Related papers: Modified DJ method: Application to Boussinesq equa…
This article is devoted to exact solutions of the Boussinesq equation that models nonlinear shallow water waves. For this we use the Hirota bilinear method and differential constrains. Out solutions describe in particular the motion of the…
Efficient and accurate numerical approximation of the full Boltzmann equation has been a longstanding challenging problem in kinetic theory. This is mainly due to the high dimensionality of the problem and the complicated collision…
The Neumann--Neumann method is a commonly employed domain decomposition method for linear elliptic equations. However, the method exhibits slow convergence when applied to semilinear equations and does not seem to converge at all for…
In this work, we employ the generalized perturbation reduction method to find the two-component vector breather solution of the cubic Boussinesq equation $U_{tt} - C U_{zz} - D U_{zzzz}+G (U^{3})_{zz}=0$. Explicit analytical expressions for…
This paper is concerned with the decoupling of delayed linear forward-backward stochastic differential equations (D-FBSDEs), which is much more involved than the delay-free case due to the infinite dimension caused by the delay. A new…
Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand…
This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…
We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…
Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…
We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…
Newton-type solvers have been extensively employed for solving a variety of nonlinear system of algebraic equations. However, for some complex nonlinear system of algebraic equations, efficiently solving these systems remains a challenging…
We devise new variants of the following nonconforming finite element methods: DG methods of fixed arbitrary order for the Poisson problem, the Crouzeix-Raviart interior penalty method for linear elasticity, and the quadratic $C^0$ interior…
The object of the present paper is to extend the third-order iterative method for solving nonlinear equations into systems of nonlinear equations. Since our motive is to develop the method which improve the order of convergence of Newton's…
In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…
We established a new eighth-order iterative method, consisting of three steps, for solving nonlinear equations. Per iteration the method requires four evaluations (three function evaluations and one evaluation of the first derivative).…
Based on the numerical method proposed in [G. Hu, X. Xie, F. Xu, J. Comput. Phys., 355 (2018), 436-449.] for Kohn-Sham equation, further improvement on the efficiency is obtained in this paper by i). designing a numerical method with the…
This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…
This article concludes the study of (2+1)-dimensional nonlinear wave equations that can be derived in a model of an ideal fluid with irrotational motion. In the considered case of identical scaling of the $x,y$ variables, obtaining a…
This paper is dedicated to solving high-dimensional coupled FBSDEs with non-Lipschitz diffusion coefficients numerically. Under mild conditions, we provided a posterior estimate of the numerical solution that holds for any time duration.…