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We propose a new numerical scheme for Backward Stochastic Differential Equations based on branching processes. We approximate an arbitrary (Lipschitz) driver by local polynomials and then use a Picard iteration scheme. Each step of the…

Numerical Analysis · Mathematics 2017-07-31 Bruno Bouchard , Xiaolu Tan , Xavier Warin , Yiyi Zou

In this work we study local oscillations in delay differential equations with a frequency domain methodology. The main result is a bifurcation equation from which the existence and expressions of local periodic solutions can be determined.…

Dynamical Systems · Mathematics 2017-01-26 Andrea Bel , Walter Reartes , Ana Torresi

This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…

Numerical Analysis · Mathematics 2019-08-02 Prosper Torsu

This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…

Numerical Analysis · Computer Science 2013-11-13 Petr N. Vabishchevich

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

Numerical Analysis · Mathematics 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…

Probability · Mathematics 2012-11-19 Tusheng Zhang

Approximation techniques have been historically important for solving differential equations, both as initial value problems and boundary value problems. The integration of numerical, analytic and perturbation methods and techniques can…

Classical Analysis and ODEs · Mathematics 2025-02-25 J. Nathan Kutz

An iterative algorithm is adopted to construct approximate representations of matrices describing the scattering properties of arbitrary objects. The method is based on the implicit evaluation of scattering responses from iteratively…

Computational Physics · Physics 2023-04-19 Johan Lundgren , Kurt Schab , Miloslav Capek , Mats Gustafsson , Lukas Jelinek

This paper presents a novel shooting method for solving two-point boundary value problems for second order ordinary differential equations. The method works as follows: first, a guess for the initial condition is made and an integration of…

Numerical Analysis · Mathematics 2017-02-08 Stefan M. Filipov , Ivan D. Gospodinov , Istvan Farago

Boundary value problem for a fractional power of an elliptic operator is considered. An integral representation by means of a standard solution problem for parabolic equations is used to solve such problems. Quadrature generalized…

Numerical Analysis · Mathematics 2019-10-25 Petr N. Vabishchevich

To extract the approximate solutions in the case of nonlinear fractional order differential equations with the homogeneous and nonhomogeneous boundary conditions, the weighted residual method is embedded here. We exploit three methods such…

Numerical Analysis · Mathematics 2024-04-05 Umme Ruman , Md. Shafiqul Islam

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…

Numerical Analysis · Mathematics 2023-11-27 Seungbae Bang , Kirill Serkh , Oded Stein , Alec Jacobson

This paper deals with efficient numerical representation and manipulation of differential and integral operators as symbols in phase-space, i.e., functions of space $x$ and frequency $\xi$. The symbol smoothness conditions obeyed by many…

Numerical Analysis · Mathematics 2008-07-03 Laurent Demanet , Lexing Ying

We consider boundary value problems of the first and third kind for the diffusionwave equation. By using the method of energy inequalities, we find a priori estimates for the solutions of these boundary value problems.

Numerical Analysis · Mathematics 2011-05-24 A. A. Alikhanov

With the immense computing power at our disposal, the numerical solution of partial differential equations (PDEs) is becoming a day-to-day task for modern computational scientists. However, the complexity of real-life problems is such that…

Numerical Analysis · Mathematics 2022-04-05 Mitja Jančič , Filip Strniša , Gregor Kosec

The vector-matrix Riemann boundary value problem for the unit disk with piecewise constant matrix is constructively solved by a method of functional equations. By functional equations we mean iterative functional equations with shifts…

Complex Variables · Mathematics 2019-04-16 Vladimir V. Mityushev

In this paper a special type of difference equations is investigated. The impulses start abruptly at some points and their action continue on given finite intervals. This type of equations is used to model a real process. An algorithm,…

Dynamical Systems · Mathematics 2017-02-10 S. Hristova

Recently, fractional differential equations have been investigated via the famous variational iteration method. However, all the previous works avoid the term of fractional derivative and handle them as a restricted variation. In order to…

Exactly Solvable and Integrable Systems · Physics 2010-10-20 Guo-cheng Wu

A full multigrid finite element method is proposed for semilinear elliptic equations. The main idea is to transform the solution of the semilinear problem into a series of solutions of the corresponding linear boundary value problems on the…

Numerical Analysis · Mathematics 2017-03-29 Hehu Xie , Fei Xu

We devise a symbolic-numeric approach to the integration of the dynamical part of the Cosserat equations, a system of nonlinear partial differential equations describing the mechanical behavior of slender structures, like fibers and rods.…

Analysis of PDEs · Mathematics 2018-11-01 Dmitry Lyakhov , Vladimir Gerdt , Andreas Weber , Dominik Michels
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