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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…

Numerical Analysis · Mathematics 2018-01-25 Xiaoxu Zhong , Shijun Liao

Coupled nonlinear system of reaction-diffusion equations describing multi-component (species) interactions with heterogeneous coefficients is considered. Finite volume method based approximation for the space is used to construct…

Numerical Analysis · Mathematics 2022-09-13 Maria Vasilyeva , Alexey Sadovski , D. Palaniappan

We deal with an initial-boundary value problem for the multidimensional acoustic wave equation, with the variable speed of sound. For a three-level semi-explicit in time higher-order vector compact scheme, we prove stability and derive 4th…

Numerical Analysis · Mathematics 2026-01-01 Alexander Zlotnik , Timofey Lomonosov

In the present paper, a hierarchy of the mKdV equation is integrated by the methods of algebraic geometry. The mKdV hierarchy in question arises on coadjoint orbits in the loop algebra of $\mathfrak{sl}(2)$, and employs a family of…

Exactly Solvable and Integrable Systems · Physics 2025-08-01 Julia Bernatska

This paper establishes the iteration-complexity of proximal bundle methods for solving hybrid (i.e., a blend of smooth and nonsmooth) weakly convex composite optimization (HWC-CO) problems. This is done in a unified manner by considering a…

Optimization and Control · Mathematics 2026-05-19 Jiaming Liang , Renato D. C. Monteiro , Honghao Zhang

In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a…

Numerical Analysis · Mathematics 2024-10-07 Meijie Kong , Hongfei Fu

Quasiperiodic systems are important space-filling ordered structures, without decay and translational invariance. How to solve quasiperiodic systems accurately and efficiently is of great challenge. A useful approach, the projection method…

Numerical Analysis · Mathematics 2024-01-18 Kai Jiang , ShiFeng Li , Pingwen Zhang

In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…

Numerical Analysis · Mathematics 2020-06-04 Jun Zhang , Jia Zhao , JinRong Wang

Compared with linear time invariant systems, linear periodic system can describe the periodic processes arising from nature and engineering more precisely. However, the time-varying system parameters increase the difficulty of the research…

Signal Processing · Electrical Eng. & Systems 2023-03-16 Jiachen Qian , Zhisheng Duan , Peihu Duan , Zhongkui Li

We present a mixed complementarity problem (MCP) approach for a steady-state stability analysis of voltage and frequency of electrical grids. We perform a theoretical analysis providing conditions for the global convergence and local…

Optimization and Control · Mathematics 2021-12-16 Youngdae Kim , Kibaek Kim

This paper presents a concurrent global-local numerical method for solving multiscale parabolic equations in divergence form. The proposed method employs hybrid coefficient to provide accurate macroscopic information while preserving…

Numerical Analysis · Mathematics 2026-04-14 Yulei Liao , Yang Liu , Pingbing Ming

Motivated by the idea of imposing paralleling computing on solving stochastic differential equations (SDEs), we introduce a new Domain Decomposition Scheme to solve forward-backward stochastic differential equations (FBSDEs) parallely. We…

Numerical Analysis · Mathematics 2010-08-03 Minh-Binh Tran

The use of nonlinear PDEs has led to significant advancements in various fields, such as physics, biology, ecology, and quantum mechanics. However, finding multiple solutions for nonlinear PDEs can be a challenging task, especially when…

Numerical Analysis · Mathematics 2025-04-11 Wenrui Hao , Sun Lee , Young Ju Lee

The accurate prediction of occurrence and strength of kinetic instabilities in plasmas remains a significant challenge in nuclear fusion research. To accurately capture the plasmas dynamics one is required to solve the Vlasov equation for…

Plasma Physics · Physics 2024-04-30 Rostislav-Paul Wilhelm , Jan Eifert , Manuel Torrilhon

This paper investigates the effects of setting the sampling frequency significantly higher than conventional guidelines in system identification. Although continuous-time identification methods resolve the numerical difficulties encountered…

Systems and Control · Electrical Eng. & Systems 2025-06-05 Ichiro Maruta , Toshiharu Sugie

This paper establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion (FBM) with less regularity $1/3< H \leq 1/2$ and a fast…

Probability · Mathematics 2023-07-26 Bin Pei , Robert Hesse , Bjoern Schmalfuss , Yong Xu

A numerical explicit method to evaluates transient solutions of linear partial differential inhomogeneous equation with constant coefficients is proposed. A general form of the scheme for a specific linear inhomogeneous equation is shown.…

Numerical Analysis · Computer Science 2010-11-12 Hiroshi Abe

In this work, we propose and develop efficient and accurate numerical methods for solving the Kirchhoff-Love plate model in domains with complex geometries. The algorithms proposed here employ curvilinear finite-difference methods for…

Numerical Analysis · Mathematics 2021-05-13 Longfei Li , Hangjie Ji , Qi Tang

A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…

Numerical Analysis · Mathematics 2024-10-18 Jiachuan Cao , Buyang Li , Yanping Lin , Fangyan Yao

We investigate the potential of quasi-Newton methods in facilitating convergence of monolithic solution schemes for phase field fracture modelling. Several paradigmatic boundary value problems are addressed, spanning the fields of…

Numerical Analysis · Mathematics 2019-12-19 Philip K. Kristensen , Emilio Martínez-Pañeda