Related papers: An orthogonal basis expansion method for solving p…
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…
In this paper an extension of the spectral Lanczos' tau method to systems of nonlinear integro-differential equations is proposed. This extension includes (i) linearization coefficients of orthogonal polynomials products issued from…
Multiple solutions are common in various non-convex problems arising from industrial and scientific computing. Nonetheless, understanding the nontrivial solutions' qualitative properties seems limited, partially due to the lack of efficient…
An explicit algorithmic construction is given for orthogonal bases for spaces of homogeneous polynomials, in the context of Hermitean Clifford analysis, which is a higher dimensional function theory centred around the simultaneous null…
In his monograph Chebyshev and Fourier Spectral Methods, John Boyd claimed that, regarding Fourier spectral methods for solving differential equations, ``[t]he virtues of the Fast Fourier Transform will continue to improve as the relentless…
We give an alternative and simpler method for getting pointwise estimate of meromorphic solutions of homogeneous linear differential equations with coefficients meromorphic in a finite disk or in the open plane originally obtained by Hayman…
The starting point of this paper is that a spectral method is essentially a combination of an orthonormal basis of the underlying Hilbert space with Galerkin conditions. The choice of an orthonormal basis depends on a number of desirable…
We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…
In this paper, a two-step inertial Tseng extragradient method involving self-adaptive and Armijo-like step sizes is introduced for solving variational inequalities with a quasimonotone cost function in the setting of a real Hilbert space.…
In this paper we extend the hierarchical model reduction framework based on reduced basis techniques for the application to nonlinear partial differential equations. The major new ingredient to accomplish this goal is the introduction of…
In investigation of boundary-value problems for certain partial differential equations arising in applied mathematics, we often need to study the solution of system of partial differential equations satisfied by hypergeometric functions and…
In this paper we use the Riemann-Hilbert problem, with jumps supported on appropriate curves in the complex plane, for matrix biorthogonal polynomials and apply it to find Sylvester systems of differential equations for the orthogonal…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…
We outline a method based on successive canonical transformations which yields a product expansion for the evolution operator of a general (possibly non-Hermitian) Hamiltonian. For a class of such Hamiltonians this expansion involves a…
Functional It\^o calculus was introduced in order to expand a functional $F(t, X\_{\cdot+t}, X\_t)$ depending on time $t$, past and present values of the process $X$. Another possibility to expand $F(t, X\_{\cdot+t}, X\_t)$ consists in…
In this paper, we derive new asymptotic expansions for the solutions of higher order elliptic equations in the presence of small inclusions. As a byproduct, we derive a topological derivative based algorithm for the reconstruction of…
The present paper introduces a method of basis transformation of a vector space that is specifically applicable to polynomials space and differential equations with certain polynomials solutions such as Hermite, Laguerre and Legendre…
Boundary integral methods are attractive for solving homogeneous linear constant coefficient elliptic partial differential equations on complex geometries, since they can offer accurate solutions with a computational cost that is linear or…
In the application of the Deift-Zhou steepest descent method to the Riemann-Hilbert problem for orthogonal polynomials, a model Riemann-Hilbert problem that appears in the multi-cut case is solved with the use of hyperelliptic theta…
The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…