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The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…
In this paper we study nonlinear partial differential equations (PDEs) that are used to model different value adjustments denoted generally as xVA. These adjustments are nowadays commonly added to the risk-free financial derivative values…
We propose a computationally efficient framework to treat nonlinear partial differential equations having bifurcating solutions as one or more physical control parameters are varied. Our focus is on steady bifurcations. Plotting a…
The usual approach to model reduction for parametric partial differential equations (PDEs) is to construct a linear space $V_n$ which approximates well the solution manifold $\mathcal{M}$ consisting of all solutions $u(y)$ with $y$ the…
Integration operational matrix methods based on Zernike polynomials are used to determine approximate solutions of a class of non-homogeneous partial differential equations (PDEs) of first and second order. Due to the nature of the Zernike…
In this paper, we introduce a graph matching method that can account for constraints of arbitrary order, with arbitrary potential functions. Unlike previous decomposition approaches that rely on the graph structures, we introduce a…
The equation of motion method (EOM) for Green functions is one of the tools used in the analysis of quantum dot system coupled with metallic and superconducting leads. We investigate modified EOM, based on differentiation of double-time…
This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a…
The purpose of the research is to find the numerical solutions to the system of time dependent nonlinear parabolic partial differential equations (PDEs) utilizing the Modified Galerkin Weighted Residual Method (MGWRM) with the help of…
This work aims to extend the well-known high-order WENO finite-difference methods for systems of conservation laws to nonconservative hyperbolic systems. The main difficulty of these systems both from the theoretical and the numerical…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
In this work, we present a semi-numerical solution of a fractal telegraphic dual-porosity fluid flow model. It combines Laplace transform and finite difference schemes. The Laplace transform handles the time variable whereas the finite…
Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…
Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and…
We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…
The well-known Green's function method has been recently generalized to nonlinear second order differential equations. In this paper we study possibilities of exact Green's function solutions of nonlinear differential equations of higher…
This work introduces a new approach for accelerating the numerical analysis of time-domain partial differential equations (PDEs) governing complex physical systems. The methodology is based on a combination of a classical reduced-order…
We introduce a general, analytical framework to express and to approximate partial differential equations (PDEs) numerically on graphs and networks of surfaces---generalized by the term hypergraphs. To this end, we consider PDEs on…
In this research work, let us focus on the construction of numerical scheme based on radial basis functions finite difference (RBF-FD) method combined with the Laplace transform for the solution of fractional order dispersive wave…
The best linear unbiased estimator (BLUE) is a popular statistical method adopted to combine multiple measurements of the same observable taking into account individual uncertainties and their correlation. The method is unbiased by…