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A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

We show how to approximate a solution of the first order linear evolution equation, together with its possible analytic continuation, using a solution of the time-fractional equation of order $\delta >1$, where $\delta \to 1+0$.

Analysis of PDEs · Mathematics 2015-04-21 Anatoly N. Kochubei , Yuri G. Kondratiev

We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…

Numerical Analysis · Mathematics 2022-01-05 Erika Hausenblas , Mihály Kovács

We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…

Analysis of PDEs · Mathematics 2019-02-26 Yoshikazu Giga , Qing Liu , Hiroyoshi Mitake

We consider some non-linear non-homogeneous partial differential equations (PDEs) and derive their exact Green function solution as a functional Taylor expansion in powers of the source. The kind of PDEs we consider are dispersive ones…

Mathematical Physics · Physics 2024-11-12 Marco Frasca , Stefan Groote

Parameters of differential equations are essential to characterize intrinsic behaviors of dynamic systems. Numerous methods for estimating parameters in dynamic systems are computationally and/or statistically inadequate, especially for…

Methodology · Statistics 2026-01-27 Jianbin Tan , Guoyu Zhang , Xueqin Wang , Hui Huang , Fang Yao

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

Numerical Analysis · Mathematics 2019-02-22 Sören Bartels , Michael Růžička

We present a calculation of the spectral properties of a single charge doped at a Cu($3d$) site of the Cu-F plane in KCuF$_{3}$. The problem is treated by generating the equations of motion for the Green's function by means of subsequent…

Strongly Correlated Electrons · Physics 2016-12-26 Krzysztof Bieniasz , Mona Berciu , Andrzej M. Oleś

The method of self-similar factor approximants is shown to be very convenient for solving different evolution equations and boundary-value problems typical of physical applications. The method is general and simple, being a straightforward…

Mathematical Physics · Physics 2009-11-13 E. P. Yukalova , V. I. Yukalov , S. Gluzman

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

It is well known that second order linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation is the basis of the Liouville-Green method and many other techniques for the…

Numerical Analysis · Mathematics 2022-12-19 James Bremer

The discrete Fourier transform is approximated by summing over part of the terms with corresponding weights. The approximation reduces significantly the requirement for computer memory storage and enhances the numerical computation…

Strongly Correlated Electrons · Physics 2015-03-19 Xin-Zhong Yan

Time-resolved spectroscopy is a powerful tool for probing electron dynamics in molecules and solids, revealing transient phenomena on sub-femtosecond timescales. The interpretation of experimental results is often enhanced by parallel…

Computational Physics · Physics 2025-05-02 Cian Reeves , Michael Kurniawan , Yuanran Zhu , Nikil Jampana , Jacob Brown , Chao Yang , Khaled Ibrahim , Vojtech Vlcek

For the $1+1$ dimensional nonlinear damped stochastic Klein-Gordon equation driven by space-time white noise, we prove that the second-order increments of the solution can be approximated, after scaling with the diffusion coefficient, by…

Probability · Mathematics 2026-01-13 Guanglin Rang , Ran Wang

We show that Green function methods can be straightforwardly applied to nonlinear equations appearing as the leading order of a short time expansion. Higher order corrections can be then computed giving a satisfactory agreement with…

High Energy Physics - Theory · Physics 2008-11-26 Marco Frasca

We study two numerical approximations of solutions of nonlocal diffusion evolution problems which are inspired in algorithms for computing the bilateral denoising filtering of an image, and which are based on functional rearrangements and…

Numerical Analysis · Mathematics 2024-01-26 Gonzalo Galiano

We introduce a framework for approximate dynamic programming that we apply to discrete time chains on $\mathbb{Z}_+^d$ with countable action sets. Our approach is grounded in the approximation of the (controlled) chain's generator by that…

Optimization and Control · Mathematics 2018-04-16 Anton Braverman , Itai Gurvich , Junfei Huang

This research is concerned with evolution equations and their forward-backward discretizations. Our first contribution is an estimation for the distance between iterates of sequences generated by forward-backward schemes, useful in the…

Optimization and Control · Mathematics 2019-12-16 Andres Contreras , Juan Peypouquet

We construct Green's functions for divergence form, second order parabolic systems in non-smooth time-varying domains whose boundaries are locally represented as graph of functions that are Lipschitz continuous in the spatial variables and…

Analysis of PDEs · Mathematics 2014-09-25 Hongjie Dong , Seick Kim

We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…

Numerical Analysis · Mathematics 2016-08-29 Eric Joseph Hall