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The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…
An effective method to obtain exact analytical solutions of equations describing the coherent dynamics of multilevel systems is presented. The method is based on the usage of orthogonal polynomials, integral transforms and their discrete…
In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…
In contrast to regular ordinary differential equations, the problem of accurately setting initial conditions just emerges in the context of differential-algebraic equations where the dynamic degree of freedom of the system is smaller than…
A general scheme for determining and studying integrable deformations of algebraic curves is presented. The method is illustrated with the analysis of the hyperelliptic case. An associated multi-Hamiltonian hierarchy of systems of…
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…
In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
High-precision numerical scheme for nonlinear hyperbolic evolution equations is proposed based on the spectral method. The detail discretization processes are discussed in case of one-dimensional Klein-Gordon equations. In conclusion, a…
We present the exact and precise (~0.1%) numerical solution of the QCD evolution equations for the parton distributions in a wide range of $Q$ and $x$ using Monte Carlo (MC) method, which relies on the so-called Markovian algorithm. We…
In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…
This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted…
This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…
Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…
A multi-cube method is developed for solving systems of elliptic and hyperbolic partial differential equations numerically on manifolds with arbitrary spatial topologies. It is shown that any three-dimensional manifold can be represented as…
We present in this paper a detailed note on the computation of Puiseux series solutions of the Riccatti equation associated with a homogeneous linear ordinary differential equation. This paper is a continuation of [1] which was on the…
In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…
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…
These notes aim to provide a classical approach to solving some conformable differential equations based on prior knowledge of how to solve ordinary differential equations. That is, using the methods of separation of variables, homogeneous…
This paper provides a methodology of verified computing for solutions to 1-dimensional advection equations with variable coefficients. The advection equation is typical partial differential equations (PDEs) of hyperbolic type. There are few…