Related papers: A New Fast Numerical Method for One-Dimensional No…
In this paper we propose fast solution methods for the Cauchy problem for the multidimensional Schr\"odinger equation. Our approach is based on the approximation of the data by the basis functions introduced in the theory of approximate…
This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…
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…
We consider discrete sine-Gordon equation on branched domains. The latter is modeled in terms of the metric graphs with discrete bonds having the form of the branched 1D chains. Exact analytical solutions of the problem are obtained for…
In this paper, we present a staggered discontinuous Galerkin (SDG) method for a class of nonlinear elliptic equations in two dimensions. The SDG methods have some distinctive advantages, and have been successfully applied to a wide range of…
Different efficient and accurate numerical methods have recently been proposed and analyzed for the nonlinear Klein-Gordon equation (NKGE) with a dimensionless parameter $\varepsilon\in (0,1]$, which is inversely proportional to the speed…
In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…
In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…
We present a brief survey on the modern tensor numerical methods for multidimensional stationary and time-dependent partial differential equations (PDEs). The guiding principle of the tensor approach is the rank-structured separable…
Many iterative methods in applied mathematics can be thought of as fixed-point iterations, and such algorithms are usually analyzed analytically, with inequalities. In this paper, we present a geometric approach to analyzing contractive and…
We discuss a numerical scheme to solve the continuum Kardar-Parisi-Zhang equation in generic spatial dimensions. It is based on a momentum-space discretization of the continuum equation and on a pseudo-spectral approximation of the…
Requiring an infinite number of conserved local charges or the existence of an underlying linear system does not uniquely determine the Moyal deformation of 1+1 dimensional integrable field theories. As an example, the sine-Gordon model may…
A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…
This study debuts a new spline dimensional decomposition (SDD) for uncertainty quantification analysis of high-dimensional functions, including those endowed with high nonlinearity and nonsmoothness, if they exist, in a proficient manner.…
We propose some multigrid methods for solving the algebraic systems resulting from finite element approximations of space fractional partial differential equations (SFPDEs). It is shown that our multigrid methods are optimal, which means…
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
We present a new complex non-stationary particle-like solution of the non-linear Klein-Gordon equation with several spatial variables. The construction is based on reduction to an ordinary differential equation.
We propose a procedure for the numerical approximation of invariance equations arising in the moment matching technique associated with reduced-order modeling of high-dimensional dynamical systems. The Galerkin residual method is employed…
As I briefly review, the sine-Gordon model may be obtained by dimensional and algebraic reduction from 2+2 dimensional self-dual U(2) Yang-Mills through a 2+1 dimensional integrable U(2) sigma model. I argue that the noncommutative (Moyal)…