Related papers: An Euler-type method for Volterra integro-differen…
This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…
In this work we develop an effective Monte Carlo method for estimating sensitivities, or gradients of expectations of sufficiently smooth functionals, of a reflected diffusion in a convex polyhedral domain with respect to its defining…
The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…
The fundamental purpose of the present work is to constitute an enhanced Euler method with adaptive inverse-quadratic and inverse-multi-quadratic radial basis function (RBF) interpolation technique to solve initial value problems. These…
A high-order accurate quadrature rule for the discretization of boundary integral equations (BIEs) on closed smooth contours in the plane is introduced. This quadrature can be viewed as a hybrid of the spectral quadrature of Kress (1991)…
We consider time discretizations of the two-dimensional Euler equation written in vorticity form. The discretization method uses a Crouch-Grossman integrator that proceeds in two stages: first freezing the velocity vector field at the…
We present a novel generalized convolution quadrature method that accurately approximates convolution integrals. During the late 1980s, Lubich introduced convolution quadrature techniques, which have now emerged as a prevalent methodology…
In this article, we investigate the method of upper and lower solutions for Volterra integral equation of the first kind on arbitrary time scale $\mathbb{T}$. We establish some existence results in a certain sector. Moreover, monotone…
We present a novel approach for solving the time-dependent Schr\"{o}dinger equation (TDSE). The method we propose converts the TDSE to an equivalent Volterra integral equation; introducing a global Lagrange interpolation of the integrand…
We propose a novel discretization procedure for the classical Euler equation based on the theory of Galois differential algebras and the finite operator calculus developed by G.C. Rota and collaborators. This procedure allows us to define…
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…
Recently developed concept of dissipative measure-valued solution for compressible flows is a suitable tool to describe oscillations and singularities possibly developed in solutions of multidimensional Euler equations. In this paper we…
We consider one-step methods for integrating stochastic differential equations and prove pathwise convergence using ideas from rough path theory. In contrast to alternative theories of pathwise convergence, no knowledge is required of…
We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…
We propose a spectral viscosity method to approximate the two-dimensional Euler equations with rough initial data and prove that the method converges to a weak solution for a large class of initial data, including when the initial vorticity…
In this paper we make a subtle use of operator theory techniques and the well-known Schauder fixed-point principle to establish the existence of pseudo-almost automorphic solutions to some second-order damped integro-differential equations…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
We consider controlled differential equations and give new estimates for higher order Euler schemes. Our proofs are inspired by recent work of A. M. Davie who considers first and second order schemes. In order to implement the general case…
In this paper, we derive entropy estimates for a class of schemes for the Euler equations which present the following features: they are based on the internal energy equation (eventually with a positive corrective term at the righ-hand-side…
We study a compound Poisson (random time-change) approximation for stochastic differential equations (SDEs) and stochastic Volterra equations whose coefficients may be merely measurable in time and may even exhibit integrable singularities.…