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This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Probability · Mathematics 2015-09-21 Achref Bachouch , Mohamed Anis Ben Lasmar , Anis Matoussi , Mohamed Mnif

A new formulation of the Maxwell equations based on two vector and two scalar potentials is proposed. The use of these potentials allows the electromagnetic field equations to be written in the form of a hyperbolic system. In contrast to…

Classical Physics · Physics 2012-06-05 Alexey N. Kudryavtsev , Sergey I. Trashkeev

We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…

Numerical Analysis · Mathematics 2018-07-25 Ioannis S. Stamatiou

We report an alternative method to solve second order differential equations which have at most four singular points. This method is developed by changing the degrees of the polynomials in the basic equation of Nikiforov-Uvarov (NU) method.…

Mathematical Physics · Physics 2015-04-15 H. Karayer , D. Demirhan , F. Buyukkilic

In this paper, we develop two energy-preserving splitting methods for solving three-dimensional stochastic Maxwell equations driven by multiplicative noise. We use operator splitting methods to decouple stochastic Maxwell equations into…

Numerical Analysis · Mathematics 2025-12-30 Liying Zhang , Xinyue Kang , Lihai Ji

We derive a differential equation that is regular at the collision of two equal-mass bodies with attractive interaction in the relativistic action-at-a-distance electrodynamics. Our method uses the energy constant related to the…

Chaotic Dynamics · Physics 2007-05-23 Efrain Buksman , Jayme De Luca

We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the…

Numerical Analysis · Mathematics 2019-02-05 Andrea Bonito , Juan Pablo Borthagaray , Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We present a novel method for precise numerical solution of the irreducible two-body problem and apply it to excitons in solids. The approach is based on the Monte Carlo simulation of the two-body Green function specified by Feynman's…

Strongly Correlated Electrons · Physics 2009-11-07 E. A. Burovski , A. S. Mishchenko , N. V. Prokof'ev , B. V. Svistunov

A very simple and accurate numerical method which is applicable to systems of differentio-integral equations with quite general boundary conditions has been devised. Although the basic idea of this method stems from the Keller Box method,…

Fluid Dynamics · Physics 2014-09-30 Jian-Jun Shu , Graham Wilks

The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…

Numerical Analysis · Mathematics 2024-03-12 Alexander Ostermann , Nasrin Vaisi

In many commercial and academic settings, numerical solvers fail to achieve their theoretical performance levels due to issues in the system definition, parameterization, and even implementation. We propose a pair of methods for detecting…

Numerical Analysis · Mathematics 2016-02-25 Matthew O. Williams , Teems E. Lovett

This paper proposes a methodology to calculate both the first and second derivatives of a vector function of one variable in a single computation step. The method is based on the nested application of the dual number approach for first…

Computational Engineering, Finance, and Science · Computer Science 2013-07-24 F. Penunuri , R. Peon-Escalante , C. Villanueva , O. Mendoza , Carlos A. Cruz-Villar

We transform a double integral into a second-order initial value problem, which we solve using Euler's method and Richardson extrapolation. For an example we consider, we achieve accuracy close to machine precision (1e-15). We also use the…

Numerical Analysis · Mathematics 2024-12-13 J. S. C. Prentice

Our main aim is to present a geometrically meaningful formula for the fundamental solutions to a second order sub-elliptic differential equation and to the heat equation associated with a sub-elliptic operator in the sub-Riemannian geometry…

Differential Geometry · Mathematics 2008-09-17 Der-Chen Chang , Irina Markina , Alexander Vasil'ev

This paper presents a novel shooting method for solving two-point boundary value problems for second order ordinary differential equations. The method works as follows: first, a guess for the initial condition is made and an integration of…

Numerical Analysis · Mathematics 2017-02-08 Stefan M. Filipov , Ivan D. Gospodinov , Istvan Farago

We propose two efficient numerical methods of evaluating the luminosity distance in the spatially flat {\Lambda}CDM universe. The first method is based on the Carlson symmetric form of elliptic integrals, which is highly accurate and can…

Instrumentation and Methods for Astrophysics · Physics 2011-04-15 De-Zi Liu , Cong Ma , Tong-Jie Zhang , Zhi-Liang Yang

We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…

Numerical Analysis · Mathematics 2023-11-27 Marco Caliari , Fabio Cassini

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

We study several versions of the alternating direction method of multipliers (ADMM) for solving the convex problem of finding the distance between two ellipsoids and the nonconvex problem of finding the distance between the boundaries of…

Optimization and Control · Mathematics 2021-07-06 M. V. Dolgopolik

This paper deals with investigating numerical methods for solving coupled system of nonlinear parabolic problems. We utilize block monotone iterative methods based on Jacobi and Gauss--Seidel methods to solve difference schemes which…

Numerical Analysis · Mathematics 2019-05-10 Mohamed Al-Sultani
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