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A few novel radial basis function (RBF) discretization schemes for partial differential equations are developed in this study. For boundary-type methods, we derive the indirect and direct symmetric boundary knot methods. Based on the…

Numerical Analysis · Mathematics 2025-10-20 W. Chen

Many time-dependent partial differential equations (PDEs) can be transformed into an ordinary differential equations (ODEs) containing moderately stiff and non-stiff terms after spatial semi-discretization. In the present paper, we…

Numerical Analysis · Mathematics 2025-09-23 Xiao Tang , Junwei Huang

This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…

Numerical Analysis · Mathematics 2016-12-22 John P. Hollkamp , Mihir Sen , Fabio Semperlotti

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…

Mathematical Finance · Quantitative Finance 2017-04-24 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

Here we consider the following fractional Hamiltonian system \begin{equation*} \begin{cases} \begin{aligned} (-\Delta)^{s} u&=H_v(u,v) \;\;&&\text{in}~\Omega,\\ (-\Delta)^{s} v&=H_u(u,v) &&\text{in}~\Omega,\\ u &= v = 0 &&\text{in} ~…

Analysis of PDEs · Mathematics 2025-08-06 Weimin Zhang

In this paper, we present a fast and accurate numerical scheme for the solution of fifth-order boundary-value problems. We apply the reproducing kernel Hilbert space method (RKHSM) for solving this problem. The analytic results of the…

Numerical Analysis · Mathematics 2013-05-21 Mustafa Inc , Ali Akgül , Mehdi Dehghan

A set of MapleV R.4/5 software routines for calculating the numerical evolution of dynamical systems and flexibly plotting the results is presented. The package consists of an initial condition generator (on which the user can impose quite…

The context of this paper is the simulation of parameter-dependent partial differential equations (PDEs). When the aim is to solve such PDEs for a large number of parameter values, Reduced Basis Methods (RBM) are often used to reduce…

Numerical Analysis · Mathematics 2021-04-07 Elise Grosjean , Yvon Maday

In this paper, we delve into the fascinating realm of fractal calculus applied to fractal sets and fractal curves. Our study includes an exploration of the method analogues of the separable method and the integrating factor technique for…

General Mathematics · Mathematics 2023-10-26 Alireza Khalili Golmankhaneh , Donatella Bongiorno

FFT-based solvers are increasingly used by many researcher groups interested in modelling the mechanical behavior associated to a heterogeneous microstructure. A development is reported here that concerns the viscoelastic behavior of…

Classical Physics · Physics 2020-12-07 Stéphane André , Julien Boisse , Camille Noûs

Recently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge-Kutta methods. We generalize this approach to multistep…

Numerical Analysis · Mathematics 2020-11-26 Hendrik Ranocha , Lajos Lóczi , David I. Ketcheson

Recently, the numerical solution of multi-frequency, highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. When the problem derives from the space semi-…

Numerical Analysis · Mathematics 2018-08-14 Luigi Brugnano , Felice Iavernaro , Juan I. Montijano , Luis Ràndez

We consider the question of determining whether or not a given system of fractional-order differential equations is (asymptotically) stable. In particular, we admit systems where each constituent equation may have its own order, independent…

Dynamical Systems · Mathematics 2026-05-22 Kai Diethelm , Safoura Hashemishahraki

We study energy-conserving Hamiltonian Boundary Value Methods (HBVMs) for Hamiltonian systems, which arise in applications where long-term preservation of energy and symplecticity is essential. HBVMs are multi-stage schemes whose stage…

Numerical Analysis · Mathematics 2026-05-18 Fabio Durastante , Mariarosa Mazza

We consider a linear inhomogeneous fractional evolution equation which is obtained from a Cauchy problem by replacing its first-order time derivative with Caputo's fractional derivative. The operator in the fractional evolution equation is…

Numerical Analysis · Mathematics 2018-03-15 Marina Fischer

This paper deals with the initial value problem for the multi-term fractional differential equation. The fractional derivative is defined in the Caputo sense. Firstly the initial value problem is transformed into a equivalent Volterra-type…

Classical Analysis and ODEs · Mathematics 2017-05-08 Chung-Sik Sin , Shusen Cheng , Gang-Il Ri , Mun-Chol Kim

This paper concerns with a mathematical modelling of biological experiments, and its influence on our lives. Fractional hybrid iterative differential equations are equations that interested in mathematical model of biology. Our technique is…

Classical Analysis and ODEs · Mathematics 2015-09-29 Rabha W. Ibrahim , Adem Kilicman , Faten H. Damag

A new integration scheme, combining the stability and the precision of usual pseudo-spectral codes with the locality of finite differences methods, is introduced. It turns out to be particularly suitable for the study of front and…

solv-int · Physics 2008-02-03 Alessandro Torcini , Helge Frauenkron , Peter Grassberger

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…

Numerical Analysis · Mathematics 2025-06-27 Nicola Guglielmi , Ernst Hairer

Variational-hemivariational inequalities are an important mathematical framework for nonsmooth problems. The framework can be used to study application problems from physical sciences and engineering that involve non-smooth and even…

Numerical Analysis · Mathematics 2025-03-10 Weimin Han , Fang Feng , Fei Wang , Jianguo Huang