Related papers: Extended B-Spline Collocation Method For KdV-Burge…
We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…
Spatially periodic complex-valued solutions of the Burgers and KdV-Burgers equations are studied in this paper. It is shown that for any sufficiently large time T, there exists an explicit initial data such that its corresponding solution…
We explore the applicability of splitting methods involving complex coefficients to solve numerically the time-dependent Schr\"odinger equation. We prove that a particular class of integrators are conjugate to unitary methods for…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility models and the parameterization of an arbitrage-free implied volatility…
In this paper Quintic Spline is defined for the numerical solutions of the fourth order linear special case Boundary Value Problems. End conditions are also derived to complete the definition of spline.The algorithm developed approximates…
We study the local and global wellposedness of the initial-boundary value problem for the biharmonic Schr\"odinger equation on the half-line with inhomogeneous Dirichlet-Neumann boundary data. First, we obtain a representation formula for…
Multi-degree splines are piecewise polynomial functions having sections of different degrees. They offer significant advantages over the classical uniform-degree framework, as they allow for modeling complex geometries with fewer degrees of…
In several studies it has been observed that, when using stabilised $\mathbb{P}_k^{}\times\mathbb{P}_k^{}$ elements for both velocity and pressure, the error for the pressure is smaller, or even of a higher order in some cases, than the one…
In the paper, we consider a stochastic hybrid Korteweg - de Vries - Burgers type equation with multiplicative noise in the form of cylindrical Wiener process. We prove the existence of a martingale solution to the equation studied. The…
The Korteweg-de Vries (KdV) equation is a fundamental partial differential equation that models wave propagation in shallow water and other dispersive media. Accurately solving the KdV equation is essential for understanding wave dynamics…
In this paper we derive and analyse new exponential collocation methods to efficiently solve the cubic Schr\"{o}dinger Cauchy problem on a $d$-dimensional torus. Energy preservation is a key feature of the cubic Schr\"{o}dinger equation. It…
An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…
Nonlinear Sobolev-Burgers PDEs are considered. Their solutions are investigated. A technique of noncommutative line integration is utilized for their description. A new method of PDEs solution with the help of Cayley-Dickson algebras is…
In this paper, we take advantage of the bilinearization reduction method to consider the local and nonlocal reduction of a discrete Ablowitz-Kaup-Newell-Segur equation. Exact solutions in double Casoratian form to the reduced nonlocal…
Spline functions have long been used in numerically solving differential equations. Recently it revives as isogeometric analysis, which uses NURBS for both parametrization and element functions. In this paper, we introduce some multivariate…
A combination of block-Jacobi and deflation preconditioning is used to solve a high-order discontinuous element-based collocation discretization of the Schur complement of the Poisson-Neumann system as arises in the operator splitting of…
In this paper a technique is suggested to integrate linear initial boundary value problems with exponential quadrature rules in such a way that the order in time is as high as possible. A thorough error analysis is given for both the…
In this paper, we study the stability and convergence of a fully discrete finite difference scheme for the initial value problem associated with the Korteweg-De Vries (KdV) equation. We employ the Crank-Nicolson method for temporal…
In this paper, we propose a decomposition approach for eigenvalue problems with spatial symmetries, including the formulation, discretization as well as implementation. This approach can handle eigenvalue problems with either Abelian or…