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The rational solutions of the Painlev\'e-II equation appear in several applications and are known to have many remarkable algebraic and analytic properties. They also have several different representations, useful in different ways for…
We consider a family of parallel methods for constrained optimization based on projected gradient descents along individual coordinate directions. In the case of polyhedral feasible sets, local convergence towards a regular solution occurs…
We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…
Purely numerical methods do not always provide an accurate way to find all the global solutions to nonlinear ODE on infinite intervals. For example, finite-difference methods fail to capture the asymptotic behavior of solutions, which might…
We apply the asymptotic iteration method (AIM) [J. Phys. A: Math. Gen. 36, 11807 (2003)] to solve new classes of second-order homogeneous linear differential equation. In particular, solutions are found for a general class of eigenvalue…
We study the defocusing nonlinear Schr\"odinger equation in the quarter plane with asymptotically periodic boundary values. By studying an associated Riemann-Hilbert problem and employing nonlinear steepest descent arguments, we construct…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
We investigate the numerical artifact known as a carbuncle, in the solution of the shallow water equations. We propose a new Riemann solver that is based on a local measure of the entropy residual and aims to avoid carbuncles while…
We consider the initial-value problem for the ``good'' Boussinesq equation on the line. Using inverse scattering techniques, the solution can be expressed in terms of the solution of a $3 \times 3$-matrix Riemann-Hilbert problem. We…
This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…
For solving linear ill-posed problems regularization methods are required when the right hand side is with some noise. In the present paper regularized solutions are obtained by implicit iteration methods in Hilbert scales. % By exploiting…
It is well known that symplectic methods have been rigorously shown to be superior to non-symplectic ones especially in long-time computation, when applied to deterministic Hamiltonian systems. In this paper, we attempt to study the…
Over the past decade, stochastic algorithms have emerged as scalable and efficient tools for solving large-scale ill-posed inverse problems by randomly selecting subsets of equations at each iteration. However, due to the ill-posedness and…
Consider linear ill-posed problems governed by the system $A_i x = y_i$ for $i =1, \cdots, p$, where each $A_i$ is a bounded linear operator from a Banach space $X$ to a Hilbert space $Y_i$. In case $p$ is huge, solving the problem by an…
In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold, and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order…
Optimization under the symplecticity constraint is an approach for solving various problems in quantum physics and scientific computing. Building on the results that this optimization problem can be transformed into an unconstrained problem…
We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…
In 1978, A. C. Newell [SIAM J. Appl. Math. 35(4) (1978) 650-664] proposed an exactly solvable model called Newell equation, which simulates the investigation of significant interaction mechanism between long and short waves. Nearly fifty…
Riemann problems at geometric discontinuities are a classic and fascinating issue of hydraulics. In the present paper, the complete solution to the Riemann problem of the one-dimensional Shallow water Equations at monotonic width…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…