Related papers: Hamiltonian Boundary Value Methods (HBVMs) for fun…
The purpose of this work is to introduce and analyze a numerical scheme to efficiently solve boundary value problems involving the spectral fractional Laplacian. The approach is based on a reformulation of the problem posed on a…
The induction motor behaviour is represented by a fifth order differential equation model. Addition of a torque correction factor to the model accurately reproduces the transient torques and instantaneous real and reactive power flows of…
Recently, a new family of integrators (Hamiltonian Boundary ValueMethods) has been introduced, which is able to precisely conserve the energy function of polynomial Hamiltonian systems and to provide a practical conservation of the energy…
This paper deals the implementation of \emph{homotopy perturbation transform method} (HPTM) for numerical computation of initial valued autonomous system of time-fractional partial differential equations (TFPDEs) with proportional delay,…
In this paper we apply the boundary elements method (BEM) and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of two-dimensional time-fractional partial differential equations (TFPDEs). The fractional…
An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…
Nonlinear two-point boundary value problems arise in numerous areas of application. The existence and number of solutions for various cases has been studied from a theoretical standpoint. These results generally rely upon growth conditions…
We discuss the efficient implementation of Hamiltonian BVMs (HBVMs), a recently introduced class of energy preserving methods for canonical Hamiltonian systems, via their blended formulation. We also discuss the case of separable problems,…
In this work, an exact solution to a new generalized nonlinear KdV partial differential equations has been investigated using homotopy analysis techniques. The mentioned partial differential equation has been solved using homotopy…
In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…
In this paper, we consider a Bayesian inverse problem modeled by elliptic partial differential equations (PDEs). Specifically, we propose a data-driven and model-based approach to accelerate the Hamiltonian Monte Carlo (HMC) method in…
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…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
The Hessian discretisation method (HDM) for fourth order linear elliptic equations provides a unified convergence analysis framework based on three properties namely coercivity, consistency, and limit-conformity. Some examples that fit in…
Homotopy perturbation method is used for solving the multi-point boundary value problems. The approximate solution is found in the form of a rapidly convergent series. Several numerical examples have been considered to illustrate the…
In this paper, an analytic approximation method for highly nonlinear equations, namely the homotopy analysis method (HAM), is employed to solve some backward stochastic differential equations (BSDEs) and forward-backward stochastic…
Solutions of boundary value problems for a diffusion equation of fractional and variable order in differential and difference settings are studied. It is shown that the method of energy inequalities is applicable to obtaining a priori…
We consider a system of two singularly perturbed Boundary Value Problems (BVPs) of convection-diffusion type with discontinuous source terms and a small positive parameter multiplying the highest derivatives. Then their solutions exhibit…
In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…
In this paper, we propose and analyze both conforming and nonconforming virtual element methods (VEMs) for the fully nonlinear second-order elliptic Hamilton-Jacobi-Bellman (HJB) equations with Cordes coefficients. By incorporating…