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We consider capillary surfaces that are constructed by bounded generating curves. This class of surfaces includes radially symmetric and lower dimensional fluid-fluid interfaces. We use the arc-length representation of the differential…
An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then independently solved using a Runge-Kutta-Chebyshev scheme. The…
Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic…
An isogeometric boundary element method (BEM) is presented to solve scattering problems in an isotropic homogeneous medium. We consider wave problems governed by the scalar wave equation as in acoustics and the Lam\'e-Navier equations for…
In this paper, we propose Galerkin-Legendre spectral method with implicit Runge-Kutta method for solving the unsteady two-dimensional Schrodinger equation with nonhomogeneous Dirichlet boundary conditions and initial condition. We apply a…
Several challenging problem in clustering, partitioning and imaging have traditionally been solved using the "spectral technique". These problems include the normalized cut problem, the graph expander ratio problem, the Cheeger constant…
Many problems of applied mathematics are reduced to the solution of integral equations with special functions in kernels, therefore the inversion formulas for such equations play an important role in solving boundary value problems for…
In this article, we improve the classical Bukhgeim-Klibanov method presented in [1],which can be used to prove the conditional stability of inverse source problem for a hyperbolic equation from the measurement on the subboundary. A major…
In numerical relativity simulations with non-trivial matter configurations, one must solve the Hamiltonian and momentum constraints of the ADM formulation for the metric variables in the initial data. We introduce a new scheme based on the…
We show that a recently developed method for generating bounds for the discrete energy states of the non-hermitian $-ix^3$ potential (Handy 2001) is applicable to complex rotated versions of the Hamiltonian. This has important implications…
We introduce a novel method for bounding high-order multi-dimensional polynomials in finite element approximations. The method involves precomputing optimal piecewise-linear bounding boxes for polynomial basis functions, which can then be…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…
In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…
Boundary value problems in ODEs arise in modelling many physical situations from microscale to mega scale. Such two-point boundary value problems (BVPs) are complex and often possess no analytical closed form solutions. So, one has to rely…
In this paper, we are concerned with the classical solvability of a class of second-order Hamilton-Jacobi-Bellman equations (HJB equations) arising from stochastic optimal control problems with linear dynamics and uniformly convex cost…
Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…
We extend the conforming virtual element method to the numerical resolution of eigenvalue problems with potential terms on a polytopal mesh. An important application is that of the Schrodinger equation with a pseudopotential term. This…
The work reported in this article presents a high-order, stable, and efficient Gegenbauer pseudospectral method to solve numerically a wide variety of mathematical models. The proposed numerical scheme exploits the stability and the…
In this paper, a new deep-learning architecture for solving the non-linear Falkner-Skan equation is proposed. Using Legendre and Chebyshev neural blocks, this approach shows how orthogonal polynomials can be used in neural networks to…