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We propose new algorithms for the computation of the first N terms of a vector (resp. a basis) of power series solutions of a linear system of differential equations at an ordinary point, using a number of arithmetic operations which is…
In this paper, we design and analyze a novel spectral method for the subdiffusion equation. As it has been known, the solutions of this equation are usually singular near the initial time. Consequently, direct application of the traditional…
A new approach for integration of the initial value problem for ordinary differential equations is suggested. The algorithm is based on approximation of the solution by a system of functions that contains orthogonal exponential polynomials.
This paper presents a fast algorithm to solve a spectral estimation problem for two-dimensional random fields. The latter is formulated as a convex optimization problem with the Itakura-Saito pseudodistance as the objective function subject…
Considered here is an efficient technique to compute approximate profiles of solitary wave solutions of fractional Korteweg-de Vries equations. The numerical method is based on a fixed-point iterative algorithm along with extrapolation…
This paper discusses the practical development of space-time boundary element methods for the wave equation in three spatial dimensions. The employed trial spaces stem from simplex meshes of the lateral boundary of the space-time cylinder.…
A popular method to compute first-passage probabilities in continuous-time Markov chains is by numerically inverting their Laplace transforms. Past decades, the scientific computing community has developed excellent numerical methods for…
Efficient computation methods are devised for the perturbative solution of Schwinger--Dyson equations for propagators. We show how a simple computation allows to obtain the dominant contribution in the sum of many parts of previous…
We study convex-concave saddle point problems with bilinear coupling, covering linearly constrained convex optimization and more general nonsmooth or constrained models via a proximable term in the dual objective. In linearly convergent…
Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study…
We propose a new class of fundamental solutions for the numerical analysis of boundary value problems for the Maxwell equations. We prove completeness of systems of such fundamental solutions in appropriate Sobolev spaces on a smooth…
In this paper, we investigate a spectral Petrov-Galerkin method for fractional initial value problems. Singularities of the solution at the origin inherited from the weakly singular kernel of the fractional derivative are considered, and…
We present a spectral method for one-sided linear fractional integral equations on a closed interval that achieves exponentially fast convergence for a variety of equations, including ones with irrational order, multiple fractional orders,…
We present and experimentally realize a quantum algorithm for efficiently solving the following problem: given an $N\times N$ matrix $\mathcal{M}$, an $N$-dimensional vector $\textbf{\emph{b}}$, and an initial vector $\textbf{\emph{x}}(0)$,…
We show how probabilistic numerics can be used to convert an initial value problem into a Gauss--Markov process parametrised by the dynamics of the initial value problem. Consequently, the often difficult problem of parameter estimation in…
We develop a framework for the average-case analysis of random quadratic problems and derive algorithms that are optimal under this analysis. This yields a new class of methods that achieve acceleration given a model of the Hessian's…
The vertical modes of linearized equations of motion are widely used by the oceanographic community in numerous theoretical and observational contexts. However, the standard approach for solving the generalized eigenvalue problem using…
The paper describes a numerical method for solving acoustic multibody scattering problems in two and three dimensions. The idea is to compute a highly accurate approximation to the scattering operator for each body through a local…
Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…
We consider the numerical solution of the scattering of time-harmonic plane waves from an infinite periodic array of reflection or transmission obstacles in a homogeneous background medium, in two dimensions. Boundary integral formulations…