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In the paper a new numerical-analytical method for solving the Cauchy problem for systems of ordinary differential equations of special form is presented. The method is based on the idea of the FD-method for solving the operator equations…

Numerical Analysis · Mathematics 2011-01-04 Makarov Volodymyr , Dragunov Denis

Sufficient conditions for existence and uniqueness of the solution of the Volterra integral equations of the first kind with piecewise continuous kernels are derived in framework of Sobolev-Schwartz distribution theory. The asymptotic…

Mathematical Physics · Physics 2012-04-26 Denis Sidorov

In this paper we introduce a new fix point iteration scheme for solving nonlinear electromagnetic scattering problems. The method is based on a spectral formulation of Maxwell's equations called the Bidirectional Pulse Propagation…

Classical Physics · Physics 2026-03-27 Per Kristen Jakobsen

Maxwell equations describe the propagation of electromagnetic waves and are therefore fundamental to understanding many problems encountered in the study of antennas and electromagnetics. The aim of this paper is to propose and analyse an…

Numerical Analysis · Mathematics 2022-10-13 Bin Wang , Yaolin Jiang

The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…

Numerical Analysis · Mathematics 2024-12-20 Jiachuan Cao , Buyang Li , Katharina Schratz

We propose in this paper a new numerical method to solve an inverse source problem for general hyperbolic equations. This is the problem of reconstructing sources from the lateral Cauchy data of the wave field on the boundary of a domain.…

Analysis of PDEs · Mathematics 2019-02-20 Loc Hoang Nguyen

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

The paper considers the integral Volterra equations of the first kind which are related to the inverse boundary-value heat conduction problem. The algorithms have been developed to numerically solve the respective integral equations, which…

Numerical Analysis · Mathematics 2014-07-08 Svetlana V. Solodusha , Natalia M. Yaparova

This paper presents a direct numerical scheme to approximate the solution of all classes of nonlinear Volterra integral equations of the first kind. This computational method is based on operational matrices and vectors. The operational…

Numerical Analysis · Mathematics 2019-10-07 R. Dehbozorgi , K. Maleknejad

In this paper, we consider the Euler method for backward stochastic Volterra integral equations. First, we approximate the original equation by a family of backward stochastic equations (BSDEs, for short). Then we solve the BSDEs by the…

Numerical Analysis · Mathematics 2016-05-17 Yanqing Wang

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja

The generating function of cubic Hodge integrals satisfying the local Calabi-Yau condition is conjectured to be a tau function of a new integrable system which can be regarded as a fractional generalization of the Volterra lattice…

Exactly Solvable and Integrable Systems · Physics 2017-10-25 Si-Qi Liu , Youjin Zhang , Chunhui Zhou

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…

Numerical Analysis · Mathematics 2023-03-06 Kareem T. Elgindy

Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…

Numerical Analysis · Mathematics 2020-04-22 Xavier Antoine , François Fillion-Gourdeau , Emmanuel Lorin , Steve McLean

A fast simulation framework for stochastic Volterra processes based on Random Fourier Features (RFF) approximation of the kernel is developed. After recalling the main properties of Volterra processes and reviewing existing numerical…

Mathematical Finance · Quantitative Finance 2026-05-26 Othmane Zarhali , Nicolas Langrené

In this note is presented a method, given nodal values on multidimensional nonconforming spectral elements, for calculating global Fourier-series coefficients. This method is ``exact'' in that given the approximation inherent in the…

Numerical Analysis · Mathematics 2009-11-11 Aime' Fournier

The central object in wave turbulence theory is the wave kinetic equation (WKE), which is an evolution equation for wave action density and acts as the wave analog of the Boltzmann kinetic equations for particle interactions. Despite recent…

Numerical Analysis · Mathematics 2026-04-21 Kunlun Qi , Lian Shen , Li Wang

In the paper we study some numerical solutions to Volterra equations which interpolate heat and wave equations. We present a scheme for construction of approximate numerical solutions for one and two spatial dimensions. Some solutions to…

Numerical Analysis · Mathematics 2007-05-23 Piotr Rozmej , Anna Karczewska

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

General Mathematics · Mathematics 2023-09-08 Oleg Yaremko , Andrey Yachmenev

In this paper, we investigate the performance of pseudo-spectral methods in computing nearly singular solutions of fluid dynamics equations. We consider two different ways of removing the aliasing errors in a pseudo-spectral method. The…

Numerical Analysis · Mathematics 2009-11-13 Thomas Y. Hou , Ruo Li