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This paper aims to demonstrate the applicability of the L_2-integral transform to Partial Differential Equations (PDEs). Of special interest is section (6), which contains an application of the L_2-transform to a PDE of exponential squared…

Analysis of PDEs · Mathematics 2012-02-16 Todd Gaugler

In this paper, we present the Partial Integral Equation (PIE) representation of linear Partial Differential Equations (PDEs) in one spatial dimension, where the PDE has spatial integral terms appearing in the dynamics and the boundary…

Numerical Analysis · Mathematics 2022-12-19 Sachin Shivakumar , Amritam Das , Matthew Peet

In this paper we extend the polynomial time integration framework to include exponential integration for both partitioned and unpartitioned initial value problems. We then demonstrate the utility of the exponential polynomial framework by…

Numerical Analysis · Mathematics 2021-02-05 Tommaso Buvoli

We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…

Numerical Analysis · Mathematics 2016-05-11 Vu Thai Luan , Mayya Tokman , Greg Rainwater

We discuss the dimensional characterization of the solutions space of a formally integrable system of partial differential equations and provide certain formulas for calculations of these dimensional quantities.

Differential Geometry · Mathematics 2007-05-23 Boris Kruglikov , Valentin Lychagin

We describe a way of solving a partial differential equation using the differential invariants of its point symmetries. By first solving its quotient PDE, which is given by the differential syzygies in the algebra of differential…

Differential Geometry · Mathematics 2020-05-15 Eivind Schneider

This paper develops a new class of exponential-type integrators where all the matrix exponentiations are performed in a single Krylov space of low dimension. The new family, called Lightly Implicit Krylov-Exponential (LIKE), is well suited…

Numerical Analysis · Computer Science 2015-01-30 Paul Tranquilli , Adrian Sandu

Two combined methods for computing solutions of time-varying semilinear differential-algebraic equations (descriptor systems) are obtained. When constructing the methods, time-varying spectral projectors which can be found numerically are…

Numerical Analysis · Mathematics 2026-03-18 Maria Filipkovska

We are interested in the numerical solution of coupled nonlinear partial differential equations (PDEs) in two and three dimensions. Under certain assumptions on the domain, we take advantage of the Kronecker structure arising in standard…

Numerical Analysis · Mathematics 2021-07-21 Gerhard Kirsten

We investigate which polynomials can possibly occur as factors in the denominators of rational solutions of a given partial linear difference equation (PLDE). Two kinds of polynomials are to be distinguished, we call them /periodic/ and…

Symbolic Computation · Computer Science 2010-05-05 Manuel Kauers , Carsten Schneider

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…

Numerical Analysis · Mathematics 2018-04-03 Lukas Einkemmer , Mayya Tokman , John Loffeld

Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general…

Numerical Analysis · Computer Science 2017-01-26 Mahesh Narayanamurthi , Paul Tranquilli , Adrian Sandu , Mayya Tokman

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

A local approach to the time integration of PDEs by exponential methods is proposed, motivated by theoretical estimates by A.Iserles on the decay of off-diagonal terms in the exponentials of sparse matrices. An overlapping domain…

Numerical Analysis · Mathematics 2015-05-12 Luca Bonaventura

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

Machine Learning · Computer Science 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and…

Computational Finance · Quantitative Finance 2015-10-19 Andrey Itkin

The paper develops the method for construction of families of particular solutions to some classes of nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic matrix equations and PDE.…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. I. Zenchuk

In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also…