Related papers: A New Numerical Method for Fast Solution of Partia…
In this paper we propose a new numerical method for solving stochastic differential equations (SDEs). As an application of this method we propose an explicit numerical scheme for a super linear SDE for which the usual Euler scheme diverges.
In this work, a new technique has been presented to find approximate solution of linear integro-differential equations. The method is based on modified orthonormal Bernoulli polynomials and an operational matrix thereof. The method converts…
The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…
We propose an easy-to-implement iterative method for resolving the implicit (or semi-implicit) schemes arising in solving reaction-diffusion (RD) type equations. We formulate the nonlinear time implicit scheme as a min-max saddle point…
Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…
In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…
This study presents a two-level Deep Domain Decomposition Method (Deep-DDM) augmented with a coarse-level network for solving boundary value problems using physics-informed neural networks (PINNs). The addition of the coarse level network…
In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at…
This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…
We motivate the use of neural networks for the construction of numerical solutions to differential equations. We prove that there exists a feed-forward neural network that can arbitrarily minimise an objective function that is zero at the…
In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with…
In this article, we explore the effectiveness of two polynomial methods in solving non-linear time and space fractional partial differential equations. We first outline the general methodology and then apply it to five distinct experiments.…
In this thesis we develop techniques to efficiently solve numerical Partial Differential Equations (PDEs) using Graphical Processing Units (GPUs). Focus is put on both performance and re--usability of the methods developed, to this end a…
This paper deals with a method for solving Poisson Equation (PE) based on genetic algorithms and grammatical evolution. The method forms generations of solutions expressed in an analytical form. Several examples of PE are tested and in most…
This research introduces a new method for the transition from partial to ordinary differential equations that is based on the Kolmogorov superposition theorem. In this paper, we discuss the numerical implementation of the Kolmogorov theorem…
We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be…
This is the first part of a threefold article, aimed at solving numerically the Poisson problem in three-dimensional prismatic or axisymmetric domains. In this first part, the Fourier Singular Complement Method is introduced and analysed,…
This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…
In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…
In this paper, a mixed high order finite difference scheme-Pad\'{e} approximation method is applied to obtain numerical solution of the Riesz fractional advection-dispersion equation. This method is based on the high order finite difference…