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Computing the numerical solution of the Kadanoff-Baym equations, a set of nonlinear integral differential equations satisfied by two-time Green's functions derived from many-body perturbation theory for a quantum many-body system away from…

Strongly Correlated Electrons · Physics 2022-03-29 Jia Yin , Yang-hao Chan , Felipe da Jornada , Diana Qiu , Steven G. Louie , Chao Yang

Starting with the Green's functions found for normal diffusion, we construct exact time-dependent Green's functions for subdiffusive equation (with fractional time derivatives), with the boundary conditions involving a linear combination of…

Statistical Mechanics · Physics 2009-11-10 Tadeusz Kosztolowicz

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

Optimization and Control · Mathematics 2018-11-16 Kenneth F. Caluya , Abhishek Halder

Most Fredholm integral equations involve integrals with weakly singular kernels. Once the domain of integration is discretized into flat triangular elements, these weakly singular kernels become strongly singular or near-singular. Common…

Numerical Analysis · Mathematics 2026-01-21 Andrew Zheng , Spyros Alexakis , Adam R Stinchcombe

This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…

Numerical Analysis · Mathematics 2022-02-09 Akihiko Takahashi , Yoshifumi Tsuchida , Toshihiro Yamada

We present a collection of algorithms which utilize dimensional reduction to perform mesh refinement and study possibly singular solutions of time-dependent partial differential equations. The algorithms are inspired by constructions used…

Numerical Analysis · Mathematics 2007-06-21 Panagiotis Stinis

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…

Analysis of PDEs · Mathematics 2022-07-18 Kanti Bhushan Datta , Somantika Datta

We present a data-driven approach to mathematically model physical systems whose governing partial differential equations are unknown, by learning their associated Green's function. The subject systems are observed by collecting…

Numerical Analysis · Mathematics 2023-03-13 Harshwardhan Praveen , Nicolas Boulle , Christopher Earls

The analysis of a delayed generalized Burgers-Huxley equation (a non-linear advection-diffusion-reaction problem) with weakly singular kernels is carried out in this work. Moreover, numerical approximations are performed using the…

Numerical Analysis · Mathematics 2023-09-06 Sumit Mahajan , Arbaz Khan , Manil T. Mohan

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…

Numerical Analysis · Mathematics 2025-01-30 Philipp Bringmann , Michael Feischl , Ani Miraci , Dirk Praetorius , Julian Streitberger

Discrete Differential Equations (DDEs) are functional equations that relate polynomially a power series $F(t,u)$ in $t$ with polynomial coefficients in a "catalytic" variable $u$ and the specializations, say at $u=1$, of $F(t,u)$ and of…

Symbolic Computation · Computer Science 2023-05-01 Alin Bostan , Hadrien Notarantonio , Mohab Safey El Din

Solving high-dimensional Fokker-Planck (FP) equations is a challenge in computational physics and stochastic dynamics, due to the curse of dimensionality (CoD) and unbounded domains. Existing deep learning approaches, such as…

Computational Physics · Physics 2026-03-25 Xiaolong Wu , Qifeng Liao

This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…

Analysis of PDEs · Mathematics 2025-03-06 Rumin Dong , Lin Zhu , Qin Sheng , Bingxin Zhao

We introduce a new family of discontinuous Galerkin (DG) finite element schemes for the discretization of first order systems of hyperbolic partial differential equations (PDE) on unstructured simplex meshes in two and three space…

Numerical Analysis · Mathematics 2025-08-20 R. Abgrall , M. Dumbser , P. H. Maire

Learning the Green's function using deep learning models enables to solve different classes of partial differential equations. A practical limitation of using deep learning for the Green's function is the repeated computationally expensive…

Machine Learning · Computer Science 2023-08-02 Kishan Wimalawarne , Taiji Suzuki , Sophie Langer

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

Using generalized Riemann maps, normal forms for almost complex domains (D, J) with singular foliations by stationary disks are defined. Such normal forms are used to construct counterexamples and to determine intrinsic conditions, under…

Complex Variables · Mathematics 2011-03-29 G. Patrizio , A. Spiro

We introduce a fast algorithm for computing volume potentials - that is, the convolution of a translation invariant, free-space Green's function with a compactly supported source distribution defined on a uniform grid. The algorithm relies…

Numerical Analysis · Mathematics 2016-08-24 Felipe Vico , Leslie Greengard , Miguel Ferrando

A collection of algorithms is described for numerically computing with smooth functions defined on the unit disk. Low rank approximations to functions in polar geometries are formed by synthesizing the disk analogue of the double Fourier…

Numerical Analysis · Mathematics 2017-03-28 Heather Wilber , Alex Townsend , Grady Wright

Numerically solving high-dimensional partial differential equations (PDEs) is a major challenge. Conventional methods, such as finite difference methods, are unable to solve high-dimensional PDEs due to the curse-of-dimensionality. A…

Numerical Analysis · Mathematics 2023-05-11 Deqing Jiang , Justin Sirignano , Samuel N. Cohen
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