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In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

We construct explicit integrators of arbitrary even orders of accuracy for massive point vortex dynamics in binary mixture of Bose--Einstein condensates proposed by Richaud et al. The integrators are symplectic and preserve the angular…

We introduce the notion of \delta-viscosity solutions for fully nonlinear uniformly parabolic PDE on bounded domains. We prove that \delta-viscosity solutions are uniformly close to the actual viscosity solution. As a consequence we obtain…

We take into consideration generalization bounds for the problem of the estimation of the drift component for ergodic stochastic differential equations, when the estimator is a ReLU neural network and the estimation is non-parametric with…

In order to solve continuous-time optimal control problems, direct methods transcribe the infinite-dimensional problem to a nonlinear program (NLP) using numerical integration methods. In cases where the integration error can be manipulated…

We study the connections between ordinary differential equations and optimization algorithms in a non-Euclidean setting. We propose a novel accelerated algorithm for minimising convex functions over a convex constrained set. This algorithm…

Finite differences and Runge-Kutta time stepping schemes used in Computational AeroAcoustics simulations are often optimized for low dispersion and dissipation (e.g. DRP or LDDRK schemes) when applied to linear problems in order to…

This paper illuminates the derivation, the applicability, and the efficiency of the Multiplicative Runge-Kutta Method, derived in the frame- work of geometric multiplicative calculus. The removal of the restrictions of geometric…

The solution of inverse problems in a variational setting finds best estimates of the model parameters by minimizing a cost function that penalizes the mismatch between model outputs and observations. The gradients required by the numerical…

In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…

We consider the discretization of a class of nonlinear parabolic equations by discontinuous Galerkin time-stepping methods and establish a priori as well as conditional a posteriori error estimates. Our approach is motivated by the error…

A focus of recent research in quantum computing has been on developing quantum algorithms for differential equations solving using variational methods on near-term quantum devices. A promising approach involves variational algorithms, which…

Isospectral Runge-Kutta methods are well-suited for the numerical solution of isospectral systems such as the rigid body and the Toda lattice. More recently, these integrators have been applied to geophysical fluid models, where their…

We get the computable error bounds for generalized Cornish-Fisher expansions for quantiles of statistics provided that the computable error bounds for Edgeworth-Chebyshev type expansions for distributions of these statistics are known. The…

An improved uniform error bound at $O\left(h^m+\varepsilon^2 \tau^2\right)$ is established in $H^{\alpha/2}$-norm for the long-time dynamics of the nonlinear space fractional Klein-Gordon equation (NSFKGE). A second-order exponential wave…

Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…

In this paper, a family of arbitrarily high-order structure-preserving exponential Runge-Kutta methods are developed for the nonlinear Schr\"odinger equation by combining the scalar auxiliary variable approach with the exponential…

We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…

A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions.…

In this paper we analyze the finite element approximation of the Stokes equations with non-smooth Dirichlet boundary data. To define the discrete solution, we first approximate the boundary datum by a smooth one and then apply a standard…