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In this paper, we study a Schr\"odinger-type equation featuring a derivative in the nonlinear term and incorporating diffusion effects. This type of equation arises in various physical applications, such as modeling low-order magnetization…

Analysis of PDEs · Mathematics 2025-09-30 Juan Carlos Muñoz Grajales , Deissy Marcela Pizo

Explicit formulas for the mean and variance of linear stochastic differential equations are derived in terms of an exponential matrix. This result improved a previous one by means of which the mean and variance are expressed in terms of a…

Optimization and Control · Mathematics 2013-12-18 Juan Carlos Jimenez

This paper presents a new Bayesian framework for quantifying discretization errors in numerical solutions of ordinary differential equations. By modelling the errors as random variables, we impose a monotonicity constraint on the variances,…

Numerical Analysis · Mathematics 2024-11-14 Yuto Miyatake , Kaoru Irie , Takeru Matsuda

We present the multiplier method of constructing conservative finite difference schemes for ordinary and partial differential equations. Given a system of differential equations possessing conservation laws, our approach is based on…

Numerical Analysis · Mathematics 2016-01-12 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

In this study, we give the variation of parameters method from a different viewpoint for the Nth order inhomogeneous linear ordinary difference equations with constant coefficient by means of delta exponential function . Advantage of this…

Classical Analysis and ODEs · Mathematics 2019-06-04 Erdal Bas , Ramazan Ozarslan

This survey addresses sampling discretization and its connections with other areas of mathematics. The survey concentrates on sampling discretization of norms of elements of finite-dimensional subspaces. We present here known results on…

Functional Analysis · Mathematics 2022-02-11 B. Kashin , E. Kosov , I. Limonova , V. Temlyakov

Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…

Computation · Statistics 2022-03-01 Charles C. Margossian , Michael Betancourt

We propose integrable discretizations of derivative nonlinear Schroedinger (DNLS) equations such as the Kaup-Newell equation, the Chen-Lee-Liu equation and the Gerdjikov-Ivanov equation by constructing Lax pairs. The discrete DNLS systems…

Exactly Solvable and Integrable Systems · Physics 2008-11-26 Takayuki Tsuchida

We report a new analytical method for solution of a wide class of second-order differential equations with eigenvalues replaced by arbitrary functions. Such classes of problems occur frequently in Quantum Mechanics and Optics. This approach…

Mathematical Physics · Physics 2012-04-30 Sina Khorasani

The goal of this communication is to propose a generalized notion of the "traditional derivative". This generalization includes the fractional derivatives such as the Riemann-Liouville, Gruenwald-Letnikov, Weyl, Riesz, Caputo, Marchaud…

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

Numerical Analysis · Mathematics 2011-09-13 Ercília Sousa , Can Li

For an unknown continuous distribution on a real line, we consider the approximate estimation by the discretization. There are two methods for the discretization. First method is to divide the real line into several intervals before taking…

Statistics Theory · Mathematics 2017-10-12 Yo Sheena

Opial's inequality and its ramifications play an important role in the theory of differential and difference equations. A sharp unifying generalization of Opial's inequality is presented that contains both its continuous and discrete…

Classical Analysis and ODEs · Mathematics 2023-12-11 Chris A. J. Klaassen

Shape calculus concerns the calculation of directional derivatives of some quantity of interest, typically expressed as an integral. This article introduces a type of shape calculus based on localized dilation of boundary faces through…

Numerical Analysis · Mathematics 2023-05-29 Martin Berggren

Considered is the Schr\"odinger equation in a finite-dimensional space as an equation of mathematical physics derivable from the variational principle and treatable in terms of the Lagrange-Hamilton formalism. It provides an interesting…

Mathematical Physics · Physics 2010-03-17 J. J. Sławianowski , V. Kovalchuk

A new derivation is given for the representation, under certain conditions, of the integral dispersion relations of scattering theory through local forms. The resulting expressions have been obtained through an independent procedure to…

Mathematical Physics · Physics 2014-03-25 Erasmo Ferreira , Javier Sesma

We review an explicit approach to obtaining numerical solutions of the Schr\"odinger equation that is conceptionally straightforward and capable of significant accuracy and efficiency. The method and its efficacy are illustrated with…

Computational Physics · Physics 2023-10-06 Wytse van Dijk

We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which…

Mathematical Physics · Physics 2013-04-29 Decio Levi , Pavel Winternitz

We present a numerical method for solving the Monge-Ampere equation based on the characterization of the solution of the Dirichlet problem as the minimizer of a convex functional of the gradient and under convexity and nonlinear…

Numerical Analysis · Mathematics 2015-10-05 Gerard Awanou , Leopold Matamba Messi

Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…

Numerical Analysis · Mathematics 2022-12-08 A. P. Harris , T. A. Biala , A. Q. M. Khaliq