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This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting of stochastic control, whereby one applies control to a…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
This paper deals with nonlinear Fredholm integral equations of the second kind. We study the case of a weakly singular kernel and we set the problem in the space L 1 ([a, b], C). As numerical method, we extend the product integration scheme…
Equations of Hammerstein type cover large variety of areas and are of much interest to a wide audience due to the fact that they have applications in numerous areas. Suitable conditions are imposed to obtain a strong convergence result for…
This paper proposes an interface/boundary-unfitted eXtended hybridizable discontinuous Galerkin (X-HDG) method for Darcy-Stokes-Brinkman interface problems in two and three dimensions. The method uses piecewise linear polynomials for the…
To broaden the range of applicability of variable-order fractional differential models, reliable numerical approaches are needed to solve the model equation. In this paper, we develop Laguerre spectral collocation methods for solving…
We consider a methodology based in B-splines scaling functions to numerically invert Fourier or Laplace transforms of functions in the space $L^2(\mathbb{R})$. The original function is approximated by a finite combination of $j^{th}$ order…
In this article we obtain Holder estimates for solutions to second-order Hamilton-Jacobi equations with super-quadratic growth in the gradient and unbounded source term. The estimates are uniform with respect to the smallness of the…
We introduce a high-order spline geometric approach for the initial boundary value problem for Maxwell's equations. The method is geometric in the sense that it discretizes in structure preserving fashion the two de Rham sequences of…
This paper introduces the Fej\'er-monotone hybrid steepest descent method (FM-HSDM), a new member to the HSDM family of algorithms, for solving affinely constrained minimization tasks in real Hilbert spaces, where convex smooth and…
We develop a numerical method for solving the boundary value problem of The Linear Seventh Ordinary Boundary Value Problem by using seventh degree B-Spline function. Formulation is based on particular terms of order of seventh order…
Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…
J. Hadamard's ideas of correct formulation of problems of mathematical physics as well as related Banach's theorem on the inverse operator are analyzed. Modern techniques of numerical simulations are shown to be in drastic contradiction to…
In this work, we present a collocation method based on the Legendre wavelet combined with the Gauss--Jacobi quadrature formula for solving a class of fractional delay-type integro-differential equations. The problem is considered with…
Finite elements has been proven to be an useful tool to discretize the vertical coordinate in the hydrostatic forecast models allowing to define model variables in full levels so that no staggering is needed. In the non-hydrostatic case a…
The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…
The Nystr\"om method for the numerical solution of Fredholm integral equations of the second kind is generalized by decoupling the set of solution nodes from the set of quadrature nodes. The accuracy and efficiency of the new method is…
We offer in this short report a simple Monte-Carlo method for solving a well-posed non-linear integral equations of second Fredholm's and Volterra's type and built a confidence region for solution in an uniform norm, applying the grounded…
We provide new results regarding the localization of the solutions of nonlinear operator systems. We make use of a combination of Krasnosel'ski\u{\i} cone compression-expansion type methodologies and Schauder-type ones. In particular we…
This article presents a higher-order spectral element method for the two-dimensional Stokes interface problem involving a piecewise constant viscosity coefficient. The proposed numerical formulation is based on least-squares formulation.…