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We are interested in strong approximations of one-dimensional SDEs which have non-Lipschitz coefficients and which take values in a domain. Under a set of general assumptions we derive an implicit scheme that preserves the domain of the…

Computational Finance · Quantitative Finance 2012-09-04 Andreas Neuenkirch , Lukasz Szpruch

We deal with approximation of solutions of delay differential equations (DDEs) via the classical Euler algorithm. We investigate the pointwise error of the Euler scheme under nonstandard assumptions imposed on the right-hand side function…

Numerical Analysis · Mathematics 2023-12-13 Natalia Czyżewska , Paweł M. Morkisz , Paweł Przybyłowicz

In this paper, a centred universal high-order finite volume method for solving hyperbolic balance laws is presented. The scheme belongs to the family of ADER methods where the Generalized Riemann Problems (GRP) is a building block. The…

Numerical Analysis · Mathematics 2021-07-28 Gino I. Montecinos

We present a general scheme based on nonlinear response theory to calculate the expansion of correlation functions such as the pair-correlation function or the exchange-correlation hole of an inhomogeneous many-particle system in terms of…

Materials Science · Physics 2013-04-25 Robert van Leeuwen

In earlier papers the author studied some classes of equations with Carlitz derivatives for $\mathbb F_q$-linear functions, which are the natural function field counterparts of linear ordinary differential equations. Here we consider…

Number Theory · Mathematics 2007-05-23 Anatoly N. Kochubei

In recent work, Li et al.\ (Comm.\ Math.\ Sci., 7:81-107, 2009) developed a diffuse-domain method (DDM) for solving partial differential equations in complex, dynamic geometries with Dirichlet, Neumann, and Robin boundary conditions. The…

Numerical Analysis · Mathematics 2015-05-18 Karl Yngve Lervåg , John Lowengrub

Gallagher's theorem is a sharpening and extension of the Littlewood conjecture that holds for almost all tuples of real numbers. We provide a fibre refinement, solving a problem posed by Beresnevich, Haynes and Velani in 2015. Hitherto,…

Number Theory · Mathematics 2019-09-25 Sam Chow , Niclas Technau

This paper is concerned with the approximation of solutions to a class of second order non linear abstract differential equations. The finite-dimensional approximate solutions of the given system are built with the aid of the projection…

Numerical Analysis · Mathematics 2024-02-02 Shahin Ansari , Muslim Malik , Javid Ali

Given the Fourier-Legendre expansions of $f$ and $g$, and mild conditions on $f$ and $g$, we derive the Fourier-Legendre expansion of their product in terms of their corresponding Fourier-Legendre coefficients. In this way, expansions of…

Numerical Analysis · Mathematics 2024-03-26 Rabia Djellouli , David Klein , Matthew Levy

Discretization methods for ordinary differential equations based on the use of matrix exponentials have been known for decades. This set of ideas has come off age and acquired greater urgency recently, within the context of geometric…

Numerical Analysis · Mathematics 2025-10-20 Elena Celledoni , Arieh Iserles

We present a dimension-incremental algorithm for the nonlinear approximation of high-dimensional functions in an arbitrary bounded orthonormal product basis. Our goal is to detect a suitable truncation of the basis expansion of the…

Numerical Analysis · Mathematics 2023-04-28 Lutz Kämmerer , Daniel Potts , Fabian Taubert

In this work, we introduce the new class of functions which can use to solve the nonlinear/linear multi-dimensional differential equations. Based on these functions, a numerical method is provided which is called the Developed Lagrange…

Numerical Analysis · Mathematics 2019-04-30 Mehdi Delkhosh , Kourosh Parand , Amir H. Hadian-Rasanan

In this paper we prove certain Hurwitz equivalence properties in $B_n$. Our main result is that every two Artin's factorizations of $\Delta_n ^2$ of the form $H_{i_1} ... H_{i_{n(n-1)}}, \quad F_{j_1} ... F_{j_{n(n-1)}}$ (with $i_k, j_k \in…

Algebraic Geometry · Mathematics 2007-05-23 M. Teicher , T. Ben-Itzhak

We construct a finite element approximation of a strain-limiting elastic model on a bounded open domain in $\mathbb{R}^d$, $d \in \{2,3\}$. The sequence of finite element approximations is shown to exhibit strong convergence to the unique…

Numerical Analysis · Mathematics 2020-04-02 Andrea Bonito , Vivette Girault , Endre Süli

This paper investigates the errors of the solutions as well as the shadowing property of a class of nonlinear differential equations which possess unique solutions on a certain interval for any admissible initial conditions. The class of…

Classical Analysis and ODEs · Mathematics 2013-10-01 M. De la Sen

The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…

Numerical Analysis · Mathematics 2026-03-25 Ruisheng Qi , Xiaojie Wang

This work focuses on deriving quantitative approximation error bounds for neural ordinary differential equations having at most quadratic nonlinearities in the dynamics. The simple dynamics of this model form demonstrates how expressivity…

Machine Learning · Computer Science 2025-06-16 Joshua Hanson , Maxim Raginsky

Recent breakthrough methods \cite{gggz,joux,bgjt} on computing discrete logarithms in small characteristic finite fields share an interesting feature in common with the earlier medium prime function field sieve method \cite{jl}. To solve…

Computational Complexity · Computer Science 2014-02-27 Ming-Deh Huang , Anand Kumar Narayanan

A method for introducing the higher order terms in the potential expansion to study the continuous limits of the Toda hierarchy is proposed in this paper. The method ensures that the higher order terms are differential polynomials of the…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Runliang Lin , Wen-Xiu Ma , Yunbo Zeng

The classical Ruckert-Lefschetz scheme of analysis of implicit functions (defined by finite systems of n analytical equations with n unknowns) is studied from the point of view of calculations with finite number coefficients in Taylor…

Functional Analysis · Mathematics 2011-05-09 P. P. Zabreiko , A. V. Krivko-Krasko