Related papers: Homotopy analysis method for stochastic differenti…
We consider existence and stability of an almost periodic solution of the quasilinear system of differential equations with piecewise constant argument of generalized type. The associated linear homogeneous system satisfies exponential…
In this paper, we introduce Apollo, a quasi-Newton method for nonconvex stochastic optimization, which dynamically incorporates the curvature of the loss function by approximating the Hessian via a diagonal matrix. Importantly, the update…
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
While quantum computing provides an exponential advantage in solving linear differential equations, there are relatively few quantum algorithms for solving nonlinear differential equations. In our work, based on the homotopy perturbation…
Particle-based stochastic approximations of the Boltzmann equation are popular tools for simulations of non-equilibrium gas flows, for which the Navier-Stokes-Fourier equations fail to provide accurate description. However, these numerical…
This paper studies a method, which has been proposed in the Physics literature by [8, 7, 10], for estimating the quasi-stationary distribution. In contrast to existing methods in eigenvector estimation, the method eliminates the need for…
Using standard calculus, explicit formulas for one-, two- and three-dimensional homotopy operators are presented. A derivation of the one-dimensional homotopy operator is given. A similar methodology can be used to derive the…
A new non-perturbative approach is proposed to solve time-independent Schr\"{o}dinger equations in quantum mechanics and chromodynamics (QCD). It is based on the homotopy analysis method (HAM), which was developed by the author for highly…
Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $\alpha$-stable L\'evy process is still lacking.…
Working with a toy model whose partition function consists of a discrete summation, we introduce the statistical field-theory methodology by transforming a partition function via a formal Gaussian integral relation (the Hubbard-Stratonovich…
In this article, we consider nonlinear complementarity problem. We introduce a new homotopy function for finding the solution of nonlinear complementarity problem through the trajectory . We show that the homotopy path approaching the…
In this work, we spotted the light on one of the really important concepts and turned it into a mathematical branch instead of separate equations studied individually in different specializations of science. The existence and uniqueness of…
Favard separation method is an important means to study almost periodic solutions to linear differential equations; later, Amerio applied Favard's idea to nonlinear differential equations. In this paper, by appropriate choosing separation…
This paper intends to apply the sample-average-approximation (SAA) scheme to solve a system of stochastic equations (SSE), which has many applications in a variety of fields. The SAA is an effective paradigm to address risks and uncertainty…
In this paper, approximate analytical solutions of nonlinear Emden-Fowler type equations are obtained by the differential transform method (DTM). The DTM is a numerical as well as analytical method for solving integral equations, ordinary…
The theory of stochastic processes impacts both physical and social sciences. At the molecular scale, stochastic dynamics is ubiquitous because of thermal fluctuations. The Fokker-Plank-Smoluchowski equation models the time evolution of the…
This paper lays the foundations of an approach to applying Gromov's ideas on quantitative topology to topological data analysis. We introduce the "contiguity complex", a simplicial complex of maps between simplicial complexes defined in…
We provide a numerically robust and fast method capable of exploiting the local geometry when solving large-scale stochastic optimisation problems. Our key innovation is an auxiliary variable construction coupled with an inverse Hessian…
The non-linear collision-induced breakage equation has significant applications in particulate processes. Two semi-analytical techniques, namely homotopy analysis method (HAM) and accelerated homotopy perturbation method (AHPM) are…