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A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes O(m^2n)…

Numerical Analysis · Mathematics 2012-08-16 Sheehan Olver , Alex Townsend

We present a family of Python modules for the numerical integration of ordinary, delay, or stochastic differential equations. The key features are that the user enters the derivative symbolically and it is just-in-time-compiled, allowing…

Mathematical Software · Computer Science 2018-04-25 Gerrit Ansmann

A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential…

Numerical Analysis · Mathematics 2016-05-04 Alex Townsend , Sheehan Olver

A framework for Chebyshev spectral collocation methods for the numerical solution of functional and delay differential equations (FDEs and DDEs) is described. The framework combines interpolation via the barycentric resampling matrix with a…

Numerical Analysis · Mathematics 2024-08-15 Nicholas Hale

Self-adjoint operators on infinite-dimensional spaces with continuous spectra are abundant but do not possess a basis of eigenfunctions. Rather, diagonalization is achieved through spectral measures. The SpecSolve package [SIAM Rev., 63(3)…

Numerical Analysis · Mathematics 2022-01-06 Matthew J. Colbrook , Andrew Horning

Ordinary Differential Equations (ODE) are used throughout science where the capture of rates of change in states is sought. While both pieces of commercial and open software exist to study such systems, their efficient and accurate usage…

Mathematical Software · Computer Science 2018-03-20 Edwin Tye , Tom Finnie , Ian Hall , Steve Leach

We introduce DDE-Solver, a Maple package designed for solving Discrete Differential Equations (DDEs). These equations are functional equations relating algebraically a formal power series F(t, u) with polynomial coefficients in a…

Combinatorics · Mathematics 2025-09-11 Hadrien Notarantonio

Ordinary Differential Equations (ODEs) are widely used in physics, chemistry, and biology to model dynamic systems, including reaction kinetics, population dynamics, and biological processes. In this work, we integrate GPU-accelerated ODE…

Machine Learning · Computer Science 2024-12-02 Rakshit Kr. Singh , Aaron Rock Menezes , Rida Irfan , Bharath Ramsundar

Global spectral methods offer the potential to compute solutions of partial differential equations numerically to very high accuracy. In this work, we develop a novel global spectral method for linear partial differential equations on cubes…

Numerical Analysis · Mathematics 2022-10-25 Christoph Strössner , Daniel Kressner

Recently, a lot of papers proposed to use neural networks to approximately solve partial differential equations (PDEs). Yet, there has been a lack of flexible framework for convenient experimentation. In an attempt to fill the gap, we…

Machine Learning · Computer Science 2019-09-26 Alexander Koryagin , Roman Khudorozkov , Sergey Tsimfer

Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…

History and Overview · Mathematics 2020-12-15 Byakatonda Denis

A new method for solving non-autonomous ordinary differential equations is proposed, the method achieves spectral accuracy. It is based on a new result which expresses the solution of such ODEs as an element in the so called…

Numerical Analysis · Mathematics 2022-10-03 Stefano Pozza , Niel Van Buggenhout

We present a numerical spectral method to solve systems of differential equations on an infinite interval $y\in (-\infty, \infty)$ in presence of linear differential operators of the form $Q(y) \left(\partial/\partial_y\right)^b$ (where…

Fluid Dynamics · Physics 2017-10-11 Benjamin Miquel , Keith Julien

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

This paper is focused on performing a new method for solving linear and nonlinear higher-order boundary value problems (HBVPs). This direct numerical method based on spectral method. The trial function of this method is the Monic Chebyshev…

Numerical Analysis · Mathematics 2021-03-19 M. Abdelhakem , Aya Ahmed , M. El-kady

When numerically solving partial differential equations (PDEs), the first step is often to discretize the geometry using a mesh and to solve a corresponding discretization of the PDE. Standard finite and spectral element methods require…

Analysis of PDEs · Mathematics 2018-03-30 Aaron Yeiser , Advisor Alex Townsend

The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout

This paper introduces a new method for discretizing and solving integral equation formulations of Maxwell's equations which achieves spectral accuracy for smooth surfaces. The approach is based on a hybrid Nystr\"om-collocation method using…

Computational Physics · Physics 2021-09-15 Jin Hu , Emmanuel Garza , Constantine Sideris

We present Neural Spectral Methods, a technique to solve parametric Partial Differential Equations (PDEs), grounded in classical spectral methods. Our method uses orthogonal bases to learn PDE solutions as mappings between spectral…

Machine Learning · Computer Science 2024-01-22 Yiheng Du , Nithin Chalapathi , Aditi Krishnapriyan
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