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SDE-based methods such as denoising diffusion probabilistic models (DDPMs) have shown remarkable success in real-world sample generation tasks. Prior analyses of DDPMs have been focused on the exponential Euler discretization, showing…
Homotopy methods are attractive due to their capability of solving difficult optimisation and optimal control problems. The underlying idea is to construct a homotopy, which may be considered as a continuous (zero) curve between the…
Computing accurate periodic responses in strongly nonlinear or even non-smooth vibration systems remains a fundamental challenge in nonlinear dynamics. Existing numerical methods, such as the Harmonic Balance Method (HBM) and the Shooting…
A periodic perturbation generates a complicated dynamics close to separatrices and saddle points. We construct an asymptotic solution which is close to the separatrix for the unperturbed Duffing's oscillator over a long time. This solution…
We present a fast iterative solver for scattering problems in 2D, where a penetrable object with compact support is considered. By representing the scattered field as a volume potential in terms of the Green's function, we arrive at the…
This article aims to establish a semi-analytical approach based on the homotopy perturbation method (HPM) to find the closed form or approximated solutions for the population balance equations such as Smoluchowski's coagulation,…
This paper investigates the effect of random perturbations, in particular multiplicative noise, on the integrable structure of Hamiltonian systems, with a particular focus on KAM theory for stochastic Hamiltonian dynamics. We prove that,…
Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…
The transition from rotational to discontinuous behavior of the return map of the perturbed oscillators-step system, a paradigm model for a perturbation of a pseudo-integrable Hamiltonian impact system, is studied. The form of the return…
In this paper an approach is outlined. With this approach some explicit algorithms can be applied to solve the initial value problem of $n-$dimensional damped oscillators. This approach is based upon following structure: for any…
We prove the existence of Cantor families of small amplitude, linearly stable, quasi-periodic solutions of quasi-linear (also called strongly nonlinear) autonomous Hamiltonian differentiable perturbations of the mKdV equation. The proof is…
Many experimental techniques aim at determining the Hamiltonian of a given system. The Hamiltonian describes the system's evolution in the absence of dissipation, and is often central to control or interpret an experiment. Here, we…
An important class of problems exhibits macroscopically smooth behaviour in space and time, while only a microscopic evolution law is known. For such time-dependent multi-scale problems, the gap-tooth scheme has recently been proposed. The…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…
The solutions to many problems in the mathematical, computational, and physical sciences often involve multidimensional integrals. A direct numerical evaluation of the integral incurs a computational cost that is exponential in the number…
In this paper, we present the optimal homotopy analysis method (OHAM) with Green's function technique to acquire accurate numerical solutions for the nonlocal elliptic problems. We first transform the nonlocal boundary value problems into…
The vast majority of reduced-order models (ROMs) first obtain a low dimensional representation of the problem from high-dimensional model (HDM) training data which is afterwards used to obtain a system of reduced complexity. Unfortunately,…
Considered herein is the reducibility of the quasi-periodically time dependent linear dynamical system with a diophantine frequency vector $\omega \in \mathcal{O}_0 \subset \mathbb{R}^{\nu}$. This system is derived from linearizing the…
The purpose of this work is to introduce a new idea of how to avoid the factorization of large matrices during the solution of stiff systems of ODEs. Starting from the general form of an explicit linear multistep method we suggest to…
One of the major challenges of contemporary mathematics is numerical solving of various problems for functional differential equations (FDE), in particular Cauchy problem for delayed and neutral differential equations. Recently large…