Related papers: A matrix formulation of the Tau method for the num…
A Taylor method for solving an ordinary differential equation initial-value problem $\dot x = f(t,x)$, $x(t_0) = x_0$, computes the Taylor series (TS) of the solution at the current point, truncated to some order, and then advances to the…
This paper introduces the Scaled Coordinate Transformation Boundary Element Method (SCTBEM), a novel boundary-type method for solving 3D potential problems. To address the challenges of applying the Boundary Element Method (BEM) to complex…
We develop a new asymptotic method for the analysis of matrix Riemann-Hilbert problems. Our method is a generalization of the steepest descent method first proposed by Deift and Zhou; however our method systematically handles jump matrices…
This thesis is intended to provide an account of the theory and applications of Operational Methods that allow the "translation" of the theory of special functions and polynomials into a "different" mathematical language. The language we…
Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…
We propose splitting methods for the computation of the exponential of perturbed matrices which can be written as the sum $A=D+\varepsilon B$ of a sparse and efficiently exponentiable matrix $D$ with sparse exponential $e^D$ and a dense…
Matrix-vector multiplication is one of the most fundamental computing primitives. Given a matrix $A\in\mathbb{F}^{N\times N}$ and a vector $b$, it is known that in the worst case $\Theta(N^2)$ operations over $\mathbb{F}$ are needed to…
This paper develops one of the methods for study of nonlinear Partial Differential equations. We generalize Sato equation and represent the algorithm for construction of some classes of nonlinear Partial Differential Equations (PDE)…
We obtain a class of exact solutions of a Bessel-type differential equation, which is a six-parameter linear ordinary differential equation of the second order with irregular (essential) singularity at the origin. The solutions are obtained…
The discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications.…
Nonlinear differential equations (DEs) are used in a wide range of scientific problems to model complex dynamic systems. The differential equations often contain unknown parameters that are of scientific interest, which have to be estimated…
We extend the matrix-resolvent method of computing logarithmic derivatives of tau-functions to the nonlinear Schr\"odinger (NLS) hierarchy. Based on this method we give a detailed proof of a theorem of Carlet, Dubrovin and Zhang regarding…
The numerical computation of the exponentiation of a real matrix has been intensively studied. The main objective of a good numerical method is to deal with round-off errors and computational cost. The situation is more complicated when…
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…
A system of O(N)-matrix difference equations is solved by means of the off-shell version of the nested algebraic Bethe ansatz. In the nesting process a new object, the $\Pi$-matrix, is introduced to overcome the complexities of the O(N)…
Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective…
We propose a method of bi-coordinate variations for non-stationary and non-smooth optimization problems, which involve a single linear equality and box constraints. Here only approximation sequences are known instead of exact values of the…
In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here…
This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…
An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with…