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In this paper, we propose a new asymptotic expansion approach for nonlinear filtering based on a small parameter in the system noise. This method expresses the filtering distribution as a power series in the noise level, where the…

Signal Processing · Electrical Eng. & Systems 2025-06-18 Masahiro Kurisaki

We investigate the connection between the linear harmonic oscillator equation and some classes of second order nonlinear ordinary differential equations of Li\'enard and generalized Li\'enard type, which physically describe important…

Mathematical Physics · Physics 2016-05-26 Tiberiu Harko , Shi-Dong Liang

Function approximation from input and output data is one of the most investigated problems in signal processing. This problem has been tackled with various signal processing and machine learning methods. Although tensors have a rich history…

Statistics Theory · Mathematics 2023-02-16 Christina Auer , Thomas Paireder , Oliver Ploder , Oliver Lang , Mario Huemer

We construct nonlinear extensions of Dirac's relativistic electron equation that preserve its other desirable properties such as locality, separability, conservation of probability and Poincar\'e invariance. We determine the constraints…

High Energy Physics - Theory · Physics 2009-02-27 Wei-Khim Ng , Rajesh R. Parwani

In this paper a variant of nonlinear exponential Euler scheme is proposed for solving nonlinear heat conduction problems. The method is based on nonlinear iterations where at each iteration a linear initial-value problem has to be solved.…

Numerical Analysis · Mathematics 2024-04-23 M. A. Botchev , V. T. Zhukov

The main goal of this paper is the study of two kinds of nonlinear problems depending on parameters in unbounded domains. Using a nonstandard variational approach, we first prove the existence of bounded solutions for nonlinear eigenvalue…

Analysis of PDEs · Mathematics 2016-04-04 Said El Manouni , Hichem Hajaiej , Patrick Winkert

In the present paper, by using variational method, the existence of non-trivial solutions to an anisotropic discrete non-linear problem involving p(k)-Laplacian operator with Dirichlet boundary condition is investigated. The main technical…

Analysis of PDEs · Mathematics 2022-07-29 Mohsen Khaleghi Moghadam , Mustafa Avci

We consider nonlinear solvers for the incompressible, steady (or at a fixed time step for unsteady) Navier-Stokes equations in the setting where partial measurement data of the solution is available. The measurement data is…

Numerical Analysis · Mathematics 2024-01-15 Bosco Garcia-Archilla , Xuejian Li , Julia Novo , Leo Rebholz

In [7], a new iterative method for solving linear system of equations was presented which can be considered as a modification of the Gauss-Seidel method. Then in [4] a different approach, say 2D-DSPM, and more effective one was introduced.…

Numerical Analysis · Mathematics 2009-06-10 Davod Khojasteh Salkuyeh

A Fourier-Chebyshev spectral method is proposed in this paper for solving the cavitation problem in nonlinear elasticity. The interpolation error for the cavitation solution is analyzed, the elastic energy error estimate for the discrete…

Numerical Analysis · Mathematics 2017-04-03 Liang Wei , Zhiping Li

In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…

Probability · Mathematics 2016-08-16 Emmanuelle Clément , Arturo Kohatsu-Higa , Damien Lamberton

This paper exhibits a very simple formula for a particular solution of a linear ordinary differential equation with constant real coefficients, P(d/dt)x = f, f a function given by a linear combination of polynomials, trigonometrical and…

Classical Analysis and ODEs · Mathematics 2022-02-15 Oswaldo Rio Branco de Oliveira

In this paper we introduce a new fix point iteration scheme for solving nonlinear electromagnetic scattering problems. The method is based on a spectral formulation of Maxwell's equations called the Bidirectional Pulse Propagation…

Classical Physics · Physics 2026-03-27 Per Kristen Jakobsen

The branching methods developed are effective methods to solve some semi linear PDEs and are shown numerically to be able to solve some full non linear PDEs. These methods are however restricted to some small coefficients in the PDE and…

Probability · Mathematics 2017-01-27 Xavier Warin

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

Numerical Analysis · Mathematics 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…

Optimization and Control · Mathematics 2016-11-15 Christopher W. Miller

The problem of finding global minima of nonlinear discrete functions arises in many fields of practical matters. In recent years, methods based on discrete filled functions become popular as ways of solving these sort of problems. However,…

Optimization and Control · Mathematics 2020-03-26 Juan Di Mauro , Hugo D. Scolnik

Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential…

Chaotic Dynamics · Physics 2007-05-23 C. Radhakrishnan Nair

We prove the existence of classical solutions to the Dirichlet problem for a class of fully nonlinear elliptic equations of curvature type on Riemannian manifolds. We also derive new second derivative boundary estimates which allows us to…

Differential Geometry · Mathematics 2013-05-07 Jorge H. S. de Lira , Flávio F. Cruz

A review of the authors's results is given. Several methods are discussed for solving nonlinear equations $F(u)=f$, where $F$ is a monotone operator in a Hilbert space, and noisy data are given in place of the exact data. A discrepancy…

Numerical Analysis · Mathematics 2009-01-29 N. S. Hoang , A. G. Ramm
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