Related papers: A New Fast Numerical Method for One-Dimensional No…
We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
We discuss an O(N) exension of the Sine-Gordon (S-G)equation which allows us to perform an expansion around the leading order in large-N result using Path-Integral methods. In leading order we show our methods agree with the results of a…
The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the…
In this paper we propose new approaches to estimating large dimensional monotone index models. This class of models has been popular in the applied and theoretical econometrics literatures as it includes discrete choice, nonparametric…
We consider a scalar Hamiltonian nonlinear wave equation formulated on networks; this is a non standard problem because these domains are not locally homeomorphic to any subset of the Euclidean space. More precisely, we assume each edge to…
We investigate mathematically a nonlinear approximation type approach recently introduced in [A. Ammar et al., J. Non-Newtonian Fluid Mech., 2006] to solve high dimensional partial differential equations. We show the link between the…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
A systematic group-theoretical analysis of the supersymmetric sinh-Gordon equation is performed. A generalization of the method of prolongations is used to determine the Lie superalgebra of symmetries, and the method of symmetry reduction…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
We propose a geometric numerical analysis of SDEs admitting Lie symmetries which allows us to individuate a symmetry adapted coordinates system where the given SDE has notable invariant properties. An approximation scheme preserving the…
We present an explicit solver of the three-dimensional screened and unscreened Poisson's equation which combines accuracy, computational efficiency and versatility. The solver, based on a mixed plane-wave / interpolating scaling function…
Rigorous use of SUSYQM approach applied for Klein-Gordon equation with scalar and vector potentials is discussed. The method is applied to solve exactly, for bound states, two models with position-dependent masses and…
We study the two-dimensional stochastic sine-Gordon equation (SSG) in the hyperbolic setting. In particular, by introducing a suitable time-dependent renormalization for the relevant imaginary multiplicative Gaussian chaos, we prove local…
Recently, it has been great interest in the development of methods for solving nonlinear differential equations directly. Here, it is shown an algorithm based on Pad\'e approximants for solving nonlinear partial differential equations…
A fast multigrid solver is presented for high-order accurate Stokes problems discretised by local discontinuous Galerkin (LDG) methods. The multigrid algorithm consists of a simple V-cycle, using an element-wise block Gauss-Seidel smoother.…
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…
A new method of numerical solution for partial differential equations is proposed. The method is based on a fast matrix multiplication algorithm. Two-dimensional Poison equation is used for comparison of the proposed method with…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
We consider the problem of approximating the girth, $g$, of an unweighted and undirected graph $G=(V,E)$ with $n$ nodes and $m$ edges. A seminal result of Itai and Rodeh [SICOMP'78] gave an additive $1$-approximation in $O(n^2)$ time, and…