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In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential…

Analysis of PDEs · Mathematics 2018-05-31 Wei Liu , Michael Röckner , José Luís da Silva

Before we proposed an algebraic technics for the Hamiltonian approach to the evolution systems of partial differential equations, including systems with constraints. Here we further develop this approach and present the defining system of…

Mathematical Physics · Physics 2018-03-13 Victor Zharinov

Many applied time-dependent problems are characterized by an additive representation of the problem operator. Additive schemes are constructed using such a splitting and associated with the transition to a new time level on the basis of the…

Numerical Analysis · Computer Science 2010-05-13 Petr N. Vabishchevich

We consider a sketched implementation of the finite element method for elliptic partial differential equations on high-dimensional models. Motivated by applications in real-time simulation and prediction we propose an algorithm that…

Numerical Analysis · Mathematics 2020-04-22 Robert Lung , Yue Wu , Dimitris Kamilis , Nick Polydorides

We examine an infinite, linear system of ordinary differential equations that models the evolution of fragmenting clusters, where each cluster is assumed to be composed of identical units. In contrast to previous investigations into such…

Functional Analysis · Mathematics 2024-06-17 Lyndsay Kerr , Wilson Lamb , Matthias Langer

A general framework for the numerical approximation of evolution problems is presented that allows to preserve exactly an underlying Hamiltonian- or gradient structure. The approach relies on rewriting the evolution problem in a particular…

Numerical Analysis · Mathematics 2018-12-12 Herbert Egger

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank , Alexander Düster

Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…

Analysis of PDEs · Mathematics 2019-05-09 Stefan Neukamm , Mario Varga , Marcus Waurick

We discuss initial value problems for time evolution equations in one dimensional space which are expressed by the lattice operators and propose some new equations to which complexity of solutions is of polynomial class. Novel type of…

Exactly Solvable and Integrable Systems · Physics 2021-12-21 Soujun Kitagawa , Daisuke Takahashi

We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…

Numerical Analysis · Mathematics 2026-03-27 Andrii Dmytryshyn , Massimiliano Fasi , Nicholas J. Higham , Xiaobo Liu

We solve inverse scattering problem for Schr\"odinger operators with compactly supported potentials on the half line. We discretize S-matrix: we take the value of the S-matrix on some infinite sequence of positive real numbers. Using this…

Mathematical Physics · Physics 2020-10-08 Evgeny L. Korotyaev

Analytic perturbation theory for matrices and operators is an immensely useful mathematical technique. Most elementary introductions to this method have their background in the physics literature, and quantum mechanics in particular. In…

Spectral Theory · Mathematics 2022-04-26 Bassam Bamieh

This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…

Optimization and Control · Mathematics 2021-07-05 Kanat Camlibel , Luigi Iannelli , Aneel Tanwani

In this paper we present a new Eulerian finite element method for the discretization of scalar partial differential equations on evolving surfaces. In this method we use the restriction of standard space-time finite element spaces on a…

Numerical Analysis · Mathematics 2022-12-26 Hauke Sass , Arnold Reusken

In this paper, we discuss numerical approximation of the eigenvalues of the one-dimensional radial Schr\"{o}dinger equation posed on a semi-infinite interval. The original problem is first transformed to one defined on a finite domain by…

Numerical Analysis · Mathematics 2024-03-19 Lidia Aceto , Cecilia Magherini , Ewa B. Weinmüller

We consider large linear systems arising from the isogeometric discretization of the Poisson problem on a single-patch domain. The numerical solution of such systems is considered a challenging task, particularly when the degree of the…

Numerical Analysis · Mathematics 2016-07-22 Giancarlo Sangalli , Mattia Tani

We derive a new discretisation method for first order PDEs of arbitrary spatial dimension, which is based upon a meshfree spatial approximation. This spatial approximation is similar to the SPH (smoothed particle hydrodynamics) technique…

Numerical Analysis · Mathematics 2016-01-25 Tobias Ramming , Holger Wendland

Discretizing continuous-time linear systems typically requires numerical integration. This document presents a convenient method for discretizing the dynamics, input, and process noise state-space matrices of a continuous-time linear system…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Steven Dahdah , James Richard Forbes

Recursive blocked algorithms have proven to be highly efficient at the numerical solution of the Sylvester matrix equation and its generalizations. In this work, we show that these algorithms extend in a seamless fashion to…

Numerical Analysis · Mathematics 2019-05-24 Minhong Chen , Daniel Kressner

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel