Related papers: An orthogonal basis expansion method for solving p…
Starting with some fundamental concepts, in this article we present the essential aspects of spectral methods and their applications to the numerical solution of Partial Differential Equations (PDEs). We start by using Lagrange and…
In this paper, we are concerned with stochastic Volterra equations with singular kernels and H\"older continuous coefficients. We first establish the well-posedness of these equations by utilising the Yamada-Watanabe approach. Then, we aim…
In this study, we consider weighted stochastic field exponent function spaces $L_{\vartheta }^{p(.,.)}\left( D\times \Omega \right) $ and $W_{\vartheta }^{k,p(.,.)}\left( D\times \Omega \right) $. Also, we investigate some basic properties…
The search for a canonical set of eigenvectors of the discrete Fourier transform has been ongoing for more than three decades. The goal is to find an orthogonal basis of eigenvectors which would approximate Hermite functions -- the…
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…
We propose an adaptive Hermite spectral method for the three-dimensional velocity space of the Boltzmann equation guided by a newly developed frequency indicator. For the homogeneous problem, the indicator is defined by the contribution of…
In this article, a formulation of a point-collocation method in which the unknown function is approximated using global expansion in tensor product Bernstein polynomial basis is presented. Bernstein polynomials used in this study are…
Our main objective in this work is to show how Sobolev orthogonal polynomials emerge as a useful tool within the framework of spectral methods for boundary-value problems. The solution of a boundary-value problem for a stationary…
Calculations of the ground state of inhomogeneous many-electron systems involve a solving of the Poisson equation for Coulomb potential and the Schroedinger equation for single-particle orbitals. Due to nonlinearity and complexity this set…
We develop a high accuracy power series method for solving partial differential equations with emphasis on the nonlinear Schr\"odinger equations. The accuracy and computing speed can be systematically and arbitrarily increased to orders of…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
This paper shows that the Heterogeneous Multiscale Method can be applied to elliptic problem without scale separation. The Localized Orthogonal Method is a special case of the Heterogeneous Multiscale Method.
We investigate the first-order correction in the homogenization of linear parabolic equations with random coefficients. In dimension $3$ and higher and for coefficients having a finite range of dependence, we prove a pointwise version of…
High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral…
We compute fundamental solutions of homogeneous elliptic differential operators, with constant coefficients, on $\mathbb{R}^n$ by mean of analytic continuation of distributions. The result obtained is valid in any dimension, for any degree…
We study a process satisfying a one-dimensional stochastic differential equation driven by fractional Brownian motion with Hurst index $H>1/2$, and consider the weighted power variation based on the second order differences of the process.…
In this paper, we propose a mesh-free numerical method for solving elliptic PDEs on unknown manifolds, identified with randomly sampled point cloud data. The PDE solver is formulated as a spectral method where the test function space is the…
We present a genus expansion-type expression for the expected values of products of traces of expressions involving Haar-distributed orthogonal matrices. As with other real genus expansions, nonorientable surfaces appear, in addition to the…
In this work, we propose an adaptive radial basis function (RBF) approach for the efficient solution of multidimensional spatiotemporal integrodifferential equations. Our approach can automatically adjust the shape of RBFs and provide an…
We construct the orthogonal eigenbasis for a discrete elliptic Ruijsenaars type quantum particle Hamiltonian with hyperoctahedral symmetry. In the trigonometric limit the eigenfunctions in question recover a previously studied $q$-Racah…