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Stochastic gradient methods (SGMs) are predominant approaches for solving stochastic optimization. On smooth nonconvex problems, a few acceleration techniques have been applied to improve the convergence rate of SGMs. However, little…

Optimization and Control · Mathematics 2021-12-24 Yangyang Xu , Yibo Xu , Yonggui Yan , Jie Chen

This paper investigates analytical approximate solutions for a system of multipantograph delay differential equations using the residual power series method (RPSM), which obtains a Taylor expansion of the solutions and produces the exact…

Numerical Analysis · Mathematics 2016-12-06 Iryna Komashynska , Mohammed Al-Smadi , Abdallah Al-Habahbeh , Ali Ateiwi

Solving the three-dimensional (3D) Bratu equation is highly challenging due to the presence of multiple and sharp solutions. Research on this equation began in the late 1990s, but there are no satisfactory results to date. To address this…

Numerical Analysis · Mathematics 2025-07-22 Muhammad Luthfi Shahab , Hadi Susanto , Haralampos Hatzikirou

This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…

Numerical Analysis · Mathematics 2025-12-23 Guozhen Li , Xiaoyue Li , Xuerong Mao

Reduced Differental Transform Method (RDTM) which is one of the useful and effective numerical approximate method is applied to solve nonlinear time-dependent Foam Drainage Equation (FDE). Also, we compared the presented method with the…

Numerical Analysis · Mathematics 2013-11-26 Murat Gubes

In this paper, a general theorem on the equivalence of pth moment stability between stochastic differential delay equations (SDDEs) and their numerical methods is proved under the assumptions that the numerical methods are strongly…

Numerical Analysis · Mathematics 2019-07-31 Zhenyu Bao , Jingwen Tang , Yan Shen , Wei Liu

This paper proposes an adaptive numerical method for stochastic delay differential equations (SDDEs) with a non-global Lipschitz drift term and a non-constant delay, building upon the work of Wei Fang and others. The method adapts the step…

Numerical Analysis · Mathematics 2024-07-02 Dongyang Liu , Minghui Song , Yuhang Zhang

In this present study, we investigate solutions for fractional kinetic equations, involving k-Struve functions using Sumudu transform. The methodology and results can be considered and applied to various related fractional problems in…

Classical Analysis and ODEs · Mathematics 2017-02-22 K. S. Nisar , F. B. M. Belgacem

In this paper, we study a new type of stochastic functional differential equations which is called hybrid pantograph stochastic functional differential equations. We investigate several moment properties and sample properties of the…

Probability · Mathematics 2021-05-12 Hao Wu , Junhao Hu , Chenggui Yuan

The differential transform method (DTM) is a relatively new technique that may be used to find a series solution to differential equations (both linear and nonlinear) through an iterative process. This brief manuscript is an initial effort…

Fluid Dynamics · Physics 2016-10-20 Aneet Dharmavaram Narendranath

We present a proof of concept for solving a 1+1D complex-valued, delay partial differential equation (PDE) that emerges in the study of waveguide quantum electrodynamics (QED) by adapting the finite-difference time-domain (FDTD) method. The…

Mathematical Software · Computer Science 2018-11-19 Yao-Lung L. Fang

Spectral Deferred Correction (SDC) is an iterative method for the numerical solution of ordinary differential equations. It works by refining the numerical solution for an initial value problem by approximately solving differential…

Numerical Analysis · Mathematics 2025-09-09 Thomas Saupe , Sebastian Götschel , Thibaut Lunet , Daniel Ruprecht , Robert Speck

In this paper, we consider two space variables of nonlinear telegraph equation in terms of voltage and current. The numerical algorithm based on the Laplace transform method (LDM) is applied to obtain analytic and approximate solutions of…

Classical Physics · Physics 2018-10-12 Emad K. Jaradat , Read S. Hijjawi , Belal R. Alasassfeh , Omar K. Jaradat

A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…

Numerical Analysis · Mathematics 2025-08-06 Dimitri Breda , Dajana Conte , Raffaele D'Ambrosio , Ida Santaniello , Muhammad Tanveer

Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…

Optimization and Control · Mathematics 2023-01-25 Guilherme França , Daniel P. Robinson , René Vidal

This research deals with the numerical solution of non-linear fractional differential equations with delay using the method of steps and shifted Legendre (Chebyshev) collocation method. This article aims to present a new formula for the…

Numerical Analysis · Mathematics 2019-06-20 Mohammad Mousa-Abadian , Sayed Hodjatollah Momeni-Masuleh

This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…

Numerical Analysis · Mathematics 2026-05-05 Mitchell T. Griggs , Kevin Burrage , Pamela M. Burrage

In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…

Numerical Analysis · Mathematics 2018-09-05 Long Teng , Aleksandr Lapitckii , Michael Günther

In this paper, we present the Stroboscopic Averaging Method (SAM), recently introduced in [7,8,10,12], which aims at numerically solving highly-oscillatory differential equations. More specifically, we first apply SAM to the Schr\"odinger…

Numerical Analysis · Mathematics 2013-08-07 Philippe Chartier , Norbert J. Mauser , Florian Méhats , Yong Zhang

In this work we apply the Adomian decomposition method combined with the Laplace transform (LADM) in order to solve the 1-dimensional nonlinear Schrodinger equation whose nonlinear term presents a nonlinear defocusing strength that varies…

Computational Physics · Physics 2018-01-04 O. Gonzalez-Gaxiola , Pedro Franco , R. Bernal-Jaquez