Related papers: An ODE--based approach to some Riemann--Hilbert pr…
This report concerns the inverse problem of estimating a spacially dependent coefficient of a partial differential equation from observations of the solution at the boundary. Such a problem can be formulated as an optimal control problem…
In this article, a modification of the rapidly convergent approximation method is proposed to solve a coupled Korteweg-de Vries equations with conformable derivative that govern shallow-water waves. Based on the Leibniz and chain rule of…
We consider stochastic differential equations driven by a general L\'evy processes (SDEs) with infinite activity and the related, via the Feynman-Kac formula, Dirichlet problem for parabolic integro-differential equation (PIDE). We…
Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…
In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…
The Riemann problem for first-order hyperbolic systems of partial differential equations is of fundamental importance for both theoretical and numerical purposes. Many approximate solvers have been developed for such systems; exact solution…
We consider parameter estimation of ordinary differential equation (ODE) models from noisy observations. For this problem, one conventional approach is to fit numerical solutions (e.g., Euler, Runge--Kutta) of ODEs to data. However, such a…
In this paper, we revisit Radlow's innovative approach to diffraction by a penetra ble wedge by means of a double Wiener-Hopf technique. We provide a constructive way of obtaining his ansatz and give yet another reason for why his ansatz…
In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…
I introduce an innovative methodology for deriving numerical models of systems of partial differential equations which exhibit the evolution of spatial patterns. The new approach directly produces a discretisation for the evolution of the…
We show a general method allowing the solution calculation, in the form of a power series, for a very large class of nonlinear Ordinary Differential Equations (ODEs), namely the real analytic $\sigma\pi$-ODEs (and, more in general, the real…
Differential equations have void applications in several practical situations, sciences, and non sciences as Euler Lagrange equation in classical mechanics, Radioactive decay in nuclear physics, Navier Stokes equations in fluid dynamics,…
In the present work, an attempted was made to develop a numerical algorithm by the use of new orthogonal hybrid functions formed from hybrid of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal…
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…
In this paper, we give an algorithm for finding general rational solutions of a given first-order ODE with parametric coefficients that occur rationally. We present an analysis, complete modulo Hilbert's irreducibility problem, of the…
The goal of the present paper is to propose an enhanced ordinary differential equations solver by exploitation of the powerful equivalence method of \'Elie Cartan. This solver returns a target equation equivalent to the equation to be…
The geometrical diffraction theory, in the sense of Keller,is here reconsidered as an obstacle problem in the Riemannian geometry. The first result is the proof of the existence and the analysis of the main properties of the diffracted…
We introduce a method, based on the Poincare-Hopf index theorem, to classify solutions to overdetermined problems for fully nonlinear elliptic equations in domains diffeomorphic to a closed disk. Applications to some well-known nonlinear…
This paper concerns the numerical valuation of swing options with discrete action times under a linear two-factor mean-reverting model with jumps. The resulting sequence of two-dimensional partial integro-differential equations (PIDEs) are…