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We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…

Probability · Mathematics 2021-12-22 Eduardo Abi Jaber , Christa Cuchiero , Martin Larsson , Sergio Pulido

Modeling unsaturated flow through soils with water uptake by plan root has many applications in agriculture and water resources management. In this study, our aim is to develop efficient numerical techniques for solving the Richards…

Numerical Analysis · Mathematics 2024-04-16 Mohamed Boujoudar , Abdelaziz Beljadid , Ahmed Taik

A fast simulation framework for stochastic Volterra processes based on Random Fourier Features (RFF) approximation of the kernel is developed. After recalling the main properties of Volterra processes and reviewing existing numerical…

Mathematical Finance · Quantitative Finance 2026-05-26 Othmane Zarhali , Nicolas Langrené

The polarization characteristics of atmospheric scattering are important and should not be ignored in radiative transfer simulations. In this study, a new vector radiative transfer model called the polarized adding method of discrete…

Atmospheric and Oceanic Physics · Physics 2024-04-17 Kun Wu , Feng Zhang , Wenwen Li , Fengzi Bao , Yi-ning Shi

We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regularity assumptions on the kernels, including singular kernels.…

Probability · Mathematics 2026-04-28 Martin Bergerhausen , David J. Prömel

We present in this paper a novel numerical reconstruction method for solving a 3D coefficient inverse problem with scattering data generated by a single direction of the incident plane wave. This inverse problem is well-known to be a highly…

Numerical Analysis · Mathematics 2018-05-22 Michael V. Klibanov , Aleksandr E. Kolesov , Dinh-Liem Nguyen

This paper presents a direct numerical scheme to approximate the solution of all classes of nonlinear Volterra integral equations of the first kind. This computational method is based on operational matrices and vectors. The operational…

Numerical Analysis · Mathematics 2019-10-07 R. Dehbozorgi , K. Maleknejad

In this paper we introduce a numerical method for solving nonlinear Volterra integro-differential equations. In the first step, we apply implicit trapezium rule to discretize the integral in given equation. Further, the Daftardar-Gejji and…

Numerical Analysis · Mathematics 2022-08-29 Sachin Bhalekar , Jayvant Patade

In this paper, numerical and solitonic solutions of Korteweg de Vries(KdV) and Korteweg de Vries-Burger's (KdVB) equations with initial and boundary conditions are calculated by sinc-collocation method. The basis of method is sinc…

Numerical Analysis · Mathematics 2013-03-26 Mehri Sajjadian

In the paper, we improve our earlier results concerning the existence, uniqueness and differentiability of a global implicit function. Some application to a Cauchy problem for an integro-differential Volterra system of nonconvolution type,…

Classical Analysis and ODEs · Mathematics 2014-07-16 Dariusz Idczak

In this paper, we present a spectral method based on Radial Basis Functions (RBFs) for numerically solving the fully nonlinear 1D Serre Green-Naghdi equations. The approximation uses an RBF discretization in space and finite differences in…

Fluid Dynamics · Physics 2014-07-17 Maurice S. Fabien

We used a collocation method in refinable spline space to solve a linear dynamical system having fractional derivative in time. The method takes advantage of an explicit derivation rule for the B-spline basis that allows us to efficiently…

Numerical Analysis · Mathematics 2020-08-03 Enza Pellegrino , Laura Pezza , Francesca Pitolli

Flux reconstruction provides a framework for solving partial differential equations in which functions are discontinuously approximated within elements. Typically, this is done by using polynomials. Here, the use of radial basis functions…

Numerical Analysis · Mathematics 2022-01-06 Rob Watson , Will Trojak

We explore the application of Monte Carlo transport methods to solving coupled radiation-hydrodynamics problems. We use a time-dependent, frequency-dependent, 3-dimensional radiation transport code, that is special relativistic and includes…

Instrumentation and Methods for Astrophysics · Physics 2015-06-19 Nathaniel Roth , Daniel Kasen

The localization phenomena due to the random potential scattering is widely discussed in the electron and photon systems, where the theoretical approach is the nonlinear $\sigma$ model with the replica method or with the supersymmetry. In…

Disordered Systems and Neural Networks · Physics 2019-06-27 Shinobu Hikami

A methodology is presented for the numerical solution of nonlinear elliptic systems in unbounded domains, consisting of three elements. First, the problem is posed on a finite domain by means of a proper nonlinear change of variables. The…

Numerical Analysis · Mathematics 2023-02-10 Francisco Bernal , Ali Safdari-Vaighani , Elisabeth Larsson

The existence of ``dispersion-managed solitons'', i.e., stable pulsating solitary-wave solutions to the nonlinear Schr\"{o}dinger equation with periodically modulated and sign-variable dispersion is now well known in nonlinear optics. Our…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Simon Clarke , Boris A. Malomed , Roger Grimshaw

Approximation of scattered data is often a task in many engineering problems. The Radial Basis Function (RBF) approximation is appropriate for large scattered datasets in d-dimensional space. It is non-separable approximation, as it is…

Numerical Analysis · Mathematics 2018-06-13 Zuzana Majdisova , Vaclav Skala

This study investigates the existence and uniqueness of solutions to Volterra integral equations with discontinuous kernels in both linear and nonlinear cases. The problem is two-dimensional, and the collocation method is employed to…

General Mathematics · Mathematics 2025-01-10 Samad Noeiaghdam

We show that it is possible to obtain numerical solutions to quantum mechanical problems involving a fractional Laplacian, using a collocation approach based on Little Sinc Functions (LSF), which discretizes the Schr\"odinger equation on a…

Quantum Physics · Physics 2015-05-14 Paolo Amore , Francisco M. Fernández , Christoph P. Hofmann , Ricardo A. Sáenz