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This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…
High index differential algebraic equations (DAEs) are ordinary differential equations (ODEs) with constraints and arise frequently from many mathematical models of physical phenomenons and engineering fields. In this paper, we generalize…
Recently, the Shifted Boundary Method (SBM) was proposed within the class of unfitted (or immersed, or embedded) finite element methods. By reformulating the original boundary value problem over a surrogate (approximate) computational…
In quantum mechanics, the Rosen-Zener model represents a two-level quantum system. Its generalization to multiple degenerate sets of states leads to larger non-autonomous linear system of ordinary differential equations (ODEs). We propose a…
The Bethe-Salpeter equation (BSE) is currently the state of the art in the description of neutral electron excitations in both solids and large finite systems. It is capable of accurately treating charge-transfer excitations that present…
In this paper, we present a backward deep BSDE method applied to Forward Backward Stochastic Differential Equations (FBSDE) with given terminal condition at maturity that time-steps the BSDE backwards. We present an application of this…
We established a new eighth-order iterative method, consisting of three steps, for solving nonlinear equations. Per iteration the method requires four evaluations (three function evaluations and one evaluation of the first derivative).…
We consider solvable matrix models. We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one…
We report a new analytical method for exact solution of homogeneous linear ordinary differential equations with arbitrary order and variable coefficients. The method is based on the definition of jump transfer matrices and their extension…
Lie symmetry analysis is one of the powerful tools to analyze nonlinear ordinary differential equations. We review the effectiveness of this method in terms of various symmetries. We present the method of deriving Lie point symmetries,…
Sliced Optimal Transport (OT) simplifies the OT problem in high-dimensional spaces by projecting supports of input measures onto one-dimensional lines and then exploiting the closed-form expression of the univariate OT to reduce the…
A new method of solving third-order ordinary complex differential equations (OCDEs) by generalizing Prelle-Singer. The idea which is a procedure for finding the solution for second-order differential equations in the real domain. We have…
We report a new analytical method for solution of a wide class of second-order differential equations with eigenvalues replaced by arbitrary functions. Such classes of problems occur frequently in Quantum Mechanics and Optics. This approach…
This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…
A finite transformation method is introduced. This method is equivalent to the $Z$ transform method to a certain extent but generalizes it. By applying the presented method to the Bessel functions, it is possible to solve related ordinary…
The generic quantum $\tau_2$-model (also known as Baxter-Bazhanov-Stroganov (BBS) model) with periodic boundary condition is studied via the off-diagonal Bethe Ansatz method. The eigenvalues of the corresponding transfer matrix (solutions…
In this manuscript, we propose matrix- and tensor-oriented methods for the numerical solution of the multidimensional evolutionary space-fractional complex Ginzburg--Landau equation. After a suitable spatial semidiscretization, the…
Discretization methods for ordinary differential equations based on the use of matrix exponentials have been known for decades. This set of ideas has come off age and acquired greater urgency recently, within the context of geometric…
Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…
In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…