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In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used…

Numerical Analysis · Mathematics 2016-02-19 Simone Cacace , Emiliano Cristiani , Maurizio Falcone

A general lattice Boltzmann (LB) model is proposed for solving nonlinear partial differential equations with the form $\partial_t \phi+\sum_{k=1}^{m} \alpha_k \partial_x^k \Pi_k (\phi)=0$, where $\alpha_k$ are constant coefficients, and…

Computational Physics · Physics 2018-01-17 Baochang Shi , Hanzhong He , Zhaoli Guo

We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space…

Analysis of PDEs · Mathematics 2020-07-17 P Prakash

Singularity subtraction for linear weakly singular Fredholm integral equations of the second kind is generalized to nonlinear integral equations. Two approaches are presented: The Classical Approach discretizes the nonlinear problem, and…

Numerical Analysis · Mathematics 2022-02-17 M. Ahues , F. Dias d'Almeida , R. Fernandes , P. B. Vasconcelos , }

The asymptotic iteration method (AIM) is an iterative technique used to find exact and approximate solutions to second-order linear differential equations. In this work, we employed AIM to solve systems of two first-order linear…

Mathematical Physics · Physics 2009-01-15 Katherine M. Robertson , Nasser Saad

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 study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Probability · Mathematics 2022-06-16 Alessia Ascanelli , Sandro Coriasco , André Suß

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

In this work, we implement a relatively new analytical technique, the Improved Amplitude-Frequency Formulation (IAFF) method, approach for solving accurate approximate analytical solutions for strong nonlinear oscillators, which may contain…

Dynamical Systems · Mathematics 2021-10-05 R. Azami , D. D. Ganji , A. G. Davodi , H. Babazadeh

In this article we study adaptive finite element methods (AFEM) with inexact solvers for a class of semilinear elliptic interface problems. We are particularly interested in nonlinear problems with discontinuous diffusion coefficients, such…

Numerical Analysis · Mathematics 2016-08-24 Michael Holst , Ryan Szypowski , Yunrong Zhu

In the paper, we utilize the fractional differential transformation (FDT) to solving singular initial value problem of fractional Emden-Fowler type differential equations. The solutions of our model equations are calculated in the form of…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

In this article, we present an iterative method to find simple roots of nonlinear equations, that is, to solving an equation of the form $f(x) = 0$. Different from Newton's method, the method we purpose do not require evaluation of…

Numerical Analysis · Mathematics 2022-09-30 Eder Marinho Martins , Geraldo Cesar Gonçalves Ferreira , Thais Ester Gonçalves

In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…

Numerical Analysis · Mathematics 2012-04-17 Juergen Geiser , Thomas Zacher

We use a one-scale similarity analysis which gives specific relations between the velocity, amplitude and width of localized solutions of nonlinear differential equations, whose exact solutions are generally difficult to obtain. We also…

Pattern Formation and Solitons · Physics 2007-05-23 A. Ludu , R. F. O'Connell , J. P. Draayer

The purpose of this paper is to give an Osgood's criterion for solutions of semilinear stochastic differential equations of the form $X_{t}=\xi +\int_{0}^{t}b(s,X_{s})ds+\int_{0}^{t}\sigma (s)X_{s}dW_{s},\ t\geq 0$. Here, $b$ is a…

Probability · Mathematics 2014-01-31 Jorge A. León , Liliana Peralta , José Villa-Morales

In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A function that has a prescribed value on the domain in which a differential…

Mathematical Physics · Physics 2009-12-08 Hui-Chia Yu , Hsun-Yi Chen , K. Thornton

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

This chapter is mainly a tutorial introduction to methods recently developed in order to find all (as opposed to some) meromorphic particular solutions of given nonintegrable, autonomous, algebraic ordinary differential equations of any…

Exactly Solvable and Integrable Systems · Physics 2018-06-11 Robert Conte , Tuen Wai Ng , Chengfa Wu

A nonlinear partial differential equation is a nonlinear relationship between an unknown function and how it changes due to two or more input variables. A numerical method reduces such an equation to arithmetic for quick visualization, but…

History and Overview · Mathematics 2019-09-27 R. Corban Harwood

We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…

Numerical Analysis · Mathematics 2013-07-23 Ingrid von Glehn , Thomas März , Colin B. Macdonald