Related papers: Index Reduction for Second Order Singular Systems …
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…
We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…
A new formulation of boundary value problems in gradient elasticity is presented in this work. The main outcome is the construction of partial differential systems of second order, which are typically equivalent with the well known fourth…
This paper proposes the use of spectral element methods \citep{canuto_spectral_1988} for fast and accurate training of Neural Ordinary Differential Equations (ODE-Nets; \citealp{Chen2018NeuralOD}) for system identification. This is achieved…
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…
A linear implicit finite difference method is proposed for the approximation of the solution to a periodic, initial value problem for a Schrodinger-Hirota equation. Optimal, second order convergence in the discrete $H^1-$norm is proved,…
Linearization of coupled second order nonlinear ordinary differential equations (SNODEs) is one of the open and challenging problems in the theory of differential equations. In this paper we describe a simple and straightforward method to…
In this paper, we present a new SDC scheme for solving semi-explicit DAEs with the ability to be parallelized in which only the differential equations are numerically integrated is presented. In Shu et al. (2007) it was shown that SDC for…
In this work, we present a new high order Discontinuous Galerkin time integration scheme for second-order (in time) differential systems that typically arise from the space discretization of the elastodynamics equation. By rewriting the…
The solvability and stability analysis of linear time invariant systems of delay differential-algebraic equations (DDAEs) is analyzed. The behavior approach is applied to DDAEs in order to establish characterizations of their solvability in…
In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…
In the present paper we consider controllability and observability of second order linear time invariant systems in matrix form. Without reducing into first order systems we show how the classical conditions for first order linear systems…
The main goal of this thesis is to show the crucial role that plays the symbol in analysing the spectrum the sequence of matrices resulting from PDE approximation and in designing a fast method to solve the associated linear problem. In the…
This paper deals with the Darcy-Forchheimer problem with two kinds of boundary conditions. We discretize the system by using the finite element methods and we propose two iterative schemes to solve the discrete problems. The well-posedness…
In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…
In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solution of the SDE is locally approximated by the solution of the…
Integration operational matrix methods based on Zernike polynomials are used to determine approximate solutions of a class of non-homogeneous partial differential equations (PDEs) of first and second order. Due to the nature of the Zernike…
In this article, we study systems of $n \geq 1$, not necessarily linear, discrete differential equations (DDEs) of order $k \geq 1$ with one catalytic variable. We provide a constructive and elementary proof of algebraicity of the solutions…
In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…