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In this work we consider unconstrained optimization problems. The objective function is known through a zeroth order stochastic oracle that gives an estimate of the true objective function. To solve these problems, we propose a…

Optimization and Control · Mathematics 2025-08-04 Alberto De Santis , Giampaolo Liuzzi , Stefano Lucidi

The solutions of fractional differential equations (FDEs) have a natural singularity at the initial point. The accuracy of their numerical solutions is lower than the accuracy of the numerical solutions of FDEs whose solutions are…

Numerical Analysis · Mathematics 2018-06-11 Yuri Dimitrov , Ivan Dimov , Venelin Todorov

We discuss an effective field theory (EFT) approach to the computation of fluctuation-induced interactions between particles bound to a thermally fluctuating fluid surface controlled by surface tension. By describing particles as points,…

Soft Condensed Matter · Physics 2015-06-12 Cem Yolcu , Ira Z. Rothstein , Markus Deserno

In this paper, we derive an asymptotic error expansion for the eigenvalue approximations by the lowest order Raviart-Thomas mixed finite element method for the general second order elliptic eigenvalue problems. Extrapolation based on such…

Numerical Analysis · Mathematics 2011-01-11 Hehu Xie

Recent research in nonlinear filtering and signal processing has suggested an efficient derivative-free Extended Kalman filter (EKF) designed for discrete-time stochastic systems. Such approach, however, has failed to address the estimation…

Optimization and Control · Mathematics 2024-02-20 Maria V. Kulikova , Gennady Yu. Kulikov

Reliably determining system trajectories is essential in many analysis and control design approaches. To this end, an initial value problem has to be usually solved via numerical algorithms which rely on a certain software realization.…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Grigory Devadze , Lars Flessing , Stefan Streif

We show a general method allowing the solution calculation, in the form of a power series, for a very large class of nonlinear Ordinary Differential Equations (ODEs), namely the real analytic $\sigma\pi$-ODEs (and, more in general, the real…

Dynamical Systems · Mathematics 2019-03-15 Francesco Carravetta

This paper focuses on the numerical solution of initial value problems for fractional differential equations of linear type. The approach we propose grounds on expressing the solution in terms of some integral weighted by a generalized…

Numerical Analysis · Mathematics 2015-03-24 Roberto Garrappa , Marina Popolizio

Soft extrapolation refers to the problem of recovering a function from its samples, multiplied by a fast-decaying window and perturbed by an additive noise, over an interval which is potentially larger than the essential support of the…

Numerical Analysis · Mathematics 2018-12-26 Dmitry Batenkov , Laurent Demanet , Hrushikesh N. Mhaskar

The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…

Numerical Analysis · Mathematics 2019-07-17 Maximilian Bochmann , Lutz Kämmerer , Daniel Potts

Applying proper orthogonal decomposition to a usual finite element (FE) formulation for space fractional partial differential equation, we get a reduced FE model, which greatly reduces the complexity of computation. Then, the stability…

Numerical Analysis · Mathematics 2019-01-04 Jing Sun , Daxin Nie , Weihua Deng

In this paper we define a non-iterative transformation method for an Extended Blasius Problem. The original non-iterative transformation method, which is based on scaling invariance properties, was defined for the classical Blasius problem…

Numerical Analysis · Mathematics 2020-12-30 Riccardo Fazio

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca

As sounds carry rich information, environmental sound classification (ESC) is crucial for numerous applications such as rare wild animals detection. However, our world constantly changes, asking ESC models to adapt to new sounds…

Audio and Speech Processing · Electrical Eng. & Systems 2025-09-22 Xinyi Chen , Xi Chen , Zhenyu Weng , Yang Xiao

Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…

Numerical Analysis · Mathematics 2024-12-03 Colby Fronk , Linda Petzold

Effective Field Theories (EFTs) provide a framework for capturing the effects of yet unseen heavy degrees of freedom in a model-independent manner. However, constructing a complete and minimal set of operators, especially at higher mass…

High Energy Physics - Phenomenology · Physics 2024-02-15 Magnus C. Schaaf

A trigonometric interpolation algorithm for non-periodic functions has been recently proposed and applied to study general ordinary differential equation (ODE). This paper enhances the algorithm to approximate functions in $2$-dim space.…

Numerical Analysis · Mathematics 2025-08-14 Xiaorong Zou

The goal of the present paper is to propose an enhanced ordinary differential equations solver by exploitation of the powerful equivalence method of \'Elie Cartan. This solver returns a target equation equivalent to the equation to be…

Differential Geometry · Mathematics 2008-05-31 Raouf Dridi , Michel Petitot

We implement the Unified Transform Method of Fokas as a numerical method to solve linear partial differential equations on the half-line. The method computes the solution at any x and t without spatial discretization or time stepping. With…

Numerical Analysis · Mathematics 2020-06-12 Bernard Deconinck , Thomas Trogdon , Xin Yang

Ordinary Differential Equations are generally too complex to be solved analytically. Approximations thereof can be obtained by general purpose numerical methods. However, even though accurate schemes have been developed, they remain…

Numerical Analysis · Mathematics 2023-04-19 Maxime Bouchereau , Philippe Chartier , Mohammed Lemou , Florian Méhats