Related papers: An orthogonal basis expansion method for solving p…
One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…
Based on the Wronski determinant, we propose the construction of linearly independent and orthogonal functions in any Hilbert function space. The method requires only an initial function from the space of functions under consideration, that…
This paper presents an innovative approach, the Adaptive Orthogonal Basis Method, tailored for computing multiple solutions to differential equations characterized by polynomial nonlinearities. Departing from conventional practices of…
Hermite basis functions are a powerful tool for the spatial discretisation of Schr\"odinger equations with harmonic potential. In this work, we show that their stability properties extend to the simulation of Schr\"odinger equations without…
We present a condition for a stochastic differential equation dX_{t}={\mu}(t,X_{t})dt+{\sigma}(t,X_{t})dB_{t} to have a unique functional solution of the form Z(t,B_{t}). The condition expresses a relation between {\mu} and {\sigma}. A…
We use the optimized trigonometric finite basis method to find energy eigenvalues and eigenfunctions of the time-independent Schrodinger equation with high accuracy. We apply this method to the quartic anharmonic oscillator and the harmonic…
We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the…
Consider the stochastic differential equation $\mathrm dX_t = -A X_t \,\mathrm dt + f(t, X_t) \,\mathrm dt + \mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
In this paper, we propose some algorithms for analytical solution construction to nonlinear polynomial partial differential equations with constant function coefficients. These schemes are based on one-(single), two- (double) or three-…
The article is devoted to a new proof of the expansion for iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process. The above expansion is based on Hermite polynomials and generalized multiple…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
The goal of this paper is to define stochastic integrals and to solve stochastic differential equations for typical paths taking values in a possibly infinite dimensional separable Hilbert space without imposing any probabilistic structure.…
We study the Taylor expansion for the solution of a differential equation driven by a multidimensional Holder path with exponent \beta> 1/2. We derive a convergence criterion that enables us to write the solution as an infinite sum of…
In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…
The existence theory is developed for solutions of the inhomogeneous linearized field equations for causal variational principles. These equations are formulated weakly with an integral operator which is shown to be bounded and symmetric on…
We develop an approach that resolves a {\it polynomial basis problem} for a class of models with discrete endogenous covariate, and for a class of econometric models considered in the work of Newey and Powell (2003), where the endogenous…
We analyze and test using Fourier extensions that minimize a Hilbert space norm for the purpose of solving partial differential equations (PDEs) on surfaces. In particular, we prove that the approach is arbitrarily high-order and also show…
We present a dimension-incremental method for function approximation in bounded orthonormal product bases to learn the solutions of various differential equations. Therefore, we decompose the source function of the differential equation…
By using the theory of analytic vectors and manifolds modelled on normed spaces, we provide a rigorous symplectic differential geometric approach to $t$-dependent Schr\"odinger equations on separable (possibly infinite-dimensional) Hilbert…