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We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…

Numerical Analysis · Mathematics 2019-07-17 Maximilian Bochmann , Lutz Kämmerer , Daniel Potts

This paper introduces a generalised 3rd-order Spectral Representation Method for the simulation of multi-dimensional stochastic fields with asymmetric non-linearities. The simulated random fields satisfy a prescribed Power Spectrum and…

Statistics Theory · Mathematics 2020-07-06 Lohit Vandanapu , Michael D. Shields

In one-dimensional case the search for presence of the anomalous phenomena in multiplicity distributions is usually performed in frame of the horizontal, vertical and mixed types of the analysis. We show that if the data involve a…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. Blazek

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

This paper describes experimental methods for free flight measurement of drag coefficients to an accuracy of approximately 1%. There are two main methods of determining free flight drag coefficients, or equivalent ballistic coefficients: 1)…

Popular Physics · Physics 2015-03-19 Elya Courtney , Amy Courtney , Michael Courtney

We discuss a numerical method for convection-diffusion-reaction problems with a free boundary in 1D. The method is based on the numerical modelling of the interface evolution, the transformation to a fixed domain problem and the…

Numerical Analysis · Mathematics 2009-09-03 Gabriela Kacurova

We introduce a new technique for solving uni-parametric versions of linear programs, convex quadratic programs, and linear complementarity problems in which a single parameter is permitted to be present in any of the input data. We…

Optimization and Control · Mathematics 2022-03-25 Nathan Adelgren

The ability to efficiently and accurately construct an inverse frame operator is critical for establishing the utility of numerical frame approximations. Recently, the admissible frame method was developed to approximate inverse frame…

Numerical Analysis · Mathematics 2015-11-11 Guohui Song , Jacqueline Davis , Anne Gelb

A new and very general technique for simulating solid-fluid suspensions has been described in a previous paper (Part I); the most important feature of the new method is that the computational cost scales with the number of particles. In…

comp-gas · Physics 2009-10-22 Anthony J. C. Ladd

In this paper, we use some Fourier analysis techniques to find an exact solution to the Cauchy problem for the $n$-dimensional biwave equation in the upper half-space $\mathbb{R}^n\times [0,+\infty)$.

Analysis of PDEs · Mathematics 2012-11-14 Victor Korzyuk , Nguyen Van Vinh , Nguyen Tuan Minh

Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…

Numerical Analysis · Mathematics 2022-12-08 A. P. Harris , T. A. Biala , A. Q. M. Khaliq

Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…

Numerical Analysis · Mathematics 2025-06-13 Liqi Guo , Ruike Xiang , Deren Han , Jiaxin Xie

This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the…

Probability · Mathematics 2015-09-23 R. Garra , E. Orsingher

A technique is presented for producing synthetic images from numerical simulations whereby the image resolution is adapted around prominent features. In so doing, adaptive image ray-tracing (AIR) improves the efficiency of a calculation by…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 E. R. Parkin

We study the random rotation number for random circle homeomorphisms. We introduce two new definitions of the random rotation number that can be stated without reference to any choice of lift of the dynamics to the real line, and prove that…

Dynamical Systems · Mathematics 2026-03-27 Zixu Li , Simon Lloyd

Fourier transformations of several functions of one and two variables are evaluated and then used to derive some integral and series identities. It is shown that certain double Mordell integrals can be reduced to a sum of products of…

Classical Analysis and ODEs · Mathematics 2020-01-15 Martin Nicholson

For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…

Probability · Mathematics 2020-11-09 Michael P. Casey

While teaching a course on integral equations, I noticed that a straightforward combination of Neumann series and Fourier series for the resolvent (or the solution) of an integral equation has good approximation qualities. This short…

Classical Analysis and ODEs · Mathematics 2021-01-05 Raimundas Vidunas

This work introduces a multidimensional generalization of the maximum bisection problem. A mixed integer linear programming formulation is proposed with the proof of its correctness. The numerical tests, made on the randomly generated…

Discrete Mathematics · Computer Science 2015-06-26 Zoran Maksimovic