Related papers: Chebyshev collocation for linear, periodic ordinar…
Delay-Differential Equations (DDEs) are the most common representation for systems with delay. However, the DDE representation is limited. In network models with delay, the delayed channels are low-dimensional and accounting for this…
In this work, a mixed problem for a time-fractional equation with a delayed argument and pseudodifferential operators related to Laplace operators with non-local boundary conditions in Sobolev classes is studied. The solutions to the…
A Chebyshev expansion is a series in the basis of Chebyshev polynomials of the first kind. When such a series solves a linear differential equation, its coefficients satisfy a linear recurrence equation. We interpret this equation as the…
This paper details a methodology to transcribe an optimal control problem into a nonlinear program for generation of the trajectories that optimize a given functional by approximating only the highest order derivatives of a given system's…
This study introduces the reader to the theory of approximating the solution(s) of a non-linear, second order, ordinary differential equation (ODE) with piecewise polynomial functions by using the collocation method. It then focuses on the…
A general and easy-to-code numerical method based on radial basis functions (RBFs) collocation is proposed for the solution of delay differential equations (DDEs). It relies on the interpolation properties of infinitely smooth RBFs, which…
The paper focuses on the numerical stability and accuracy of implicit time-domain integration (TDI) methods when applied for the solution of a power system model impacted by time delays. Such a model is generally formulated as a set of…
A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…
We introduce a new method to price American options based on Chebyshev interpolation. In each step of a dynamic programming time-stepping we approximate the value function with Chebyshev polynomials. The key advantage of this approach is…
We establish global Schauder estimates for integro-partial differential equations (IPDE) driven by a possibly degenerate L\'evy Ornstein-Uhlenbeck operator, both in the elliptic and parabolic setting, using some suitable anisotropic…
A posteriori error estimators for the symmetric mixed finite element methods for linear elasticity problems of Dirichlet and mixed boundary conditions are proposed. Stability and efficiency of the estimators are proved. Finally, we provide…
The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…
We present the Parareal-CG algorithm for time-dependent differential equations in this work. The algorithm is a parallel in time iteration algorithm utilizes Chebyshev-Gauss spectral collocation method for fine propagator F and backward…
This research deals with the numerical solution of non-linear fractional differential equations with delay using the method of steps and shifted Legendre (Chebyshev) collocation method. This article aims to present a new formula for the…
We have already dealt with the problem of solving First Order Differential Equations (1ODEs) presenting elementary functions before in [1, 2]. In this present paper, we have established solid theoretical basis through a relation between the…
We consider multicriteria problems of evaluating absolute ratings (scores, priorities, weights) of given alternatives for making decisions, which are compared in pairs under several criteria. Given matrices of pairwise comparisons of…
We introduce and explain key relations between a posteriori error estimates and subspace correction methods viewed as preconditioners for problems in infinite dimensional Hilbert spaces. We set the stage using the Finite Element Exterior…
We study a class of linear ordinary differential equations (ODE)s with distributional coefficients. These equations are defined using an {\it intrinsic} multiplicative product of Schwartz distributions which is an extension of the…
We consider delay differential equations with a polynomially distributed delay. We derive an equivalent system of delay differential equations, which includes just two discrete delays. The stability of the equivalent system and its…
Integration operational matrix methods based on Zernike polynomials are used to determine approximate solutions of a class of non-homogeneous partial differential equations (PDEs) of first and second order. Due to the nature of the Zernike…