Related papers: Exponentially convergent numerical-analytical meth…
We develop a finite-dimensional approximation of the Frobenius-Perron operator using the finite volume method applied to the continuity equation for the evolution of probability. A Courant-Friedrichs-Lewy condition ensures that the…
The strong convergence of numerical methods for stochastic differential equations (SDEs) for $t\in[0,\infty)$ is proved. The result is applicable to any one-step numerical methods with Markov property that have the finite time strong…
It is an established fact that a finite difference operator approximates a derivative with a fixed algebraic rate of convergence. Nevertheless, we exhibit a new finite difference operator and prove it has spectral accuracy. Its rate of…
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…
A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…
The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…
Numerically solving high-dimensional random parametric PDEs poses a challenging computational problem. It is well-known that numerical methods can greatly benefit from adaptive refinement algorithms, in particular when functional…
We consider second-order functional differential operators with a constant delay. Properties of their spectral characteristics are obtained and a nonlinear inverse problem is studied, which consists in recovering the operators from their…
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…
Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the…
This paper is devoted to a nonlinear singular Riemann-Liouville type fractional differential equation, the local existence of whose continuous solutions under the weakest condition remained as an open problem until now. The singularity of…
In this work, we present a comprehensive framework for approximating the weakly singular power-law kernel $t^{\alpha-1}$ of fractional integral and differential operators, where $\alpha \in (0,1)$ and $t \in [\delta,T]$ with…
We present the singular Euler--Maclaurin expansion, a new method for the efficient computation of large singular sums that appear in long-range interacting systems in condensed matter and quantum physics. In contrast to the traditional…
The paper deals with Sturm-Liouville-type operators with frozen argument of the form $\ell y:=-y''(x)+q(x)y(a),$ $y^{(\alpha)}(0)=y^{(\beta)}(1)=0,$ where $\alpha,\beta\in\{0,1\}$ and $a\in[0,1]$ is an arbitrary fixed rational number. Such…
We prove that the finite-difference based derivative-free descent (FD-DFD) methods have a capability to find the global minima for a class of multiple minima problems. Our main result shows that, for a class of multiple minima objectives…
We treat the eigenvalue problem posed by self-similar potentials, i.e. homogeneous functions under a particular affine transformation, by means of symmetry techniques. We find that the eigenfunctions of such problems are localized, even…
We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…
This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…
In this paper, we address the well-known challenge in the numerical solution of time-fractional partial differential equations (TFPDEs), namely, that the dependence on all previous time levels leads to storage requirements that grow…
We present a semi-decision procedure to tackle first order differential equations, with Liouvillian functions in the solution (LFOODEs). As in the case of the Prelle-Singer procedure, this method is based on the knowledge of the integrating…