Related papers: A new semi-analytical approach for numerical solvi…
In this paper, we present numerical methods suitable for solving convex quadratic Fractional Differential Equation (FDE) constrained optimization problems, with box constraints on the state and/or control variables. We develop an…
Neural network-based solvers for partial differential equations (PDEs) have attracted considerable attention, yet they often face challenges in accuracy and computational efficiency. In this work, we focus on time-dependent PDEs and observe…
In this paper we consider the numerical solution of Fractional Differential Equations by means of $m$-step recursions. The construction of such formulas can be obtained in many ways. Here we study a technique based on the rational…
We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional…
A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…
In this paper we consider the numerical solution of fractional terminal value problems (FDE-TVPs). In particular, the proposed procedure uses a Newton-type iteration which is particularly efficient when coupled with a recently-introduced…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
The differential transform method (DTM) is a relatively new technique that may be used to find a series solution to differential equations (both linear and nonlinear) through an iterative process. This brief manuscript is an initial effort…
We introduce a new overlapping Domain Decomposition Method (DDM) to solve the fully nonlinear Monge-Amp\`ere equation. While DDMs have been extensively studied for linear problems, their application to fully nonlinear partial differential…
A state-of-the-art deep domain decomposition method (D3M) based on the variational principle is proposed for partial differential equations (PDEs). The solution of PDEs can be formulated as the solution of a constrained optimization…
A fractional Adomian decomposition method for fractional nonlinear differential equations is proposed. The iteration procedure is based on Jumarie's fractional derivative. An example is given to elucidate the solution procedure, and the…
The inverse problem of Kohn-Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based…
In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…
In this work, an effective numerical method is developed to solve a class of singular boundary value problems arising in various physical models by using the improved differential transform method (IDTM). The IDTM applies the Adomian…
A general method to generate a centrosymmetric matrix associated with the solving of partial differential equation (PDE) on an irreducible domain by means of a linear equation system is proposed. The method applies to any PDE for which both…
Further to a recent controversy on whether the differential transformation method (DTM) for solving a differential equation is purely and solely the traditional Taylor series method, it is emphasized that the DTM is currently used, often…
This paper introduces Magnus-based methods for solving stochastic delay-differential equations (SDDEs). We construct Magnus--Euler--Maruyama (MEM) and Magnus--Milstein (MM) schemes by combining stochastic Magnus integrators with Taylor…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…