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Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

We change a previous time-stepping algorithm for solving a multi-scale Vlasov-Poisson system within a Particle-In-Cell method, in order to do accurate long time simulations. As an exponential integrator, the new scheme allows to use large…

Numerical Analysis · Mathematics 2015-06-19 Emmanuel Frenod , Sever Hirstoaga , Mathieu Lutz

In this study, perturbation-iteration algorithm, namely PIA, is applied to solve some types of system of fractional differential equations (FDEs) for the first time. To illustrate the efficiency of the method, numerical solutions are…

Numerical Analysis · Mathematics 2016-07-29 Mehmet Senol , I. T. Dolapci

In this paper, two multiscale time integrators (MTIs), motivated from two types of multiscale decomposition by either frequency or frequency and amplitude, are proposed and analyzed for solving highly oscillatory second order differential…

Numerical Analysis · Mathematics 2021-10-26 Weizhu Bao , Xuanchun Dong , Xiaofei Zhao

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner

In this paper, one-stage explicit trigonometric integrators for solving quasilinear wave equations are formulated and studied. For solving wave equations, we first introduce trigonometric integrators as the semidiscretization in time and…

Numerical Analysis · Mathematics 2019-08-27 Bin Wang , Changying Liu , Yonglei Fang

In this paper, we proposed two new types of edge multiscale methods motivated by \cite{GL18} to solve Partial Differential Equations (PDEs) with high-contrast heterogeneous coefficients: Edge spectral multiscale Finte Element method…

Numerical Analysis · Mathematics 2019-09-04 Shubin Fu , Eric Chung , Guanglian Li

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

Numerical Analysis · Mathematics 2020-01-27 Antoine Tambue , Jean Daniel Mukam

INTRODUCTION This papers deals with partial differential equations of second order, linear, with constant and not constant coefficients, in two variables, which admit real characteristics. I face the study of PDEs with the mentality of the…

General Mathematics · Mathematics 2017-11-06 Andrea Pezzi

Optical beams are solutions to the paraxial wave equation (PWE). In this work we report a new, to our knowledge, optical beam. We solve the PWE by using the angular spectrum of plane waves theory in circular cylindrical coordinates. This…

The non-commutative strategy developed by Bagarello (see Int. Jour. of Theoretical Physics, 43, issue 12 (2004), p. 2371 - 2394) for the analysis of systems of ordinary differential equations (ODEs) is extended to a class of partial…

Mathematical Physics · Physics 2015-08-25 Jean Ghislain Compaore , Villevo Adanhounme , Mahouton Norbert Hounkonnou

Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

We introduce an exponential-type time-integrator for the KdV equation and prove its first-order convergence in $H^1$ for initial data in $H^3$. Furthermore, we outline the generalization of the presented technique to a second-order method.

Numerical Analysis · Mathematics 2016-12-16 Martina Hofmanova , Katharina Schratz

In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…

Probability · Mathematics 2017-05-03 Michèle Thieullen , Alexis Vigot

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible…

Numerical Analysis · Mathematics 2019-09-09 Mahesh Narayanamurthi , Adrian Sandu

We study the principal component analysis (PCA) based approach introduced by Reisinger & Wittum (2007) for the approximation of Bermudan basket option values via partial differential equations (PDEs). This highly efficient approximation…

Numerical Analysis · Mathematics 2019-09-04 Karel J. in 't Hout , Jacob Snoeijer

The Partial Integral Equation (PIE) framework was developed to computationally analyze linear Partial Differential Equations (PDEs) where the PDE is first converted to a PIE and then the analysis problem is solved by solving operator-valued…

Numerical Analysis · Mathematics 2022-04-04 Sachin Shivakumar , Matthew Peet

In the present paper invariant subspace method has been extended for solving systems of multi-term fractional partial differential equations (FPDEs) involving both time and space fractional derivatives. Further the method has also been…

Analysis of PDEs · Mathematics 2019-04-02 Sangita Choudhary , Varsha Daftardar-Gejji