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Boundary value problems for integrable nonlinear partial differential equations are considered from the symmetry point of view. Families of boundary conditions compatible with the Harry-Dym, KdV and MKdV equations and the Volterra chain are…
Pose graph optimization (PGO) is fundamental to robot perception and navigation systems, serving as the mathematical backbone for solving simultaneous localization and mapping (SLAM). Existing solvers suffer from polynomial growth in…
This paper explores the feasibility of quantum simulation for partial differential equations (PDEs) with physical boundary or interface conditions. Semi-discretisation of such problems does not necessarily yield Hamiltonian dynamics and…
An algorithm is proposed for finding numerical solutions of a kinetic equation that describes an infinite system of point articles placed in $\mathbb{R}^d (d \geq 1)$. The particles perform random jumps with pair wise repulsion, in the…
Multi-symplectic diamond schemes proposed by McLachlan and Wilkins (2015) provide a framework for the numerical integration of Hamiltonian partial differential equations, combining local implicitness with high-order accuracy and discrete…
This paper concerns the numerical solution of a fully nonlinear parabolic double obstacle problem arising from a finite portfolio selection with proportional transaction costs. We consider the optimal allocation of wealth among multiple…
The model problem of a plane angle for a second-order elliptic system subject to Dirichlet, mixed, and Neumann boundary conditions is analyzed. For each boundary condition, the existence of solutions of the form $r^\lambda v$ is reduced to…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
The coupled nonlinear space fractional Ginzburg-Landau (CNLSFGL) equations with the fractional Laplacian have been widely used to model the dynamical processes in a fractal media with fractional dispersion. Due to the existence of…
We derive asymptotic formulas for the solutions of the mixed boundary value problem for the Poisson equation on the union of a thin cylindrical plate and several thin cylindrical rods. One of the ends of each rod is set into a hole in the…
Time-resolved photoemission spectroscopy is the key technique to probe the real-time non-equilibrium dynamics of electronic states. Theoretical predictions of the time dependent spectral function for realistic systems is however, a…
A new (algebraic) approximation scheme to find {\sl global} solutions of two point boundary value problems of ordinary differential equations (ODE's) is presented. The method is applicable for both linear and nonlinear (coupled) ODE's whose…
Multiphase flow is a critical process in a wide range of applications, including oil and gas recovery, carbon sequestration, and contaminant remediation. Numerical simulation of multiphase flow requires solving of a large, sparse linear…
The issue of inheriting periodicity of an exact solution of a dynamic system by a difference scheme is considered. It is shown that some difference schemes (midpoint scheme, Kahan scheme) in some special cases provide approximate solutions…
We studied the constrained Hamiltonian formulation of a supersymmetric Korteweg-de Vries (KdV) equation, which is observed to be a constrained system similar to its classical version. We found a nontrivial Lagrangian description, where we…
We propose two numerical algorithms in the fully nonconvex setting for the minimization of the sum of a smooth function and the composition of a nonsmooth function with a linear operator. The iterative schemes are formulated in the spirit…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
Recent years have seen an increasing amount of research devoted to the development of so-called resonance-based methods for dispersive nonlinear partial differential equations. In many situations, this new class of methods allows for…
The goal of this thesis is to provide efficient and provably convergent numerical methods for solving partial differential equations (PDEs) coming from impulse control problems motivated by finance. Impulses, which are controlled jumps in a…
Novel applications of Numerical Relativity demand for more flexible algorithms and tools. In this paper, I develop and test a multigrid solver, based on the infrastructure provided by the Einstein Toolkit, for elliptic partial differential…