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Related papers: A New Perturbative Technique for Solving Integro-P…

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We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…

Computational Finance · Quantitative Finance 2014-04-15 Andrey Itkin

The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

System of semilinear ordinary differential equation and fractional differential equation of distributed order is investigated and solved in a mild and classical sense. Such a system arises as a distributed derivative model of…

Functional Analysis · Mathematics 2009-09-28 Teodor M. Atanackovic , Ljubica Oparnica , Stevan Pilipovic

In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A continuous function, the domain parameter, is used to modify the original…

Mathematical Physics · Physics 2015-05-28 Hui-Chia Yu , Hsun-Yi Chen , K. Thornton

For a class of partial differential algebraic equations (PDAEs) of quasi-linear type which include nonlinear terms of convection type a possibility to determine a time and spatial index is considered. As a typical example we investigate an…

Numerical Analysis · Mathematics 2013-03-19 Wenfried Lucht , Kristian Debrabant

We present and compare three approaches for accurately retrieving depth-resolved temperature distributions within materials from their thermal-radiation spectra, based on: (1) a nonlinear equation solver implemented in commercial software,…

This paper introduces a novel methodology for solving distributed-order fractional differential equations using a physics-informed machine learning framework. The core of this approach involves extending the support vector regression (SVR)…

Machine Learning · Computer Science 2024-09-06 Alireza Afzal Aghaei

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…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

Reaction-Diffusion systems arise in diverse areas of science and engineering. Due to the peculiar characteristics of such equations, analytic solutions are usually not available and numerical methods are the main tools for approximating the…

Numerical Analysis · Mathematics 2024-09-16 Eddel Elí Ojeda Avilés , Jae-Hun Jung , Daniel Olmos Liceaga

The accuracy of the numerical solution of a fractional differential equation depends on the differentiability class of the solution. The derivatives of the solutions of fractional differential equations often have a singularity at the…

Numerical Analysis · Mathematics 2015-03-11 Yuri Dimitrov

This article discusses the modeling of perturbed potential temperature in an atmospheric boundary layer. We adopt a convection-diffusion model with specified initial and boundary conditions that resulted from simplifying the linearized…

Fluid Dynamics · Physics 2021-11-01 N. Karjanto

We develop a linear method for solving the nonlinear differential equations of a lumped-parameter thermal model of a spacecraft moving in a closed orbit. Our method, based on perturbation theory, is compared with heuristic linearizations of…

Computational Engineering, Finance, and Science · Computer Science 2012-09-05 Jose Gaite , German Fernandez-Rico

We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…

Classical Physics · Physics 2023-04-14 Imre Ferenc Barna , László Mátyás

The work presents an integral solution of the time-fractional subdiffusion through a preliminary defined profile with unknown coefficients and the concept of penetration layer well known from the heat diffusion The profile satisfies the…

Mathematical Physics · Physics 2010-12-14 Jordan Hristov

We introduce a new system of split variational inequality problems which is a natural extension of split variational inequality problem in semi-inner product spaces. We use the retraction technique to propose an iterative algorithm for…

Functional Analysis · Mathematics 2017-01-20 K. R. Kazmi , Mohd Furkan

This article is devoted to the simultaneous resolution of three inverse problems, among the most important formulation of inverse problems for partial differential equations, stated for some class of diffusion equations from a single…

Analysis of PDEs · Mathematics 2021-06-16 Yavar Kian

A nonequilibrium distribution function of microscopic thermal current is studied by a direct numerical simulation in a thermal conducting steady state of particle systems. Two characteristic temperatures of the thermal current are…

Statistical Mechanics · Physics 2009-04-01 Satoshi Yukawa , Takashi Shimada , Fumiko Ogushi , Nobuyasu Ito

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…

Numerical Analysis · Mathematics 2018-01-03 X. G. Zhu , Z. B. Yuan , F. Liu , Y. F. Nie

Space and time scales are not independent in diffusion. In fact, numerical simulations show that different patterns are obtained when space and time steps ($\Delta x$ and $\Delta t$) are varied independently. On the other hand, anisotropy…

patt-sol · Physics 2015-06-26 Rui Dilao , Joaquim Sainhas

In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming