Related papers: A new modified highly accurate Laplace-Fourier met…
We deal with the asymptotic analysis for Laplace's integral. For this problem, the so-called Laplace's method by P.S. Laplace (1812) is well-known and it has been developed in various forms over many years of studies. In this paper, we…
An improved finite difference method with compact correction term is proposed to solve the Poisson equations. The compact correction term is developed by a coupled high-order compact and low-order classical finite difference formulations.…
A new series expansion for the the Airy function is presented here that stems from the method of steepest descents and can be related to the Hadamard expansions as presented in prevous works cited in the manuscript, and which is convergent…
The Laplace transform is a valuable tool in physics, particularly in solving differential equations with initial or boundary conditions. A 2014 study by Tsaur and Wang (2014 \emph{Eur.~J.~Phys.} \textbf{35} 015006) introduced a…
In recent engineering applications using deep learning, physics-informed neural network (PINN) is a new development as it can exploit the underlying physics of engineering systems. The novelty of PINN lies in the use of partial differential…
We provide a primer to numerical methods based on Taylor series expansions such as generalized finite difference methods and collocation methods. We provide a detailed benchmarking strategy for these methods as well as all data files…
Analytical and numerical techniques have been developed for solving fractional partial differential equations (FPDEs) and their systems with initial conditions. However, it is much more challenging to develop analytical or numerical…
In this work, a new technique has been presented to find approximate solution of linear integro-differential equations. The method is based on modified orthonormal Bernoulli polynomials and an operational matrix thereof. The method converts…
A computational scheme for solving 2D Laplace boundary-value problems using rational functions as the basis functions is described. The scheme belongs to the class of desingularized methods, for which the location of singularities and…
As a first step at developing a theory of noncommutative nonlinear elliptic partial differential equations, we analyze noncommutative analogues of Laplace's equation and its variants (some of the them nonlinear) over noncommutative tori.…
We consider the problem of estimating states and parameters in a model based on a system of coupled stochastic differential equations, based on noisy discrete-time data. Special attention is given to nonlinear dynamics and state-dependent…
In this article, we develop a new method to approximate numerically the fractional Laplacian of functions defined on $\mathbb R$, as well as some more general singular integrals. After mapping $\mathbb R$ into a finite interval, we…
Computing solutions to partial differential equations using the fast Fourier transform can lead to unwanted oscillatory behavior. Due to the periodic nature of the discrete Fourier transform, waves that leave the computational domain on one…
In the present paper we consider the problem of Laplace deconvolution with noisy discrete observations. The study is motivated by Dynamic Contrast Enhanced imaging using a bolus of contrast agent, a procedure which allows considerable…
This paper presents a novel way of computing front positions in Fisher-KPP equations. Our method is based on an exact relation between the Laplace transform of the initial condition and some integral functional of the front position. Using…
Motivated by robotic trajectory optimization problems we consider the Augmented Lagrangian approach to constrained optimization. We first propose an alternative augmentation of the Lagrangian to handle the inequality case (not based on…
In this note we propose a generalization of the Laplace and Fourier transforms which we call symmetric Laplace transform. It combines both the advantages of the Fourier and Laplace transforms. We give the definition of this generalization,…
The Laplace transform is an algebraic method that is widely used for analyzing physical systems by either solving the differential equations modeling their dynamics or by evaluating their transfer function. The dynamics of the given system…
The Laplace approximation (LA) to posteriors is a ubiquitous tool to simplify Bayesian computation, particularly in the high-dimensional settings arising in Bayesian inverse problems. Precisely quantifying the LA accuracy is a challenging…
This paper presents a "two-dimensional Fourier Continuation" method (2D-FC) for construction of bi-periodic extensions of smooth non-periodic functions defined over general two-dimensional smooth domains. The approach can be directly…