Related papers: Corrections on A numerical method for solving nonl…
This paper provides a numerical approach for solving the linear stochastic Volterra integral equation using Walsh function approximation and the corresponding operational matrix of integration. A convergence analysis and error analysis of…
In this paper we apply Kahan's nonstandard discretization to three dimensional Lotka-Volterra equations in bi-Hamiltonian form. The periodicity of the solutions and all polynomial and non-polynomial invariants are well preserved in…
We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…
We present a collection of integral equation methods for the solution to the two-dimensional, modified Helmholtz equation, $u(\x) - \alpha^2 \Delta u(\x) = 0$, in bounded or unbounded multiply-connected domains. We consider both Dirichlet…
Sometimes it is necessary to obtain a numerical integration using only discretised data. In some cases, the data contains singularities which position is known but does not coincide with a discretisation point, and the jumps in the function…
We study a scalar hyperbolic partial differential equation with non-linear terms similar to those of the equations of general relativity. The equation has a number of non-trivial analytical solutions whose existence rely on a delicate…
This work introduces a general numerical technique to invert one dimensional analytic or tabulated nonlinear functions in assigned ranges of interest. The proposed approach is based on an optimal version of the k-vector range searching, an…
Calibration of stochastic local volatility (SLV) models to their underlying local volatility model is often performed by numerically solving a two-dimensional non-linear forward Kolmogorov equation. We propose a novel finite volume (FV)…
In this paper we describe the integral transform that allows to write solutions of one partial differential equation via solution of another one. This transform was suggested by the author in the case when the last equation is a wave…
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.…
We propose a numerical method for finding solitary wave solutions of generalized Korteweg-de Vries equations by solving the nonlinear eigenvalue problem on an unbounded domain. The artificial boundary conditions are obtained to make the…
In this work, a new approach has been developed to obtain numerical solution of linear Volterra type integral equations by obtaining asymptotic approximation to solutions. Using the classical Bernoulli polynomials, a set of orthonormal…
We present a family of fast and accurate Dijkstra-like solvers for the eikonal equation and factored eikonal equation which compute solutions on a regular grid by solving local variational minimization problems. Our methods converge…
We expand a partial difference equation (P$\Delta$E) on multiple lattices and obtain the P$\Delta$E which governs its far field behaviour. The perturbative--reductive approach is here performed on well known nonlinear P$\Delta$Es, both…
This analysis proposes an analytical-numerical approach for providing solutions of a class of nonlinear fractional Klein-Gordon equation subjected to appropriate initial conditions in Caputo sense by using the Fractional Reduced…
An "exact discretization" of the Schroedinger operator is considered and its direct and inverse scattering problems are solved. It is shown that a differential-difference nonlinear evolution equation depending on two arbitrary constants can…
In this work, a class of non-linear weakly singular fractional integro-differential equations is considered, and we first prove existence, uniqueness, and smoothness properties of the solution under certain assumptions on the given data. We…
We study error propagation in both an explicit and an implicit method for solving Volterra integro-differential equations. We determine the relationship between local and global errors. We derive upper bounds for the global error, and show…
Half-space boundary Kramers' problem about isothermal sliding of moderate dense gas with accomodation boundary conditions along a flat firm surface is solving. The new method of the solution of boundary problems of the kinetic theory is…
A method for practical realization of the inverse scattering transform method for the Korteweg-de Vries equation is proposed. It is based on analytical representations for Jost solutions and for integral kernels of transformation operators…