Related papers: A fully nonlinear Feynman-Kac formula with derivat…
For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that…
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDE problem involving sublinear operators. This is done through a dynamic programming principle derived from [8]. The formula can be…
We propose a quantum algorithm to solve systems of nonlinear algebraic equations. In the ideal case the complexity of the algorithm is linear in the number of variables $n$, which means our algorithm's complexity is less than $O(n^{3})$ of…
In this work, we propose a method for solving Kolmogorov hypoelliptic equations based on Fourier transform and Feynman-Kac formula. We first explain how the Feynman-Kac formula can be used to compute the fundamental solution to parabolic…
In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity estimate of the solution. And then we use the backward Euler and…
We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and…
In recent years, differential equations have become the method of choice to compute multi-loop Feynman integrals. Whenever they can be cast into canonical form, their solution in terms of special functions is straightforward. Recently,…
Partial ordinary Bell polynomials are used to formulate and prove a version of the Fa\`{a} di Bruno's formula which is convenient for handling nonlinear terms in the differential transformation. Applicability of the result is shown in two…
The present paper provides a method for finding partial differential equations satisfied by the Feynman integrals for diagrams of various types, using the Griffiths theorem on the reduction of poles of rational differential forms. As an…
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…
Differential equations are a powerful tool to tackle Feynman integrals. In this talk we discuss recent progress, where the method of differential equations has been applied to Feynman integrals which are not expressible in terms of multiple…
This work is devoted to find the numerical solutions of several one dimensional second-order ordinary differential equations. In a heuristic way, in such equations the quadratic logistic maps regarded as a local function are inserted within…
We present a systematic method to derive an ordinary differential equation for any Feynman integral, where the differentiation is with respect to an external variable. The resulting differential equation is of Fuchsian type. The method can…
The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…
The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
Starting from the Mellin-Barnes integral representation of a Feynman integral depending on set of kinematic variables $z_i$, we derive a system of partial differential equations w.r.t.\ new variables $x_j$, which parameterize the…
We prove the existence of a $B$-continuous viscosity solution for a class of infinite dimensional semilinear partial differential equations (PDEs) using probabilistic methods. Our approach also yields a stochastic representation formula for…
In this paper we presents an algorithm for finding a solution of the linear nonhomogeneous quaternionic-valued differential equations. Moveover, several examples shows the feasibility of our algorithm.