Related papers: A new technique to solve linear integro-differenti…
The purpose of the research is to find the numerical solutions to the system of time dependent nonlinear parabolic partial differential equations (PDEs) utilizing the Modified Galerkin Weighted Residual Method (MGWRM) with the help of…
Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
The solution to the nonlinear output regulation problem requires one to solve a first order PDE, known as the Francis-Byrnes-Isidori (FBI) equations. In this paper we propose a method to compute approximate solutions to the FBI equations…
Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…
In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.
This paper aims to devise an adaptive neural network basis method for numerically solving a second-order semilinear partial differential equation (PDE) with low-regular solutions in two/three dimensions. The method is obtained by combining…
In this paper, we develop a fully discrete Galerkin method for solving initial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(GJPs) with indexes corresponding to the number of homogeneous…
Ordinary Differential Equations are generally too complex to be solved analytically. Approximations thereof can be obtained by general purpose numerical methods. However, even though accurate schemes have been developed, they remain…
We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…
We present a new fixed mesh algorithm for solving a class of interface inverse problems for the typical elliptic interface problems. These interface inverse problems are formulated as shape optimization prob- lems whose objective…
This work is devoted to the obtaining of a new numerical scheme based in quadrature formulas for the Lebesgue-Stieltjes integral for the approximation of Stieltjes ordinary differential equations. This novel method allows us to numerically…
We present a new approach to solving polynomial ordinary differential equations by transforming them to linear functional equations and then solving the linear functional equations. We will focus most of our attention upon the first-order…
In this paper we propose a new numerical method for solving stochastic differential equations (SDEs). As an application of this method we propose an explicit numerical scheme for a super linear SDE for which the usual Euler scheme diverges.
Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…
In order to find closed form solutions of nonintegrable nonlinear ordinary differential equations, numerous tricks have been proposed. The goal of this short review is to recall classical, 19th-century results, completed in 2006 by…
In this paper, Bernstein piecewise polynomials are used to solve the integral equations numerically. A matrix formulation is given for a non-singular linear Fredholm Integral Equation by the technique of Galerkin method. In the Galerkin…
The Bernstein polynomial basis sees significant use owing to its unique properties, particularly in the field of optimal control. However, the basis is known to have a slow rate of convergence to the function it approximates. With this in…
We show that integro-differential generalized Langevin and non-Markovian master equations can be transformed into larger sets of ordinary differential equations. .On the basis of this transformation we develop a numerical method for solving…
In this paper, we introduce the new optimal perturbation iteration method based on the perturbation iteration algorithms for the approximate solutions of nonlinear differential equations of many types. The proposed method is illustrated by…