Related papers: Linear-Time Probabilistic Solutions of Boundary Va…
In this work we propose a novel approach to investigate boundary value problems (BVPs) for fully third order differential equations. It is based on the reduction of BVPs to operator equations for the nonlinear terms but not for the…
In this paper we propose an adaptive scheme for the solution of time-dependent boundary value problems (BVPs). To solve numerically these problems, we consider the kernel-based method of lines that allows us to split the spatial and time…
A new technique is presented to solve a class of linear boundary value problems (BVP). Technique is primarily based on an operational matrix developed from a set of modified Bernoulli polynomials. The new set of polynomials is an…
Working with systems of partial differential equations (PDEs) is a fundamental task in computational science. Well-posed systems are addressed by numerical solvers or neural operators, whereas systems described by data are often addressed…
In this work we present a method, based on the use of Bernstein polynomials, for the numerical resolution of some boundary values problems. The computations have not need of particular approximations of derivatives, such as finite…
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…
This paper is devoted to find the numerical solutions of one dimensional general nonlinear system of third-order boundary value problems (BVPs) for the pair of functions using Galerkin weighted residual method. We derive mathematical…
We consider finite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust approach to addressing the parameter uncertainty can sometimes…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
We develop methods for the solution of inhomogeneous Robin type boundary value problems (BVPs) that arise for certain linear parabolic Partial Differential Equations (PDEs) on a half line, as well as a second order generalisation. We are…
In this paper, we present a new iterative approximate method of solving boundary value problems. The idea is to compute approximate polynomial solutions in the Bernstein form using least squares approximation combined with some properties…
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…
A Neural Network (NN) based numerical method is formulated and implemented for solving Boundary Value Problems (BVPs) and numerical results are presented to validate this method by solving Laplace equation with Dirichlet boundary condition…
Linear second order elliptic boundary value problems (BVP) on bounded Lipschitz domains are studied in the case of Gaussian white noise loads. Especially, Neumann and Robin BVPs are considered. The main obstacle for applying the usual…
Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…
We propose a novel approach which employs random sampling to generate an accurate non-uniform mesh for numerically solving Partial Differential Equation Boundary Value Problems (PDE-BVP's). From a uniform probability distribution U over a…
A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology…
We derive explicit solution representations for linear, dissipative, second-order Initial-Boundary Value Problems (IBVPs) with coefficients that are spatially varying, with linear, constant-coefficient, two-point boundary conditions. We…
We derive new boundary conditions and implementation procedures for nonlinear initial boundary value problems (IBVPs) with non-zero boundary data that lead to bounded solutions. The new boundary procedure is applied to nonlinear IBVPs in…
Bayesian optimisation requires fitting a Gaussian process model, which in turn requires specifying prior on the unknown black-box function -- most of the theoretical literature assumes this prior is known. However, it is common to have more…