Related papers: An efficient numerical approach for delayed logist…
This work introduces a new approach for accelerating the numerical analysis of time-domain partial differential equations (PDEs) governing complex physical systems. The methodology is based on a combination of a classical reduced-order…
We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…
In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
We present and analyse a numerical framework for the approximation of nonlinear degenerate elliptic equations of the Stefan or porous medium types. This framework is based on piecewise constant approximations for the functions, which we…
We present a numerical method for computing optimal transition pathways and transition rates in systems of stochastic differential equations (SDEs). In particular, we compute the most probable transition path of stochastic equations by…
We present a forward semi-Lagrangian numerical method for systems of transport equations able to advect smooth and discontinuous fields with high-order accuracy. The numerical scheme is composed of an integration of the transport equations…
We present algorithms and their implementation to compute limit cycles and their isochrons for state-dependent delay equations (SDDE's) which are perturbed from a planar differential equation with a limit cycle. Note that the space of…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…
This paper studies the problem of designing sampled-data observers and observer-based, sampled-data, output feedback stabilizers for systems with both discrete and distributed, state and output time-delays. The obtained results can be…
This article provides next step towards solving speed bottleneck of any system that intensively uses convolutions operations (e.g. CNN). Method described in the article is applied on deformable part models (DPM) algorithm. Method described…
Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…
We show how machine learning methods can unveil the fractional and delayed nature of discrete dynamical systems. In particular, we study the case of the fractional delayed logistic map. We show that given a trajectory, we can detect if it…
We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…
We study the convergence rates of the semi-discrete (SD) method originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics,…
The aim of this work is to show an abstract framework to analyze the numerical approximation for a family of linear degenerate parabolic mixed equations by using a finite element method in space and a Backward-Euler scheme in time. We…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
In this paper we present an improved dqds algorithm for computing all the singular values of a bidiagonal matrix to high relative accuracy. There are two key contributions: a novel deflation strategy that improves the convergence for badly…
We propose conformable Adomian decomposition method (CADM) for fractional partial differential equations (FPDEs). This method is a new Adomian decomposition method (ADM) based on conformable derivative operator (CDO) to solve FPDEs. At the…