Related papers: Spectral Monic Chebyshev Approximation for Higher …
In this paper, we present a Chebyshev based spectral method for the computation of the Jost solutions corresponding to complex values of the spectral parameter in the Zakharov--Shabat scattering problem. The discrete framework is then used…
This paper presents a new and straightforward procedure for solving bilinear quadratic optimal control problem. In this method, first the original optimal control problem is transformed into a nonlinear twopoint boundary value problem…
This manuscript details the use of the rational Chebyshev transform for describing the transverse dynamics of high-power laser diodes, either broad area lasers, index guided lasers or monolithic master oscillator power amplifier devices.…
We present a computational method for studying transverse homoclinic orbits for periodic solutions of delay differential equations, a phenomenon that we refer to as the \emph{Poincar\'{e} scenario}. The strategy is geometric in nature, and…
In this paper, we propose a new set of midpoint-based high-order discretization schemes for computing straight and mixed nonlinear second derivative terms that appear in the compressible Navier-Stokes equations. Firstly, we detail a set of…
Global spectral methods offer the potential to compute solutions of partial differential equations numerically to very high accuracy. In this work, we develop a novel global spectral method for linear partial differential equations on cubes…
Markov Chain Monte Carlo (MCMC) techniques have long been studied in computational geometry subjects whereabouts the problems to be studied are complex geometric objects which by their nature require optimized techniques to be deployed or…
In this paper, we consider a boundary value problem (BVP) for a fourth order nonlinear functional integro-differential equation. We establish the existence and uniqueness of solution and construct a numerical method for solving it. We prove…
Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…
In this letter, we present a fast and well-conditioned spectral method based on the Chebyshev polynomials for computing the continuous part of the nonlinear Fourier spectrum. The algorithm achieves a complexity of $O(N_{\text{iter.}}N\log…
We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…
In this paper, we design and analyze a novel spectral method for the subdiffusion equation. As it has been known, the solutions of this equation are usually singular near the initial time. Consequently, direct application of the traditional…
A wide range of numerical methods exists for computing polynomial approximations of solutions of ordinary differential equations based on Chebyshev series expansions or Chebyshev interpolation polynomials. We consider the application of…
A new method for solving non-autonomous ordinary differential equations is proposed, the method achieves spectral accuracy. It is based on a new result which expresses the solution of such ODEs as an element in the so called…
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…
We develop a triangular formulation of the hierarchical Poincar\'e-Steklov (HPS) method for elliptic partial differential equations on surfaces, allowing high-order discretizations on unstructured meshes and complex geometries. Classical…
Self-adjoint operators on infinite-dimensional spaces with continuous spectra are abundant but do not possess a basis of eigenfunctions. Rather, diagonalization is achieved through spectral measures. The SpecSolve package [SIAM Rev., 63(3)…
In the present paper, we propose Krylov-based methods for solving large-scale differential Sylvester matrix equations having a low rank constant term. We present two new approaches for solving such differential matrix equations. The first…
Markov chain Monte Carlo (MCMC) provides a feasible method for inferring Hidden Markov models, however, it is often computationally prohibitive, especially constrained by the curse of dimensionality, as the Monte Carlo sampler traverses…
The Maximum Balanced Biclique Problem (MBBP) is a prominent model with numerous applications. Yet, the problem is NP-hard and thus computationally challenging. We propose novel ideas for designing effective exact algorithms for MBBP.…