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We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…
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…
Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
This paper provides a numerical approach for solving the linear stochastic Volterra integral equation using Walsh function approximation and the corresponding operational matrix of integration. A convergence analysis and error analysis of…
A new discretization of the radial equations that appear in the solution of separable second order partial differential equations with some rotational symmetry (as the Schrodinger equation in a central potential) is presented. It cures a…
In this work, we introduce a novel numerical method for solving initial value problems associated with a given differential. Our approach utilizes a spline approximation of the theoretical solution alongside the integral formulation of the…
We give a factorization procedure for a strictly hyperbolic partial differential operator of second order with logarithmic slow scale coefficients. From this we can microlocally diagonalize the full wave operator which results in a coupled…
Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…
We study discretizations of fractional fully nonlinear equations by powers of discrete Laplacians. Our problems are parabolic and of order $\sigma\in(0,2)$ since they involve fractional Laplace operators $(-\Delta)^{\sigma/2}$. They arise…
We present a new method for the numerical solution of singular integral equations on the real axis. The method's value stems from an explicit formula for the Cauchy integral of a complex exponential multiplied by a rational function.…
Green's function of the problem describing steady forward motion of bodies in an open ocean in the framework of the linear surface wave theory (the function is often referred to as Kelvin's wave source potential) is considered. Methods for…
The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…
A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…
We propose a numerical method to approximate the solution of second order elliptic problems in nonvariational form. The method is of Galerkin type using conforming finite elements and applied directly to the nonvariational (nondivergence)…
In this work we present a low-rank algorithm for computing low-rank approximations of large-scale Lyapunov operator $\varphi$-functions. These computations play a crucial role in implementing of matrix-valued exponential integrators for…
The numerical approximation of some Boussinesq systems in two spatial dimensions is here considered. The differential systems under study are proposed as asymptotic models for the propagation of waves along the interface of two layers of…
Finite volume methods for problems involving second order operators with full diffusion matrix can be used thanks to the definition of a discrete gradient for piecewise constant functions on unstructured meshes satisfying an orthogonality…
A common strategy in the numerical solution of partial differential equations is to define a uniform discretization of a tensor-product multi-dimensional logical domain, which is mapped to a physical domain through a given coordinate…
We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is…