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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…
A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…
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,…
Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the…
Recently, the numerical solution of multi-frequency, highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. When the problem derives from the space semi-…
The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…
This short note completes the symmetry analysis of a class of quasi-linear partial differential equations considered in the previous paper (Nonlinear Dynamics, Vol. 51, 309-316 (2008)): it deals with the presence of an "exceptional" Lie…
This paper presents a novel approach to rigorously solving initial value problems for semilinear parabolic partial differential equations (PDEs) using fully spectral Fourier-Chebyshev expansions. By reformulating the PDE as a system of…
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…
The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…
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…
This paper provides a methodology of verified computing for solutions to 1-dimensional advection equations with variable coefficients. The advection equation is typical partial differential equations (PDEs) of hyperbolic type. There are few…
This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…
Nowadays, fractional differential equations are a well established tool to model phenomena from the real world. Since the analytical solution is rarely available, there is a great effort in constructing efficient numerical methods for their…
Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…
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…
We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and…
We present a novel energy-based numerical analysis of semilinear diffusion-reaction boundary value problems. Based on a suitable variational setting, the proposed computational scheme can be seen as an energy minimisation approach. More…
Lie symmetry method is applied to find analytic solutions of initial-boundary-value problems of transient conduction in semi-infinite solid with constant surface temperature or constant heat flux condition. The solutions are obtained in a…
We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…