Related papers: Polynomial spline collocation method for solving w…
We use trivariate spline functions for the numerical solution of the Dirichlet problem of the 3D elliptic Monge-Amp\'ere equation. Mainly we use the spline collocation method introduced in [SIAM J. Numerical Analysis, 2405-2434,2022] to…
Sinc-collocation methods for Volterra-Fredholm integral equations of the second kind were proposed independently by multiple authors: by Shamloo et al. in 2012 and by Mesgarani and Mollapourasl in 2013. Their theoretical analyses and…
Based on a regularized Volterra equation, two different approaches for numerical differentiation are considered. The first approach consists of solving a regularized Volterra equation while the second approach is based on solving a…
Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…
We present the Method Of Lines (MOL), which is based on the spectral collocation method, to solve space-fractional advection-diffusion equations (SFADEs) on a finite domain with variable coefficients. We focus on the cases in which the…
We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized) to generate a sequence of small projected subproblems, but…
Finding valid light paths that involve specular vertices in Monte Carlo rendering requires solving many non-linear, transcendental equations in high-dimensional space. Existing approaches heavily rely on Newton iterations in path space,…
In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…
We introduce a new class of fractional backward orthogonal functions designed for the spectral approximation of weakly singular adjoint Volterra integral equations. These basis functions generate an approximation space that naturally…
Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…
In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…
In this paper, we discuss the different splitting approaches to solve the Gross-Pitaevskii equation numerically. We consider conservative finite-difference schemes and spectral methods for the spatial discretisation. Further, we apply…
Consider a linear operator equation $x - Kx = f$, where $f$ is given and $K$ is a Fredholm integral operator with a Green's function type kernel defined on $C[0, 1]$. For $r \geq 0$, we employ the interpolatory projection at $2r + 1$…
In this paper we present some open problems pertaining to the approximation theory involved in the solution of the important class of Nonlinear Partial Differential Equations (NPDEs) of integrable type. For this class of NPDEs, any Initial…
We propose a stochastic collocation method based on the piecewise constant interpolation on the probability space combined with a finite volume method to solve the compressible Navier-Stokes system at the nodal points. We show convergence…
This paper presents a one-dimensional analog of the Rectangular-Polar (RP) integration strategy and its convergence analysis for weakly singular convolution integrals. The key idea of this method is to break the whole integral into integral…
In this paper we propose a novel numerical approach for the Boltzmann equation with uncertainties. The method combines the efficiency of classical direct simulation Monte Carlo (DSMC) schemes in the phase space together with the accuracy of…
A new method is described for solving optimal control problems using direct collocation at Legendre-Gauss-Lobatto points. The approach of this paper employs a polynomial approximation of the right-hand side vector field of the differential…
We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…
We describe an algorithm, based on Euler's method, for solving Volterra integro-differential equations. The algorithm approximates the relevant integral by means of the composite Trapezium Rule, using the discrete nodes of the independent…