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The aim of this work is to study the numerical solution of the nonlinear Schrodinger problem using a combination between Witt basis and finite difference approximations. We construct a discrete fundamental solution for the non-stationary…

Numerical Analysis · Mathematics 2011-02-17 P. Cerejeiras , N. Faustino , N. Vieira

Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…

Numerical Analysis · Mathematics 2025-03-25 Markus Bachmayr , Henrik Eisenmann , Igor Voulis

We present a formulation of quantum mechanics based on orthogonal polynomials. The wavefunction is expanded over a complete set of square integrable basis in configuration space where the expansion coefficients are orthogonal polynomials in…

Quantum Physics · Physics 2020-01-03 A. D. Alhaidari

Based on the Fourier extension, we propose an oversampling collocation method for solving the elliptic partial differential equations with variable coefficients over arbitrary irregular domains. This method only uses the function values on…

Numerical Analysis · Mathematics 2022-11-14 Xianru Chen , Li Lin

In the article, some bilinear evolution equations in Hilbert space driven by paths of low regularity are considered and solved explicitly. The driving paths are scalar-valued and continuous, and they are assumed to have a finite $p$-th…

Analysis of PDEs · Mathematics 2019-12-24 Čoupek , Petr , Garrido-Atienza , María J

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

We develop a discrete extension operator for trimmed spline spaces consisting of piecewise polynomial functions of degree $p$ with $k$ continuous derivatives. The construction is based on polynomial extension from neighboring elements…

Numerical Analysis · Mathematics 2022-11-01 Erik Burman , Peter Hansbo , Mats G. Larson , Karl Larsson

In this paper, we initially derive the equivalent fractional integral equation to $\Psi$-Hilfer hybrid fractional differential equations and through it, we prove the existence of a solution in the weighted space. The primary objective of…

Dynamical Systems · Mathematics 2021-09-15 Kishor D. Kucche , Ashwini D. Mali

We study the asymptotic expansions with respect to $h$ of \[\mathrm{E}[\Delta_hf(X_t)],\qquad \mathrm{E}[\Delta_hf(X_t)|\mathscr{F}^X_t]\quadand\quad \mathrm{E}[\Delta_hf(X_t)|X_t],\] where $\Delta_hf(X_t)=f(X_{t+h})-f(X_t)$, when…

Probability · Mathematics 2009-09-29 Sébastien Darses , Ivan Nourdin

We give an algorithm to compute inhomogeneous differential equations for definite integrals with parameters. The algorithm is based on the integration algorithm for $D$-modules by Oaku. Main tool in the algorithm is the Gr\"obner basis…

Algebraic Geometry · Mathematics 2010-07-15 Hiromasa Nakayama , Kenta Nishiyama

We extend the result of D. Phillips (On one-homogeneous solutions to elliptic systems in two dimensions. C. R. Math. Acad. Sci. Paris 335 (2002), no. 1, 39-42) by showing that one-homogeneous solutions of certain elliptic systems in…

Analysis of PDEs · Mathematics 2008-09-24 J. J Bevan

In this paper, we introduce a system of split variational inequality problems in real Hilbert spaces. Using projection method, we propose an iterative algorithm for the system of split variational inequality problems. Further, we prove that…

Functional Analysis · Mathematics 2014-08-19 Kaleem Raza Kazmi

We analyze the convergence of the harmonic balance method for computing isolated periodic solutions of a large class of continuously differentiable Hilbert space valued differential-algebraic equations (DAEs). We establish asymptotic…

Numerical Analysis · Mathematics 2021-11-25 Andrew Steyer , Robert J. Kuether

The main aim of this paper is the study of the general solution of the exceptional Hermite differential equation with fixed partition $\lambda = (1)$ and the construction of minimal surfaces associated with this solution. We derive a linear…

Mathematical Physics · Physics 2020-10-28 Vincent Chalifour , A. Michel Grundland

In this work, we introduce a novel Hermite method to handle Maxwell's equations for nonlinear dispersive media. The proposed method achieves high-order accuracy and is free of any nonlinear algebraic solver, requiring solving instead small…

Numerical Analysis · Mathematics 2025-04-15 Yann-Meing Law , Zhichao Peng , Daniel Appelö , Thomas Hagstrom

We propose a collocation method based on multivariate polynomial splines over triangulation or tetrahedralization for the numerical solution of partial differential equations. We start with a detailed explanation of the method for the…

Numerical Analysis · Mathematics 2023-04-18 Ming-Jun Lai , Jinsil Lee

In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner

We consider the problem of density estimation in the context of multiscale Langevin diffusion processes, where a single-scale homogenized surrogate model can be derived. In particular, our aim is to learn the density of the invariant…

Numerical Analysis · Mathematics 2025-10-30 Jaroslav I. Borodavka , Max Hirsch , Sebastian Krumscheid , Andrea Zanoni

We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…

Probability · Mathematics 2022-09-23 Xiucai Ding , Thomas Trogdon

The objective of this work is to prove, in a first step, the existence and the uniqueness of a solution of the following multivalued deterministic differential equation: $dx(t)+\partial ^-\varphi (x(t))(dt)\ni dm(t),\ t>0$, $x(0)=x_0$,…

Dynamical Systems · Mathematics 2015-10-30 Rainer Buckdahn , Lucian Maticiuc , Etienne Pardoux , Aurel Răşcanu
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