Related papers: Monotone-iterative technique for an initial value …
The paper concerns with novel first-order methods for monotone variational inequalities. They use a very simple linesearch procedure that takes into account a local information of the operator. Also the methods do not require…
In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…
This article deals with the initial-boundary value problem for a moderately coupled system of time-fractional diffusion equations. Defining the mild solution, we establish fundamental unique existence, limited smoothing property and…
A multidimensional chaos is generated by a special initial value problem for the non-autonomous impulsive differential equation. The existence of a chaotic attractor is shown, where density of periodic solutions, sensitivity of solutions…
Variational inequalities are a universal optimization paradigm that incorporate classical minimization and saddle point problems. Nowadays more and more tasks require to consider stochastic formulations of optimization problems. In this…
Like many numerical methods, solvers for initial value problems (IVPs) on ordinary differential equations estimate an analytically intractable quantity, using the results of tractable computations as inputs. This structure is closely…
This paper is concerned with the solution of the optimal stopping problem associated to the valuation of Perpetual American options driven by continuous time Markov chains. We introduce a new dynamic approach for the numerical pricing of…
We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…
In this paper, we study weakly nonlinear boundary value problems on infinite intervals. For such problems, we provide criteria for the existence of solutions as well as a qualitative description of the behavior of solutions depending on a…
Nonlinearity continuation method, applied to boundary value problems for steady-state Richards equation, gradually approaches the solution through a series of intermediate problems. Originally, the Newton method with simple line search…
We prove convergence with optimal algebraic rates for an adaptive finite element method for nonlinear equations with strongly monotone operator. Unlike prior works, our analysis also includes the iterative and inexact solution of the…
In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…
We present a method to solve initial-boundary value problems for linear and integrable nonlinear differential-difference evolution equations. The method is the discrete version of the one developed by A. S. Fokas to solve initial-boundary…
In this short note we are presenting a method of finding particular solutions of nonhomegeneous linear equations. This approach is different from methods of undetermined coefficients or variation of parameters presented in virtually every…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
We focus on the solutions of second-order stable linear difference equations and demonstrate that their behavior can be non-monotone and exhibit peak effects depending on initial conditions. The results are applied to the analysis of the…
We propose a numerical method based on physics-informed Random Projection Neural Networks for the solution of Initial Value Problems (IVPs) of Ordinary Differential Equations (ODEs) with a focus on stiff problems. We address an Extreme…
Variational inequalities are a universal optimization paradigm that is interesting in itself, but also incorporates classical minimization and saddle point problems. Modern realities encourage to consider stochastic formulations of…
Algorithms for computing rational generating functions of solutions of one-dimensional difference equations are well-known and easy to implement. We propose an algorithm for computing rational generating functions of solutions of…
Sufficient oscillation conditions involving $\limsup $ and $\liminf $ for first-order differential equations with several non-monotone deviating arguments and nonnegative coefficients are obtained. The results are based on the iterative…