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In this article, we present an orthogonal basis expansion method for solving stochastic differential equations with a path-independent solution of the form $X_{t}=\phi(t,W_{t})$. For this purpose, we define a Hilbert space and construct an…

Computation · Statistics 2017-11-13 Rahman Farnoosh , Amirhossein Sobhani , Hamidreza Rezazadeh

Despite their ubiquity throughout science and engineering, only a handful of partial differential equations (PDEs) have analytical, or closed-form solutions. This motivates a vast amount of classical work on numerical simulation of PDEs and…

We study Fourier bases on invariant measures generated by affine iterated function systems in ${\mathbb R}^d$ with integer coefficients. We show that, for simple digit sets, these systems satisfy the open set condition and have no overlap.…

Functional Analysis · Mathematics 2019-01-30 Dorin Ervin Dutkay , Chun-Kit Lai

This work studies time-dependent electromagnetic scattering from obstacles whose interaction with the wave is fully determined by a nonlinear boundary condition. In particular, the boundary condition studied in this work enforces a power…

Numerical Analysis · Mathematics 2023-10-30 Jörg Nick

Studying time-dependent behavior in lasers is analytically difficult due to the saturating non-linearity inherent in the Maxwell-Bloch equations and numerically demanding because of the computational resources needed to discretize both time…

Optics · Physics 2015-12-23 O. Malik , K. G. Makris , H. E. Türeci

Linear Hamiltonian systems with time-dependent coefficients are of importance to nonlinear Hamiltonian systems, accelerator physics, plasma physics, and quantum physics. It is shown that the solution map of a linear Hamiltonian system with…

Mathematical Physics · Physics 2024-12-12 Hong Qin

A new method to calculate the spectrum using cascaded open systems and master equations is presented. The method uses two state analyzer atoms which are coupled to the system of interest, whose spectrum of radiation is read from the…

Quantum Physics · Physics 2015-06-26 Martti Havukainen , Stig Stenholm

We present a variational principle for the extraction of a time-dependent orthonormal basis from random realizations of transient systems. The optimality condition of the variational principle leads to a closed-form evolution equation for…

Numerical Analysis · Mathematics 2020-07-01 Hessam Babaee

In his monograph Chebyshev and Fourier Spectral Methods, John Boyd claimed that, regarding Fourier spectral methods for solving differential equations, ``[t]he virtues of the Fast Fourier Transform will continue to improve as the relentless…

Numerical Analysis · Mathematics 2023-02-03 Craig Gross , Mark Iwen

A model of nonlinear elastic medium with internal structure is considered. The medium is assumed to contain cavities, microcracks or blotches of substances that differ sharply in physical properties from the base material. To describe the…

Pattern Formation and Solitons · Physics 2019-09-10 Vsevolod A. Vladimirov , Sergii Skurativskyi

For describing the probability distribution of the positions and times of particles performing anomalous motion, fractional PDEs are derived from the continuous time random walk models with waiting time distribution having divergent first…

Numerical Analysis · Mathematics 2016-10-11 Zhijiang Zhang , Weihua Deng

We establish spectral rigidity for spherically symmetric manifolds with boundary and interior interfaces determined by discontinuities in the metric under certain conditions. Rather than a single metric, we allow two distinct metrics in…

Analysis of PDEs · Mathematics 2023-12-08 Joonas Ilmavirta , Maarten V. de Hoop , Vitaly Katsnelson

Two combined methods for computing solutions of time-varying semilinear differential-algebraic equations (descriptor systems) are obtained. When constructing the methods, time-varying spectral projectors which can be found numerically are…

Numerical Analysis · Mathematics 2026-03-18 Maria Filipkovska

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

Analysis of PDEs · Mathematics 2015-05-30 J. Lenells , A. S. Fokas

We discuss the rigorous justification of the spatial discretization by means of Fourier spectral methods of quasilinear first-order hyperbolic systems. We provide uniform stability estimates that grant spectral convergence of the…

Numerical Analysis · Mathematics 2025-11-06 Vincent Duchêne , Johanna Ulvedal Marstrander

In this paper, we study the spectral theory for nonlocal dispersal operators with time periodic indefinite weight functions subject to Dirichlet type, Neumann type and spatial periodic type boundary conditions. We first obtain necessary and…

Dynamical Systems · Mathematics 2016-03-01 Wenxian Shen , Xiaoxia Xie

We study spectral statistics in spatially extended chaotic quantum many-body systems, using simple lattice Floquet models without time-reversal symmetry. Computing the spectral form factor $K(t)$ analytically and numerically, we show that…

Statistical Mechanics · Physics 2018-08-15 Amos Chan , Andrea De Luca , J. T. Chalker

In this article, we prove the following spectral theorem for right linear normal operators (need not to be bounded) in quaternionic Hilbert spaces: Let $T$ be an unbounded right quaternionic linear normal operator in a quaternionic Hilbert…

Spectral Theory · Mathematics 2017-11-07 G. Ramesh , P. Santhosh Kumar

In the spectral Petrov-Galerkin methods, the trial and test functions are required to satisfy particular boundary conditions. By a suitable linear combination of orthogonal polynomials, a basis, that is called the modal basis, is obtained.…

Numerical Analysis · Mathematics 2018-02-14 Mostafa Jani , Esmail Babolian , Shahnam Javadi

By learning the mappings between infinite function spaces using carefully designed neural networks, the operator learning methodology has exhibited significantly more efficiency than traditional methods in solving complex problems such as…

Numerical Analysis · Mathematics 2023-03-06 Ziyuan Liu , Haifeng Wang , Hong Zhang , Kaijuna Bao , Xu Qian , Songhe Song