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Traditional numerical techniques for solving time-dependent partial-differential-equation (PDE) initial-value problems (IVPs) store a truncated representation of the function values and some number of their time derivatives at each time…

Numerical Analysis · Mathematics 2011-09-08 Hal Finkel

Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…

Dynamical Systems · Mathematics 2024-05-14 Shane Kepley , Babette A. J. de Wolff

We present a pragmatic approach to the sparse identification of nonlinear dynamics for systems with discrete delays. It relies on approximating the underlying delay model with a system of ordinary differential equations via pseudospectral…

Dynamical Systems · Mathematics 2024-08-06 Enrico Bozzo , Dimitri Breda , Muhammad Tanveer

A multiscale numerical solver called the seamless-domain method (SDM) is used in linear heat conduction analysis of nonperiodic simulated fields. The practical feasibility of the SDM has been verified for use with periodic fields but has…

Numerical Analysis · Mathematics 2019-12-18 Yoshiro Suzuki

This paper mainly investigates the strong convergence and stability of the truncated Euler-Maruyama (EM) method for stochastic differential delay equations with variable delay whose coefficients can be growing super-linearly. By…

Numerical Analysis · Mathematics 2021-08-10 Shounian Deng , Chen Fei , Weiyin Fei , Xuerong Mao

In this paper, we introduce a Laplace-type integral transform called the Shehu transform which is a generalization of the Laplace and the Sumudu integral transforms for solving differential equations in the time domain. The proposed…

General Mathematics · Mathematics 2019-04-26 Shehu Maitama , Weidong Zhao

Delay embedding is a commonly employed technique in a wide range of data-driven model reduction methods for dynamical systems, including the Dynamic mode decomposition (DMD), the Hankel alternative view of the Koopman decomposition (HAVOK),…

Dynamical Systems · Mathematics 2023-01-12 Joar Axås , George Haller

This paper deals the implementation of \emph{homotopy perturbation transform method} (HPTM) for numerical computation of initial valued autonomous system of time-fractional partial differential equations (TFPDEs) with proportional delay,…

Numerical Analysis · Mathematics 2018-02-19 Brajesh Kumar Singh , Pramod Kumar

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…

Numerical Analysis · Mathematics 2020-08-20 Guoting Song , Junhao Hu , Shuaibin Gao , Xiaoyue Li

In this paper, an analytic approximation method for highly nonlinear equations, namely the homotopy analysis method (HAM), is employed to solve some backward stochastic differential equations (BSDEs) and forward-backward stochastic…

Numerical Analysis · Mathematics 2018-01-25 Xiaoxu Zhong , Shijun Liao

This paper is devoted to the investigation of the nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic systems involving delayed dynamics with point delays. The obtained…

Dynamical Systems · Mathematics 2010-09-23 Manuel De la Sen

In this paper, the stability of $\theta$-methods for delay differential equations is studied based on the test equation $y'(t)=-A y(t) + B y(t-\tau)$, where $\tau$ is a constant delay and $A$ is a positive definite matrix. It is mainly…

Numerical Analysis · Mathematics 2023-11-29 Alejandro Rodríguez-Fernández , Jesús Martín-Vaquero

This paper presents a novel methodology for evaluating the boundedness, stability, and instability of some vector nonlinear systems with multiple time-varying delays and variable coefficients. The proposed technique develops two scalar…

Dynamical Systems · Mathematics 2024-08-26 Mark A. Pinsky

This paper proposes a new non-iterative time-domain simulation approach using Differential Transform Method (DTM) to solve the set of non-linear Differential-Algebraic Equations (DAEs) involved in a DFIG-based wind power system. The DTM is…

Systems and Control · Electrical Eng. & Systems 2022-02-16 Pradeep Singh , Upasana Buragohain , Nilanjan Senroy

This work investigates variational compilation methods for simulating quantum systems with internal SU(2) symmetry. The central component of the research is the application of the Dynamic Mode Decomposition (DMD) method to extrapolate…

Quantum Physics · Physics 2025-06-26 Oleksa Hryniv

In this work, we present a general technique for establishing the strong convergence of numerical methods for stochastic delay differential equations (SDDEs) in the infinite horizon. This technique can also be extended to analyze certain…

Numerical Analysis · Mathematics 2025-05-21 Yudong Wang , Hongjiong Tian

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

Probability · Mathematics 2014-02-11 Kai Liu

We present SSD, Software for Systems with Delays, a de novo MATLAB package for the analysis and model reduction of retarded time delay systems (RTDS). Underneath, our delay system object bridges RTDS representation and Linear Fractional…

Optimization and Control · Mathematics 2022-08-26 Suat Gumussoy

A class of nonstandard pseudospectral time domain (PSTD) schemes for solving time-dependent hyperbolic and parabolic partial differential equations (PDEs) is introduced. These schemes use the Fourier collocation spectral method to compute…

Computational Physics · Physics 2018-03-23 Bradley E. Treeby , Elliott S. Wise , B. T. Cox