Related papers: A New Fast Numerical Method for One-Dimensional No…
Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…
The efficient simulation of the mean value of a non-linear functional of the solution to a linear stochastic partial differential equation (SPDE) with additive Gaussian noise is considered. A Galerkin finite element method is employed along…
In this work, we present two numerical methods to approximate solutions of systems of dissipative sine-Gordon equations that arise in the study of one-dimensional, semi-infinite arrays of Josephson junctions coupled through superconducting…
Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computation domains, etc.…
In this article one will discuss the system of coupled nonlinear Klein-Gordon equations with different velocities and different masses. The nonlinearity considered is a general quadratic nonlinearity without any restriction. The method is a…
This paper proposes a thorough theoretical analysis of Stochastic Gradient Descent (SGD) with non-increasing step sizes. First, we show that the recursion defining SGD can be provably approximated by solutions of a time inhomogeneous…
In the present paper we initiate the variational analysis of a super sinh-Gordon system on compact surfaces, yielding the first example of non-trivial solution of min-max type. The proof is based on a linking argument jointly with a…
We apply the discontinuous Galerkin finite element method with a degree $p$ polynomial basis to the linear advection equation and derive a PDE which the numerical solution solves exactly. We use a Fourier approach to derive polynomial…
We consider an 1D partial integro-differential equation (PIDE) comprising of an 1D parabolic partial differential equation (PDE) and a nonlocal integral term. The control input is applied on one of the boundaries of the PIDE. Partitioning…
We introduce an efficient and accurate staggered-grid finite-difference (SGFD) method to solve the two-dimensional elastic wave equation. We use a coupled first-order stress-velocity formulation. In the standard implementation of SGFD…
In this paper, developing a new approach based on Fourier analysis methods for dispersive PDEs, we establish a low regularity NLS approximation for the one-dimensional cubic Klein-Gordon equation. Our main result includes energy class…
We present an efficient numerical method, inspired by transformation optics, for solving the Poisson equation in complex and arbitrarily shaped geometries. The approach operates by mapping the physical domain to a uniform computational…
We consider the problem of finding approximate analytical solutions for nonlinear equations typical of physics applications. The emphasis is on the modification of the method of Pad\'e approximants that are known to provide the best…
In this paper, we propose a reproducing kernel Hilbert space method (RKHSM) for solving the sine--Gordon (SG) equation with initial and boundary conditions based on the reproducing kernel theory. Its exact solution is represented in the…
We propose a novel approach to numerically approximate McKean-Vlasov stochastic differential equations (MV-SDE) using stochastic gradient descent (SGD) while avoiding the use of interacting particle systems (IPS) {and the associated…
An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…
Reliable methods for obtaining time-dependent solutions of Langevin equations are in high demand in the field of non-equilibrium theory. In this paper, we present a new method based on variational superposed Gaussian approximation (VSGA)…
Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…
We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…
In this paper, we develop a novel method for fast geodesic distance queries. The key idea is to embed the mesh into a high-dimensional space, such that the Euclidean distance in the high-dimensional space can induce the geodesic distance in…