Related papers: Folding Difference and Differential Systems into H…

Systems of two ordinary and partial differential equations (ODEs and PDEs) had been obtained from a scalar complex ODE by splitting it into its real and imaginary parts. The procedure was also carried out to obtain a four dimensional system…

Lie systems form a class of systems of first-order ordinary differential equations whose general solutions can be described in terms of certain finite families of particular solutions and a set of constants, by means of a particular type of…

In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…

Kahan introduced an explicit method of discretization for systems of first order differential equations with nonlinearities of degree at most two (quadratic vector fields). Kahan's method has attracted much interest due to the fact that it…

This article is the third in a series the aim of which is to use Lie group theory to obtain exact analytic solutions of Delay Ordinary Differential Systems (DODSs). Such a system consists of two equations involving one independent variable…

Tensors, especially higher-order tensors, are typically represented in low-rank formats to preserve the main information of the high-dimensional data while saving memory space. In practice, only a small fraction elements in high-dimensional…

Presenting systems of differential equations in the form of diagrams has become common in certain parts of physics, especially electromagnetism and computational physics. In this work, we aim to put such use of diagrams on a firm…

We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…

Fold functions are a general mechanism for computing over recursive data structures. First-order folds compute results bottom-up. With higher-order folds, computations that inherit attributes from above can also be expressed. In this paper,…

We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…

We investigate high-order finite difference schemes for the Hamilton-Jacobi equation continuum limit of nondominated sorting. Nondominated sorting is an algorithm for sorting points in Euclidean space into layers by repeatedly removing…

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Uncertainty is unavoidable in modeling dynamical systems and it may be represented mathematically by differential inclusions. In the past, we proposed an algorithm to compute validated solutions of differential inclusions; here we provide…

The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…

We show that, for appropriate combinations of the values of the delay and the forcing frequency, it is possible to obtain easily high-order averaged versions of periodically forced systems of delay differential equations with constant…

Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit description. However, while high-precision quantum algorithms for…

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

In this document, we deal with the stabilization problem of slow-fast systems (or singularly perturbed Ordinary Differential Equations) at a non-hyperbolic point. The class of systems studied here have the following properties: 1) they have…

The theory of phase ordering dynamics -- the growth of order through domain coarsening when a system is quenched from the homogeneous phase into a broken-symmetry phase -- is reviewed, with the emphasis on recent developments. Interest will…

A theorem is derived which determines higher order first integrals of autonomous holonomic dynamical systems in a general space, provided the collineations and the Killing tensors -- up to the order of the first integral -- of the kinetic…