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This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based…

General Mathematics · Mathematics 2025-06-03 O. T. Birgani , J. F. Peters , S. Kouhkani

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

Numerical Analysis · Mathematics 2017-12-08 Brendan Keith , Socratis Petrides , Federico Fuentes , Leszek Demkowicz

A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An algorithm for computing the solution…

Numerical Analysis · Mathematics 2009-01-28 N. S. Hoang , A. G. Ramm

We propose a multiscale method for elliptic problems on complex domains, e.g. domains with cracks or complicated boundary. For local singularities this paper also offers a discrete alternative to enrichment techniques such as XFEM. We…

Numerical Analysis · Mathematics 2016-11-01 Daniel Elfverson , Mats G. Larson , Axel Målqvist

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

Optimization and Control · Mathematics 2021-11-08 Jonathan Kelner , Annie Marsden , Vatsal Sharan , Aaron Sidford , Gregory Valiant , Honglin Yuan

The Fast Multipole Method (FMM) provides a highly efficient computational tool for solving constant coefficient partial differential equations (e.g. the Poisson equation) on infinite domains. The solution to such an equation is given as the…

Numerical Analysis · Mathematics 2012-01-04 A. Gillman , P. G. Martinsson

A computational scheme for solving 2D Laplace boundary-value problems using rational functions as the basis functions is described. The scheme belongs to the class of desingularized methods, for which the location of singularities and…

Mathematical Physics · Physics 2012-07-02 Amit Hochman , Yehuda Leviatan , Jacob K. White

In this paper, using the approximate particular solutions of Helmholtz equations, we solve the boundary value problems of Helmholtz equations by combining the methods of fundamental solutions (MFS) with the methods of particular solutions…

Numerical Analysis · Mathematics 2024-11-27 Adam Johnson

Analytical and numerical techniques have been developed for solving fractional partial differential equations (FPDEs) and their systems with initial conditions. However, it is much more challenging to develop analytical or numerical…

Analysis of PDEs · Mathematics 2025-01-24 Qasim Khan , Anthony Suen

In this paper, we introduce a novel semi-analytical method for solving a broad class of initial value problems involving differential, integro-differential, and delay equations, including those with fractional and variable-order…

Numerical Analysis · Mathematics 2025-10-02 Mohamed Mostafa

In this paper we consider a class of boundary value problems for third order nonlinear functional differential equation. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…

Numerical Analysis · Mathematics 2021-01-26 Dang Quang A , Dang Quang Long

Low-rank matrix factorization (MF) is an important technique in data science. The key idea of MF is that there exists latent structures in the data, by uncovering which we could obtain a compressed representation of the data. By factorizing…

Numerical Analysis · Computer Science 2016-05-09 Yuan Lu , Jie Yang

We show that it is possible to obtain numerical solutions to quantum mechanical problems involving a fractional Laplacian, using a collocation approach based on Little Sinc Functions (LSF), which discretizes the Schr\"odinger equation on a…

Quantum Physics · Physics 2015-05-14 Paolo Amore , Francisco M. Fernández , Christoph P. Hofmann , Ricardo A. Sáenz

The fast multipole method (FMM) has had great success in reducing the computational complexity of solving the boundary integral form of the Helmholtz equation. We present a formulation of the Helmholtz FMM that uses Fourier basis functions…

Numerical Analysis · Mathematics 2014-03-20 Cris Cecka , Eric Darve

Localized collocation methods based on radial basis functions (RBFs) for elliptic problems appear to be non-robust in the presence of Neumann boundary conditions. In this paper we overcome this issue by formulating the RBF-generated finite…

Numerical Analysis · Mathematics 2021-03-16 Igor Tominec , Elisabeth Larsson , Alfa Heryudono

We obtain solution representation formulas for some linear initial boundary value problems posed on the half space that involve mixed spatial derivative terms via the unified transform method (UTM), also known as the Fokas method. We first…

Analysis of PDEs · Mathematics 2021-04-28 Ahmet Batal , Athanassios S. Fokas , Türker Özsarı

A new approach to the solution of boundary value problems within the so-called fictitious domain methods philosophy is proposed which avoids well known shortcomings of other fictitious domain methods, including the need to generate…

Numerical Analysis · Mathematics 2019-01-17 Daniel Agress , Patrick Guidotti

This work introduces a systematic method for identifying analytical and semi-analytical solutions of force-free magnetic fields with plane-parallel and axial symmetry. The method of separation of variables is used, allowing the…

High Energy Astrophysical Phenomena · Physics 2025-01-28 Konstantinos N. Gourgouliatos

We present a new finite element method, called $\phi$-FEM, to solve numerically elliptic partial differential equations with natural (Neumann or Robin) boundary conditions using simple computational grids, not fitted to the boundary of the…

Numerical Analysis · Mathematics 2020-12-08 Michel Duprez , Vanessa Lleras , Alexei Lozinski

Mean field control (MFC) problems have vast applications in artificial intelligence, engineering, and economics, while solving MFC problems accurately and efficiently in high-dimensional spaces remains challenging. This work introduces…

Optimization and Control · Mathematics 2025-03-26 Jiaxi Zhao , Mo Zhou , Xinzhe Zuo , Wuchen Li