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We study an approximation method for the one-dimensional nonlinear filtering problem, with discrete time and continuous time observation. We first present the method applied to the Fokker-Planck equation. The convergence of the…

Numerical Analysis · Mathematics 2023-03-29 Fabien F. Campillo

We continue here with previous investigations on the global behavior of general type non-linear wave equations for a class of small, scale-invariant initial data. The method is based on the use of a new set of Strichartz estimates for the…

Analysis of PDEs · Mathematics 2007-05-23 Jacob Sterbenz

This paper is concerned with the low-rank approximation for large-scale nonsymmetric matrices. Inspired by the classical Nystrom method, which is a popular method to find the low-rank approximation for symmetric positive semidefinite…

Numerical Analysis · Mathematics 2024-10-30 Yatian Wang , Hua Xiang , Chi Zhang , Songling Zhang

A new method for solving non-autonomous ordinary differential equations is proposed, the method achieves spectral accuracy. It is based on a new result which expresses the solution of such ODEs as an element in the so called…

Numerical Analysis · Mathematics 2022-10-03 Stefano Pozza , Niel Van Buggenhout

Nonlinear eigenvalue problems (NEPs) present significant challenges due to their inherent complexity and the limitations of traditional linear eigenvalue theory. This paper addresses these challenges by introducing a nonlinear…

Numerical Analysis · Mathematics 2024-09-18 Ronald Katende

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…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

To extract the approximate solutions in the case of nonlinear fractional order differential equations with the homogeneous and nonhomogeneous boundary conditions, the weighted residual method is embedded here. We exploit three methods such…

Numerical Analysis · Mathematics 2024-04-05 Umme Ruman , Md. Shafiqul Islam

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

We consider difference schemes for nonlinear time fractional Klein-Gordon type equations in this paper. A linearized scheme is proposed to solve the problem. As a result, iterative method need not be employed. One of the main difficulties…

Numerical Analysis · Mathematics 2017-05-26 Pin Lyu , Seakweng Vong

In this paper, we propose Galerkin-Legendre spectral method with implicit Runge-Kutta method for solving the unsteady two-dimensional Schrodinger equation with nonhomogeneous Dirichlet boundary conditions and initial condition. We apply a…

Numerical Analysis · Mathematics 2018-11-12 Wenjie Liu , Boying Wu

A general method for solving nonlinear ill-posed problems is developed. The method consists of solving a Cauchy problem with a regularized operator and proving that the solution of this problem tends, as time grows, to a solution of the…

Mathematical Physics · Physics 2007-05-23 R. Airapetyan , A. G. Ramm , A. Smirnova

We establish a framework to construct a global solution in the space of finite energy to a general form of the Landau-Lifshitz-Gilbert equation in $\mathbb{R}^2$. Our characterization yields a partially regular solution, smooth away from a…

Analysis of PDEs · Mathematics 2009-11-10 Joy Ko

Singularity subtraction for linear weakly singular Fredholm integral equations of the second kind is generalized to nonlinear integral equations. Two approaches are presented: The Classical Approach discretizes the nonlinear problem, and…

Numerical Analysis · Mathematics 2022-02-17 M. Ahues , F. Dias d'Almeida , R. Fernandes , P. B. Vasconcelos , }

We study a second order hyperbolic initial-boundary value partial differential equation with memory, that results in an integro-differential equation with a convolution kernel. The kernel is assumed to be either smooth or no worse than…

Numerical Analysis · Mathematics 2014-01-29 Fardin Saedpanah

A general formalism to solve nonlinear differential equations is given. Solutions are found and reduced to those of second order nonlinear differential equations in one variable. The approach is uniformized in the geometry and solves…

General Physics · Physics 2007-05-23 Gordon Chalmers

We develop a one step matrix method in order to obtain approximate solutions of first order systems and non-linear ordinary differential equations, reducible to first order systems. We find a sequence of such solutions that converge to the…

Numerical Analysis · Mathematics 2021-07-28 J. J. Alvarez-Sanchez , M. Gadella , L. P. Lara

In this paper we consider a Robin problem for the Klein-Gordon equation in a doubly connected domain. The solution domain considered is a bounded smooth doubly connected planar domain bounded by two simple disjoint closed curves. The…

Numerical Analysis · Mathematics 2017-03-02 Myroslav Kryven

We present two new algorithms for solving norm equations over global function fields with at least one infinite place of degree 1 and no wild ramification. The first of these is a substantial improvement of a method due to Ga\'{a}l and…

Number Theory · Mathematics 2024-01-31 Sumin Leem , Michael Jacobson , Renate Scheidler

In this work, a class of non-linear weakly singular fractional integro-differential equations is considered, and we first prove existence, uniqueness, and smoothness properties of the solution under certain assumptions on the given data. We…

Numerical Analysis · Mathematics 2022-07-14 Amin Faghih , Magda Rebelo

A new continuous regularized Gauss-Newton-type method with simultaneous updates of the operator $(F^{\pr*}(x(t))F'(x(t))+\ep(t) I)^{-1}$ for solving nonlinear ill-posed equations in a Hilbert space is proposed. A convergence theorem is…

Mathematical Physics · Physics 2007-05-23 Alexander G. Ramm , Alexandra B. Smirnova
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