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We consider the problem of numerically approximating the solutions to a partial differential equation (PDE) when there is insufficient information to determine a unique solution. Our main example is the Poisson boundary value problem, when…

Numerical Analysis · Mathematics 2023-12-21 Peter Binev , Andrea Bonito , Albert Cohen , Wolfgang Dahmen , Ronald DeVore , Guergana Petrova

Nonlinear Schr\"odinger equations are usually investigated with the use of the variational methods that are limited to energy-subcritical dimensions. Here we present the approach based on the shooting method that can give the proof of…

Mathematical Physics · Physics 2023-03-01 Filip Ficek

The problems of numerical modeling of viscous incompressible fluid flows are widely considered in computational fluid dynamics. Stationary solutions of boundary value problems for the Navier-Stokes equations exist at large Reynolds numbers,…

Numerical Analysis · Mathematics 2024-10-30 D. V. Lomasov , P. N. Vabishchevich

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Numerical Analysis · Mathematics 2015-07-28 Guannan Zhang , Weidong Zhao , Clayton Webster , Max Gunzburger

A high precision, and space time fully decoupled, wavelet formulation numerical method is developed for a class of nonlinear initial boundary value problems. This method is established based on a proposed Coiflet based approximation scheme…

Numerical Analysis · Mathematics 2017-01-24 Jizeng Wang , Lei Zhang , You-He Zhou

This thesis describes a numerical study of binary boson stars within the context of an approximation to general relativity. The approximation we adopt places certain restrictions on the dynamical variables of general relativity (conformal…

General Relativity and Quantum Cosmology · Physics 2010-03-02 Bruno C. Mundim

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

Numerical Analysis · Mathematics 2017-12-12 Fabio Botelho

Blind Perspective-n-Point (PnP) is the problem of estimating the position and orientation of a camera relative to a scene, given 2D image points and 3D scene points, without prior knowledge of the 2D-3D correspondences. Solving for pose and…

Computer Vision and Pattern Recognition · Computer Science 2020-09-09 Dylan Campbell , Liu Liu , Stephen Gould

We consider a boundary value problem (BVP) modelling one-dimensional heat-conduction with radiation, which is derived from the Stefan-Boltzmann law. The problem strongly depends on the parameters, making difficult to estimate the solution.…

Numerical Analysis · Mathematics 2024-02-01 Mihai Halic

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

In this work we discuss a Hamiltonian system of ordinary differential equations under Dirichlet boundary conditions. The system of equations in consideration features a mixed (concave-convex) power nonlinearity depending on a positive…

Functional Analysis · Mathematics 2024-08-21 Oscar Agudelo , Gabriela Holubová , Martin Kudláč

We present a Newton-like method to solve inverse problems and to quantify parameter uncertainties. We apply the method to parameter reconstruction in optical scatterometry, where we take into account a priori information and measurement…

Computational Physics · Physics 2017-07-27 M. Hammerschmidt , M. Weiser , X. Garcia Santiago , L. Zschiedrich , B. Bodermann , S. Burger

The need to compute the intersections between a line and a high-order curve or surface arises in a large number of finite element applications. Such intersection problems are easy to formulate but hard to solve robustly. We introduce a…

Numerical Analysis · Mathematics 2020-11-09 Xiao Xiao , Laurent Buse , Fehmi Cirak

We derive new boundary conditions and implementation procedures for nonlinear initial boundary value problems (IBVPs) with non-zero boundary data that lead to bounded solutions. The new boundary procedure is applied to nonlinear IBVPs in…

Numerical Analysis · Mathematics 2024-12-31 Jan Nordström

In this paper, a quantum dot mathematical model based on a two-dimensional Schr\"odinger equation assuming the 1/r inter-electronic potential is revisited. Generally, it is argued that the solutions of this model obtained by solving a…

Quantum Physics · Physics 2021-10-19 Francisco Caruso , Vitor Oguri , Felipe Silveira

To increase the predictive power of a model, one needs to estimate its unknown parameters. Almost all parameter estimation techniques in ordinary differential equation models suffer from either a small convergence region or enormous…

Optimization and Control · Mathematics 2020-06-30 Ozgur Aydogmus , Ali Hakan Tor

We deal with a control-affine problem with scalar control subject to bounds, a scalar state constraint and endpoint constraints of equality type. For the numerical solution of this problem, we propose a shooting algorithm and provide a…

Optimization and Control · Mathematics 2023-06-21 M. S. Aronna , F. Bonnans , B. S. Goh

Solutions of the Dirichlet and Robin boundary value problems for the multi-term variable-distributed order diffusion equation are studied. A priori estimates for the corresponding differential and difference problems are obtained by using…

Numerical Analysis · Mathematics 2014-01-31 A. A. Alikhanov

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

We introduce a method for efficiently solving initial-boundary value problems (IBVPs) that uses Lie symmetries to enforce the associated partial differential equation (PDE) exactly by construction. By leveraging symmetry transformations,…