Related papers: Linearization of ODEs: algorithmic approach
We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the…
We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…
A nonlinear equation in a Banach space is written as a linear equation with a linear operator depending on the unknown solution. This method, which we call a global linearization method, differs essentially from the local linearization…
A simple iteration methodology for the solution of a set of a linear algebraic equations is presented. The explanation of this method is based on a pure geometrical interpretation and pictorial representation. Convergence using this method…
A matrix approach to continuous iteration is proposed for general formal series. It leads, in particular, to an order{to{order iteration of the exponential function, and consequently to an algorithmic approach to tetration. Lower{order…
In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…
In this paper, we further consider the symmetry-based method for seeking nonlocally related systems for partial differential equations. In particular, we show that the symmetry-based method for partial differential equations is the natural…
We consider the goal-oriented error estimates for a linearized iterative solver for nonlinear partial differential equations. For the adjoint problem and iterative solver we consider, instead of the differentiation of the primal problem, a…
By generalizing the notion of linearization, a concept originally arising from microlocal analysis and symbolic calculus, to diffeological spaces, we make a first proposal setting for optimization problems in this category. We show how…
This paper addresses an investigation on a factorization method for difference equations. It is proved that some classes of second order linear difference operators, acting in Hilbert spaces, can be factorized using a pair of mutually…
In this paper, the compact linearization approach originally proposed for binary quadratic programs with assignment constraints is generalized to such programs with arbitrary linear equations and inequalities that have positive coefficients…
An effective method for generating linear equations of maximal symmetry in their much general normal form is obtained. In the said normal form, the coefficients of the equation are differential functions of the coefficient of the term of…
Here we give a complete group classification of the general case of linear systems of three second-order ordinary differential equations excluding the case of systems which are studied in the literature. This is given as the initial step in…
This paper studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs), a.k.a. (Ordinary) Difference Equations. It presents a new framework using these equations as a central tool for computation and…
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…
We show a general method allowing the solution calculation, in the form of a power series, for a very large class of nonlinear Ordinary Differential Equations (ODEs), namely the real analytic $\sigma\pi$-ODEs (and, more in general, the real…
There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…
For the solution of discrete ill-posed problems, in this paper a novel preconditioned iterative method based on the Arnoldi algorithm for matrix functions is presented. The method is also extended to work in connection with Tikhonov…
We propose an algebraic geometric approach for studying rational solutions of first-order algebraic ordinary difference equations. For an autonomous first-order algebraic ordinary difference equations, we give an upper bound for the degrees…
The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…