the procedure of calculation of fermion-boson vertices and numerical solution of Bethe-Salpeter equations, used in non-local extensions of dynamical mean-field theory. Because of the frequency dependence of vertices, finite…

Strongly Correlated Electrons · Physics 2020-01-13 A. Katanin

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

We propose an algorithm based on variational quantum imaginary time evolution for solving the Feynman-Kac partial differential equation resulting from a multidimensional system of stochastic differential equations. We utilize the…

We study inverse boundary problems for evolutionary PDEs using only a single passive boundary observation, where data from an unknown internal source propagate through an unknown medium without active inputs. The goal is the simultaneous…

Analysis of PDEs · Mathematics 2026-05-26 Lu Chen , Yan Jiang , Hongyu Liu , Catharine W. K. Lo , Longyue Tao

We construct stable periodic solutions for a simple form nonlinear delay differential equation (DDE) with a periodic coefficient. The equation involves one underlying nonlinearity with the multiplicative periodic coefficient. The well-known…

Dynamical Systems · Mathematics 2024-02-14 Anatoli Ivanov , Sergiy Shelyag

Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…

Methodology · Statistics 2014-08-13 Wen-Hsi Yang , Scott H. Holan , Christopher K. Wikle
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