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We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

Numerical Analysis · Mathematics 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

The aim of the paper is to demonstrate the use of the Galerkin method for some kind of Volterra equations, determininistic and stochastic as well. The paper consists of two parts: the theoretical and numerical one. In the first part we…

Probability · Mathematics 2007-05-23 Anna Karczewska , Piotr Rozmej

A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes O(m^2n)…

Numerical Analysis · Mathematics 2012-08-16 Sheehan Olver , Alex Townsend

We propose a quantum algorithm to solve systems of nonlinear differential equations. Using a quantum feature map encoding, we define functions as expectation values of parametrized quantum circuits. We use automatic differentiation to…

Quantum Physics · Physics 2021-05-20 Oleksandr Kyriienko , Annie E. Paine , Vincent E. Elfving

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

We consider solving a probably ill-conditioned linear operator equation, where the operator is not modeled by physical laws but is specified via training pairs (consisting of images and data) of the input-output relation of the operator. We…

Numerical Analysis · Mathematics 2024-08-21 Andrea Aspri , Leon Frischauf , Otmar Scherzer

A new approach for integration of the initial value problem for ordinary differential equations is suggested. The algorithm is based on approximation of the solution by a system of functions that contains orthogonal exponential polynomials.

Numerical Analysis · Mathematics 2011-05-10 Vladimir S. Chelyshkov

An inverse problem in spectroscopy is considered. The objective is to restore the discrete spectrum from observed spectrum data, taking into account the spectrometer's line spread function. The problem is reduced to solution of a system of…

Numerical Analysis · Mathematics 2017-01-23 Valery Sizikov , Denis Sidorov

An algorithm for the numerical solution of a nonlinear integro-differential equation arising in the single-species annihilation reaction $A + A \rightarrow\varnothing$ modeling is discussed. Finite difference method together with the linear…

Numerical Analysis · Mathematics 2016-03-08 J. Buša , M. Hnatič , J. Honkonen , T. Lučivjanský

We describe an algorithm, based on Euler's method, for solving Volterra integro-differential equations. The algorithm approximates the relevant integral by means of the composite Trapezium Rule, using the discrete nodes of the independent…

Numerical Analysis · Mathematics 2024-07-24 J. S. C. Prentice

A M\"untz spectral collocation method is implemented for solving weakly singular Volterra integro-differential equations (VDIEs) with proportional delays. After constructing the numerical scheme to seek an approximate solution, we derive…

Numerical Analysis · Mathematics 2024-10-07 Borui Zhao

An integral equation is a way to encapsulate the relationships between a function and its integrals. We develop a systematic way of describing Volterra integral equations -- specifically an algorithm that reduces any separable Volterra…

Functional Analysis · Mathematics 2023-01-23 Richard Gustavson , Sarah Rosen

We consider the numerical solution of the real time equilibrium Dyson equation, which is used in calculations of the dynamical properties of quantum many-body systems. We show that this equation can be written as a system of coupled,…

Numerical Analysis · Mathematics 2023-08-15 Jason Kaye , Hugo U. R. Strand

Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Yuheng Zhou , Pengcheng Xie , Huiyuan Li

In this work we prove that a family of explicit numerical finite-difference methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In that case the kernel is not of Lipschitz type, therefore the…

Numerical Analysis · Mathematics 2019-02-12 Hanna Okrasińska-Płociniczak , Łukasz Płociniczak

In this paper, we use a numerical method that involves hybrid and block-pulse functions to approximate solutions of systems of a class of Fredholm and Volterra integro-differential equations. The key point is to derive a new approximation…

Numerical Analysis · Mathematics 2022-08-29 Aline Hosry , Roger Nakad , Sachin Bhalekar

In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…

Numerical Analysis · Mathematics 2017-09-20 Santiago Badia , Marc Olm

In this paper we describe a quantum algorithm to solve sparse systems of nonlinear differential equations whose nonlinear terms are polynomials. The algorithm is nondeterministic and its expected resource requirements are polylogarithmic in…

Quantum Physics · Physics 2008-12-24 Sarah K. Leyton , Tobias J. Osborne

This paper provides a numerical approach for solving the linear stochastic Volterra integral equation using Walsh function approximation and the corresponding operational matrix of integration. A convergence analysis and error analysis of…

Numerical Analysis · Mathematics 2024-09-02 Prit Pritam Paikaray , Sanghamitra Beuria , Nigam Chandra Parida

This paper is concerned with the numerical solution for a class of nonlinear weakly singular Volterra integral equation of the first kind. The existence and uniqueness issue of the nonlinear Abel integral equations is studied completely. An…

Numerical Analysis · Mathematics 2020-07-16 Raziyeh Dehbozorgi , Khadijeh Nedaiasl