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When integrating the radiative transfer equation for polarized light, the necessity of high-order numerical methods is well known. In fact, well-performing high-order formal solvers enable higher accuracy and the use of coarser spatial…

In this paper, we propose a third-order Newton's method which in each iteration solves a semidefinite program as a subproblem. Our approach is based on moving to the local minimum of the third-order Taylor expansion at each iteration,…

In the present paper, we propose to prove some properties and estimates of the integral remainder in the generalized Taylor formula associated to the Dunkl operator on the real line and to describe the Besov-Dunkl spaces for which the…

We describe an expansion of Legendre polynomials, analogous to the Taylor expansion, to approximate arbitrary functions. We show that the polynomial coefficients in Legendre expansion, therefore the whole series, converge to zero much more…

This paper introduces a new method for constructing approximate solutions to a class of Wiener--Hopf equations. This is particularly useful since exact solutions of this class of Wiener--Hopf equations, at the moment, cannot be obtained.…

Delay differential equations are of great importance in science, engineering, medicine and biological models. These type of models include time delay phenomena which is helpful for characterising the real-world applications in machine…

This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…

Two-step hybrid methods specially adapted to the numerical integration of perturbed oscillators are obtained. The formulation of the methods is based on a refinement of classical Taylor expansions due to Scheifele [{\em Z. Angew. Math.…

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

The article is devoted to comparative analysis of the efficiency of application of Legendre polynomials and trigonometric functions to the numerical integration of Ito stochastic differential equations in the framework of the method of…

The article is devoted to the construction of effective procedures of the mean-square approximation of iterated Ito stochastic integrals of multiplicities 1 to 5 from the Taylor-Ito expansion based on multiple Fourier-Legendre series. The…

In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…

In this paper we propose a general methodology for solving a broad class of continuous, multifacility location problems, in any dimension and with $\ell_\tau$-norms proposing two different methodologies: 1) by a new second order cone mixed…

A robust, fast and accurate method for solving the Colebrook-like equations is presented. The algorithm is efficient for the whole range of parameters involved in the Colebrook equation. The computations are not more demanding than…

This article provides a general iterative approximation to partial differential equations, and thus establish existence of smooth solution. The heart of the method is to contract (or expand) the boundary conditions uniformly in the domain,…

This work is an extension of previous work by Alazah et al. [M. Alazah, S. N. Chandler-Wilde, and S. La Porte, Numerische Mathematik, 128(4):635-661, 2014]. We split the computation of the Fresnel Integrals into 3 cases: a truncated Taylor…

In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…

We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.

Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…

This paper addresses an investigation on a factorization method for difference equations. It is proved that some classes of second order linear difference operators, acting in Hilbert spaces, can be factorized using a pair of mutually…