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We present a framework for solving time-dependent partial differential equations (PDEs) in the spirit of the random feature method. The numerical solution is constructed using a space-time partition of unity and random feature functions.…

Numerical Analysis · Mathematics 2023-04-17 Jingrun Chen , Weinan E , Yixin Luo

In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…

Numerical Analysis · Mathematics 2022-12-01 Yangfei Liao , Yifan Wang , Hehu Xie

In the present work, an attempted was made to develop a numerical algorithm by the use of new orthogonal hybrid functions formed from hybrid of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal…

Numerical Analysis · Mathematics 2018-01-23 Seshu Kumar Damarla , Madhusree Kundu

A new field of numerical astrophysics is introduced which addresses the solution of large, multidimensional structural or slowly-evolving problems (rotating stars, interacting binaries, thick advective accretion disks, four dimensional…

Astrophysics · Physics 2009-10-30 David L. Meier

A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…

Classical Analysis and ODEs · Mathematics 2021-05-04 Arran Fernandez , Joel E. Restrepo , Durvudkhan Suragan

This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…

Numerical Analysis · Mathematics 2016-12-22 John P. Hollkamp , Mihir Sen , Fabio Semperlotti

Fractional calculus is a powerful and effective tool for modelling nonlinear systems. The M derivative is the generalization of alternative fractional derivative. This M derivative obey the properties of integer calculus. In this paper, we…

General Mathematics · Mathematics 2019-03-29 V. Padmapriya , M. Kaliyappan

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

We present a high-order radial basis function finite difference (RBF-FD) framework for the solution of advection-diffusion equations on time-varying domains. Our framework is based on a generalization of the recently developed Overlapped…

Numerical Analysis · Mathematics 2021-09-15 Varun Shankar , Grady B. Wright , Aaron L. Fogelson

We propose a novel numerical algorithm utilizing model reduction for computing solutions to stationary partial differential equations involving the spectral fractional Laplacian. Our approach utilizes a known characterization of the…

Numerical Analysis · Mathematics 2019-04-23 Huy Dinh , Harbir Antil , Yanlai Chen , Elena Cherkaev , Akil Narayan

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…

Numerical Analysis · Computer Science 2013-09-26 Afroza Shirin , Md. Shafiqul Islam

Chebyshev pseudospectral (PS) methods are reported to provide highly accurate solution using polynomial approximation. Use of polynomial basis functions in PS algorithms limits the formulation to univariate systems constraining it to tensor…

Computational Physics · Physics 2015-12-01 Pankaj K Mishra , Sankar K Nath

This work deals with the efficient numerical solution of the time-fractional heat equation discretized on non-uniform temporal meshes. Non-uniform grids are essential to capture the singularities of "typical" solutions of time-fractional…

Numerical Analysis · Mathematics 2020-05-08 Xiaozhe Hu , Carmen Rodrigo , Francisco J. Gaspar

In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…

Numerical Analysis · Mathematics 2022-05-20 Fernando Contreras , Juan Galvis

This paper aims to survey our recent work relating to the radial basis function (RBF) from some new views of points. In the first part, we established the RBF on numerical integration analysis based on an intrinsic relationship between the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W. Chen , M. Tanaka

The Multiquadric Radial Basis Function (MQ) Method is a meshless collocation method with global basis functions. It is known to have exponentional convergence for interpolation problems. We descretize nonlinear elliptic PDEs by the MQ…

Numerical Analysis · Mathematics 2025-10-20 A. I. Fedoseyev , M. J. Friedman , E. J. Kansa

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

In this paper we analyze a nonlinear Black--Scholes model for option pricing under variable transaction costs. The diffusion coefficient of the nonlinear parabolic equation for the price $V$ is assumed to be a function of the underlying…

Pricing of Securities · Quantitative Finance 2016-03-15 Daniel Sevcovic , Magdalena Zitnanska

This paper is presented to give numerical solutions of some cases of nonlinear wave-like equations with variable coefficients by using Reduced Differential Transform Method (RDTM). RDTM can be applied most of the physical, engineering,…

Numerical Analysis · Mathematics 2014-07-21 Murat Gubes , Yildiray Keskin , Galip Oturanc

In this paper, we propose a mesh-free method to solve full stokes equation which models the glacier movement with nonlinear rheology. Our approach is inspired by the Deep-Ritz method proposed in [12]. We first formulate the solution of…

Computational Physics · Physics 2022-09-07 Tiangang Cui , Zhongjian Wang , Zhiwen Zhang
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