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We study a generalized Chebyshev oscillator [1] associated with a point interaction for the discrete Schr\"odinger equation. Our goal is to find a realization of the annihilation operator for this oscillator by a differential operator. This…

Mathematical Physics · Physics 2020-09-03 V. V. Borzov , E. V. Damaskinsky

We are concerned with the study of some classical spectral collocation methods as well as with the new software system Chebfun in computing high order eigenpairs of singular and regular Schrodinger eigenproblems. We want to highlight both…

Numerical Analysis · Mathematics 2020-12-01 Calin-Ioan Gheorghiu

The take-home message of this paper is that solving optimal control problems can be computationally straightforward, provided that differentiable partial differential equation (PDE) solvers are available. Although this might seem to be a…

Optimization and Control · Mathematics 2024-08-23 Denis Khimin , Julian Roth , Alexander Henkes , Thomas Wick

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

We develop a spectrally accurate numerical method to compute solutions of a model partial differential equation used in plasma physics to describe diffusion in velocity space due to Fokker-Planck collisions. The solution is represented as a…

Classical Analysis and ODEs · Mathematics 2015-03-18 Jon Wilkening , Antoine Cerfon

A new spectral type method for solving the one dimensional quantum-mechanical Lippmann-Schwinger integral equation in configuration space is described. The radial interval is divided into partitions, not necessarily of equal length. Two…

Nuclear Theory · Physics 2009-09-25 G. H. Rawitscher , I. Koltracht , R. A. Gonzales

Algorithms are presented for the tanh- and sech-methods, which lead to closed-form solutions of nonlinear ordinary and partial differential equations (ODEs and PDEs). New algorithms are given to find exact polynomial solutions of ODEs and…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 D. Baldwin , U. Goktas , W. Hereman , L. Hong , R. S. Martino , J. Miller

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

While quantum computing provides an exponential advantage in solving linear differential equations, there are relatively few quantum algorithms for solving nonlinear differential equations. In our work, based on the homotopy perturbation…

Quantum Physics · Physics 2021-12-23 Cheng Xue , Yu-Chun Wu , Guo-Ping Guo

We consider linear second order differential equation y''= f with zero Dirichlet boundary conditions. At the continuous level this problem is solvable using the Green function, and this technique has a counterpart on the discrete level. The…

Numerical Analysis · Mathematics 2024-12-10 Jan Blechta , Vít Průša , Ladislav Trnka , Karel Tůma

This article analyzes and develops a method to solve fractional ordinary differential equations using the Monte Carlo Method. A numerical simulation is performed for some differential equations, comparing the results with what exists in the…

Numerical Analysis · Mathematics 2021-10-18 Luverci N. Ferreira , Matheus J. Lazo

We propose a quantum algorithm to solve systems of nonlinear differential equations. Using a quantum feature map encoding, we define functions as expectation values of parametrized quantum circuits. We use automatic differentiation to…

Quantum Physics · Physics 2021-05-20 Oleksandr Kyriienko , Annie E. Paine , Vincent E. Elfving

An effective method to obtain exact analytical solutions of equations describing the coherent dynamics of multilevel systems is presented. The method is based on the usage of orthogonal polynomials, integral transforms and their discrete…

Classical Analysis and ODEs · Mathematics 2007-05-23 V. A. Savva , V. I. Zelenkov , A. S. Mazurenko

The topic of these notes could be easily expanded into a full one-semester course. Nevertheless, we shall try to give some flavour along with theoretical bases of spectral and pseudo-spectral methods. The main focus is made on Fourier-type…

Numerical Analysis · Mathematics 2019-12-16 Denys Dutykh

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Optimization on manifolds is a class of methods for optimization of an objective function, subject to constraints which are smooth, in the sense that the set of points which satisfy the constraints admits the structure of a differentiable…

Mathematical Software · Computer Science 2020-09-03 James Townsend , Niklas Koep , Sebastian Weichwald

Mathematical models that couple partial differential equations (PDEs) and spatially distributed ordinary differential equations (ODEs) arise in biology, medicine, chemistry and many other fields. In this paper we discuss an extension to the…

Numerical Analysis · Mathematics 2017-08-28 Patrick E. Farrell , Johan E. Hake , Simon W. Funke , Marie E. Rognes

There exists a huge number of numerical methods that iteratively construct approximations to the solution $y(x)$ of an ordinary differential equation (ODE) $y'(x)=f(x,y)$ starting from an initial value $y_0=y(x_0)$ and using a finite…

Numerical Analysis · Mathematics 2013-07-15 Yaroslav D. Sergeyev

In this paper, a non-polynomial spectral Petrov-Galerkin method and associated collocation method for substantial fractional differential equations (FDEs) are proposed, analyzed, and tested. We extend a class of generalized Laguerre…

Numerical Analysis · Mathematics 2014-08-27 Can Huang , Qingshuo Song , Zhimin Zhang

We introduce a novel spectral, finite-dimensional approximation of general Sobolev spaces in terms of Chebyshev polynomials. Based on this polynomial surrogate model (PSM), we realise a variational formulation, solving a vast class of…

Numerical Analysis · Mathematics 2023-01-13 Juan-Esteban Suarez Cardona , Phil-Alexander Hofmann , Michael Hecht