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We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast to previous work, we introduce a Gauss--Markov prior and…

Machine Learning · Statistics 2021-06-16 Nicholas Krämer , Philipp Hennig

The shooting and finite-difference method are both numeric methods that approximate the solution of a BVP to a given accuracy. In this report both methods were implemented in Matlab and compared to each other on a BVP found in the context…

Numerical Analysis · Mathematics 2017-09-15 Luke Taylor

In this paper, a novel class of exponential Fourier collocation methods (EFCMs) is presented for solving systems of first-order ordinary differential equations. These so-called exponential Fourier collocation methods are based on the…

Numerical Analysis · Mathematics 2018-02-22 Bin Wang , Xinyuan Wu , Fanwei Meng , Yonglei Fang

We propose a computationally efficient framework to treat nonlinear partial differential equations having bifurcating solutions as one or more physical control parameters are varied. Our focus is on steady bifurcations. Plotting a…

Numerical Analysis · Mathematics 2020-06-11 Federico Pichi , Annalisa Quaini , Gianluigi Rozza

In this paper we report and compare the numerical results for an ocean circulation model obtained by the classical truncated boundary formulation, the free boundary approach and a quasi-uniform grid treatment of the problem. We apply a…

Numerical Analysis · Mathematics 2013-10-09 Riccardo Fazio , Alessandra Jannelli

Nonlinear Convex Cone Programming (NCCP) problems are important and have many practical applications. In this paper, we introduces a flexible first-order primal-dual algorithm called the Variant Auxiliary Problem Principle (VAPP) for…

Optimization and Control · Mathematics 2019-11-05 Lei Zhao , Daoli Zhu

In this paper we construct optimal, in certain sense, estimates of values of linear functionals on solutions to two-point boundary value problems (BVPs) for systems of linear first-order ordinary differential equations from observations…

Classical Analysis and ODEs · Mathematics 2009-12-16 Olexandr Nakonechnyi , Yury Podlipenko , Yury Shestopalov

The study of undersea cables and mooring lines statics remains an unavoidable subject of simulation in offshore field for either steady-state analysis or dynamic simulation initialization. Whether the study concerns mooring systems pinned…

Computational Engineering, Finance, and Science · Computer Science 2025-02-06 Florian Surmont , Damien Coache

The non-linear collision-induced breakage equation has significant applications in particulate processes. Two semi-analytical techniques, namely homotopy analysis method (HAM) and accelerated homotopy perturbation method (AHPM) are…

Numerical Analysis · Mathematics 2024-03-14 Sanjiv Kumar Bariwal , Saddam Hussain , Rajesh Kumar

This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…

Optimization and Control · Mathematics 2014-09-18 Amin Jajarmi , Hamidreza Ramezanpour , Arman Sargolzaei , Pouyan Shafaei

These are the notes for a series of Numerical Study group meetings, held in Lorentz institute in the fall of 2017. The aim of the notes is to provide a non-specialist with the minimal knowledge in numerical methods used in BVP for PDEs,…

High Energy Physics - Theory · Physics 2018-01-08 Alexander Krikun

A natural way to model dynamic systems under uncertainty is to use fuzzy boundary value problems (FBVPs) and related uncertain systems. In this paper we use fuzzy Laplace transform to find the solution of two-point boundary value under…

General Mathematics · Mathematics 2016-10-05 Latif Ahmad , Muhammad Farooq , Saif Ullah , Saleem Abdullah

We prove local well-posedness for the initial-boundary value problem (IBVP) associated to the Schr\"odinger-Korteweg de Vries system on right and left half-lines. The results are obtained in the low regularity setting by using two analytic…

Analysis of PDEs · Mathematics 2018-10-05 Adán J. Corcho , Márcio Cavalcante

We present a new view onto the successive approximations' approach in study of the two-point nonlinear fractional boundary value problems. In order to reduce the original problem and further construct its approximate solution we use the…

Classical Analysis and ODEs · Mathematics 2021-01-22 Kateryna Marynets

Hamiltonian Boundary Value Methods (in short, HBVMs) is a new class of numerical methods for the efficient numerical solution of canonical Hamiltonian systems. In particular, their main feature is that of exactly preserving, for the…

Numerical Analysis · Mathematics 2010-02-24 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

Recently, the numerical solution of multi-frequency, highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. When the problem derives from the space semi-…

Numerical Analysis · Mathematics 2018-08-14 Luigi Brugnano , Felice Iavernaro , Juan I. Montijano , Luis Ràndez

We propose a method for the treatment of two--point boundary value problems given by nonlinear ordinary differential equations. The approach leads to sequences of roots of Hankel determinants that converge rapidly towards the unknown…

Mathematical Physics · Physics 2007-05-29 Paolo Amore , Francisco M. Fernandez

In this work, we present a numerical method for the initial-boundary value problem (IBVP) of first-order hyperbolic systems with source terms. The scheme directly solves the relaxation system using a relatively coarse mesh and captures the…

Numerical Analysis · Mathematics 2025-05-29 Yizhou Zhou

We present a high-order accurate fully discrete numerical scheme for solving Initial Boundary Value Problems (IBVPs) within the Continuous Galerkin (CG)-based Finite Element framework. Both the spatial and time approximation in…

Mathematical Physics · Physics 2026-01-09 Mrityunjoy Mandal , Jan Nordström , Arnaud G Malan

This paper is concerned with two examples on the application of the free boundary formulation to BVPs on a semi-infinite interval. In both cases we are able to provide the exact solution of both the BVP and its free boundary formulation.…

Numerical Analysis · Mathematics 2015-03-03 Riccardo Fazio