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We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…
The paper describes two iterative algorithms for solving general systems of M simultaneous linear algebraic equations (SLAE) with real matrices of coefficients. The system can be determined, underdetermined, and overdetermined. Linearly…
We study dissipative translationally invariant free-fermionic theories with quadratic Liouvillians. Using a Lie-algebraic approach, we solve the Lindblad equation and find the density matrix at all times for arbitrary time dependence of the…
In this paper we consider the numerical solution of fractional terminal value problems (FDE-TVPs). In particular, the proposed procedure uses a Newton-type iteration which is particularly efficient when coupled with a recently-introduced…
We generalize the fractional Caputo derivative to the fractional derivative ${^CD^{\alpha,\beta}_{\gamma}}$, which is a convex combination of the left Caputo fractional derivative of order $\alpha$ and the right Caputo fractional derivative…
Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…
This paper presents a novel approach to rigorously solving initial value problems for semilinear parabolic partial differential equations (PDEs) using fully spectral Fourier-Chebyshev expansions. By reformulating the PDE as a system of…
We propose a transformation algorithm for a class of Linear Parameter-Varying (LPV) systems with functional affine dependence on parameters, where the system matrices depend affinely on nonlinear functions of the scheduling varable, into…
Despite the growing interest in fractional generalizations of classical fluid dynamics equations, the fractional Rayleigh--Stokes problem has previously been studied almost exclusively using the Riemann--Liouville fractional derivative. To…
In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of…
We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and…
In this paper we describe a method to solve the linear non-homogeneous fractional differential equations (FDE), composed with Jumarie type Fractional Derivative, and describe this method developed by us, to find out Particular Integrals,…
This paper deals with the initial value problem for the multi-term fractional differential equation. The fractional derivative is defined in the Caputo sense. Firstly the initial value problem is transformed into a equivalent Volterra-type…
From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…
In this paper we solve a L\'evy driven linear stochastic first order partial differential equation (transport equation) understood in the canonical (Marcus) form. The solution can be obtained with the help of the method of stochastic…
The paper deals with the decoupling problem of general quasilinear first order systems in two independent variables. We consider either the case of homogeneous and autonomous systems or the one of nonhomogeneous and/or nonautonomous…
In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…
We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…
In the paper we study the subject of positivity of systems with sequential fractional difference. We give formulas for the unique solutions of systems in linear and semi-linear cases. The positivity of systems is considered.
In this contribution we present how to obtain explicit state space models in port-Hamiltonian form when a mixed finite element method is applied to a linear mechanical system with non-uniform boundary conditions. The key is to express the…