Related papers: Approximation of Stieltjes ordinary differential e…
A new approach for integration of the initial value problem for ordinary differential equations is suggested. The algorithm is based on approximation of the solution by a system of functions that contains orthogonal exponential polynomials.
In this paper, we propose a horizontal type method of lines numerical scheme for the unsteady Euler-Bernoulli beam equation. The problem is initially reformulated as a first order system of initial value problems and a suitable one-step…
This work revolves around the study of differentiability in the Stieltjes sense of a product of functions. A formula for the first order derivative has been obtained in the past, which is similar to the usual one with some extra terms in…
We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type approximations to the solutions of stochastic differential equations (SDEs) with non-linear and non-Lipschitzian coefficients. Motivation…
We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…
This paper adopts a highly effective numerical approach for approximating non-linear stochastic Volterra integral equations (NLSVIEs) based on the operational matrices of the Walsh function and the collocation method. The method transforms…
This article is devoted to the analysis of the convergence rates of several nu- merical approximation schemes for linear and nonlinear Schr\"odinger equations on the real line. Recently, the authors have introduced viscous and two-grid…
A closed form of the multi-peakon solutions of the Camassa-Holm equation is found using a theorem of Stieltjes on continued fractions. An explicit formula is obtained for the scattering shifts.
The goal of this paper is to create a fruitful bridge between the numerical methods for approximating partial differential equations (PDEs) in fluid dynamics and the (iterative) numerical methods for dealing with the resulting large linear…
We consider the Cauchy problem for a second-order nonlinear evolution equation in a Hilbert space. This equation represents the abstract generalization of the Ball integro-differential equation. The general nonlinear case with respect to…
We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…
We present different techniques to numerically solve the equations of motion for the widely studied Discrete Nonlinear Schroedinger equation (DNLS). Being a Hamiltonian system, the DNLS requires symplectic routines for an efficient…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
On the one hand, the explicit Euler scheme fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient. On the other…
In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…
The characterization of the solvability of matrix versions of truncated Stieltjes-type moment problems led to the class of $\alpha$-Stieltjes non-negative definite sequences of complex $q \times q$ matrices. In [21], a parametrization of…
This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…
Efficient and accurate numerical algorithms are developed to solve a generalized Kirchhoff-Love plate model subject to three common physical boundary conditions: (i) clamped; (ii) simply supported; and (iii) free. We solve the model…
In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…
This paper presents a comparative study three numerical schemes such as Linear, Quadratic and Quadratic-Linear scheme for the fractional integro-differential equations defined in terms of the Caputo fractional derivatives. The error…