Related papers: An analytical approximation scheme to two point bo…
We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…
Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…
The rapid advancements in high-dimensional statistics and machine learning have increased the use of first-order methods. Many of these methods can be regarded as instances of the proximal point algorithm. Given the importance of the…
A new analytical operator method is discussed which solves linear ordinary differential equations with regular singularities. Solutions are obtained in analytic series form and also in Mellin-Barnes-type contour integral form. Exact series…
Solving initial value problems and boundary value problems of Linear Ordinary Differential Equations (ODEs) plays an important role in many applications. There are various numerical methods and solvers to obtain approximate solutions…
The auxiliary field method is a new technique to obtain closed formulae for the solutions of eigenequations in quantum mechanics. The idea is to replace a Hamiltonian $H$ for which analytical solutions are not known by another one $\tilde…
Solutions to most nonlinear ordinary differential equations (ODEs) rely on numerical solvers, but this gives little insight into the nature of the trajectories and is relatively expensive to compute. In this paper, we derive analytic…
Given an orthogonal lattice with mesh length h on a bounded convex domain, we propose to approximate the Aleksandrov solution of the Monge-Ampere equation by regularizing the data and discretizing the equation in a subdomain using the…
This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…
We present algorithms and their implementation to compute limit cycles and their isochrons for state-dependent delay equations (SDDE's) which are perturbed from a planar differential equation with a limit cycle. Note that the space of…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
Orthogonality constrained optimization is widely used in applications from science and engineering. Due to the nonconvex orthogonality constraints, many numerical algorithms often can hardly achieve the global optimality. We aim at…
This paper presents high-order numerical methods for solving boundary value problems associated with the Lane-Emden equation, which frequently arises in astrophysics and various nonlinear models. A major challenge in studying this equation…
This paper proposes specular differentiation in one-dimensional Euclidean space and provides its fundamental analysis, including a quasi-Fermat theorem and a quasi-Mean Value Theorem. As an application, this paper develops several numerical…
We introduce a global scheme on the n-torus of a controlled incompressible Navier-Stokes equation in terms of a coupled controlled infinite ODE-system of Fourier-modes with smooth data. We construct a scheme of global approximations related…
In this work we present a fast, globally convergent, iterative algorithm for computing the asymptotically stable states of nonlinear large--scale systems of quadratic autonomous Ordinary Differential Equations (ODEs) modeling, e.g., the…
We formulate an Alternating Direction Method of Mul-tipliers (ADMM) that systematically distributes the computations of any technique for optimizing pairwise functions, including non-submodular potentials. Such discrete functions are very…
We introduce a new overlapping Domain Decomposition Method (DDM) to solve the fully nonlinear Monge-Amp\`ere equation. While DDMs have been extensively studied for linear problems, their application to fully nonlinear partial differential…
We consider the phase-integral method applied to an arbitrary linear ordinary second-order differential equation with non-analytical coefficients. We propose a universal technique based on the Frobenius method which allows to obtain new…
The purpose of this paper is twofold. An immediate practical use of the presented algorithm is its applicability to the parametric solution of underdetermined linear ordinary differential equations (ODEs) with coefficients that are…