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The evolution of local defects such as dislocations and cracks often determines the performance of engineering materials. For a proper description and understanding of these phenomena, one needs to descend to a very small scale, at which…

Soft Condensed Matter · Physics 2021-05-04 K. Mikeš , F. Bormann , O. Rokoš , R. H. J. Peerlings

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…

Numerical Analysis · Mathematics 2015-11-19 Adam M. Oberman , Ian Zwiers

In this technical note, we consider a dynamic linear, cantilevered rectangular plate. The evolutionary PDE model is given by the fourth order plate dynamics (via the spatial biharmonic operator) with clamped-free-free-free boundary…

Numerical Analysis · Mathematics 2021-10-11 Benjamin Brown

Although applications of Bayesian analysis for numerical quadrature problems have been considered before, it's only very recently that statisticians have focused on the connections between statistics and numerical analysis of differential…

Computation · Statistics 2017-10-03 Majnu John , Yihren Wu

The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…

Numerical Analysis · Mathematics 2021-06-08 Xing Liu

A straightforward algorithm for the symbolic computation of higher-order symmetries of nonlinear evolution equations and lattice equations is presented. The scaling properties of the evolution or lattice equations are used to determine the…

solv-int · Physics 2007-05-23 Unal Goktas , Willy Hereman

We study a class of nonlinear evolution systems of time fractional partial differential equations using Lie symmetry analysis. We obtain not only infinitesimal symmetries but also a complete group classification and a classification of…

Mathematical Physics · Physics 2018-03-01 Khongorzul Dorjgotov , Hiroyuki Ochiai , Uuganbayar Zunderiya

This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…

Numerical Analysis · Mathematics 2023-07-06 R. Altmann , C. Zimmer

The purpose of this article is to propose ODE based approaches for the numerical evaluation of matrix functions $f(A)$, a question of major interest in the numerical linear algebra. To this end, we model $f(A)$ as the solution at a finite…

Numerical Analysis · Mathematics 2015-06-01 Jean-Paul Chehab , Madalina Petcu

An algorithm for solving first order ODEs, by systematically determining symmetries of the form [ xi = F(x), eta = P(x) y + Q(x) ], where xi d/dx + eta d/dy is the symmetry generator - is presented. To these {\it linear} symmetries one can…

Mathematical Physics · Physics 2007-05-23 E. S. Cheb-Terrab , T. Kolokolnikov

An algorithmic method to exploit a general class of infinitesimal symmetries for reducing stochastic differential equations is presented and a natural definition of reconstruction, inspired by the classical reconstruction by quadratures, is…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

We study first order linear partial differential equations that appear, for example, in the analysis of dimishing urn models with the help of the method of characteristics and formulate sufficient conditions for a central limit theorem.

Combinatorics · Mathematics 2016-05-17 Michael Drmota , Mehri Javanian

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su

The objective of this paper is to investigate the existence and the forms of the pair of finite order entire and meromorphic solutions of some certain systems of Fermat-type partial differential-difference equations of several complex…

Complex Variables · Mathematics 2026-04-14 Raju Biswas , Rajib Mandal

We have used the homotopy analysis method to obtain solutions of linear and nonlinear fractional partial differential differential equations with initial conditions. We replace the first order time derivative by $\psi$-Caputo fractional…

Analysis of PDEs · Mathematics 2020-04-07 D. S. Oliveira , E. Capelas de Oliveira

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

In the present note we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs): from one side they could look standard, since they are, real, symmetric…

Numerical Analysis · Mathematics 2021-12-08 M. Bogoya , S. M. Grudsky , S. Serra-Capizzano , C. Tablino-Possio

The notion of lambda-symmetries, originally introduced by C. Muriel and J.L. Romero, is extended to the case of systems of first-order ODE's (and of dynamical systems in particular). It is shown that the existence of a symmetry of this type…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 G. Cicogna

The finite element method is used to approximately solve boundary value problems for differential equations. The method discretises the parameter space and finds an approximate solution by solving a large system of linear equations. Here we…

Quantum Physics · Physics 2016-03-23 Ashley Montanaro , Sam Pallister

We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…

Popular Physics · Physics 2007-05-23 Jan L. Cieslinski , Boguslaw Ratkiewicz