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We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

We develop two novel stochastic variance-reduction methods to approximate solutions of a class of nonmonotone [generalized] equations. Our algorithms leverage a new combination of ideas from the forward-reflected-backward splitting method…

Optimization and Control · Mathematics 2025-05-30 Quoc Tran-Dinh

We propose and implement an algorithm for solving an overdetermined system of partial differential equations in one unknown. Our approach relies on Bour-Mayer method to determine compatibility conditions via Jacobi-Mayer brackets. We solve…

Symbolic Computation · Computer Science 2017-03-07 Célestin Wafo Soh

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

We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the…

Methodology · Statistics 2014-08-19 David Barber

Algorithms for embedding certain types of nilpotent subalgebras in maximal subalgebras of the same type are developed, using methods of real algebraic groups. These algorithms are applied to determine non-conjugate subalgebras of the…

Representation Theory · Mathematics 2017-05-09 Sajid Ali , Hassan Azad , Indranil Biswas , Ryad Ghanam , Tahir Mustafa

We consider a general class of non-linear Bellman equations. These open up a design space of algorithms that have interesting properties, which has two potential advantages. First, we can perhaps better model natural phenomena. For…

Machine Learning · Computer Science 2019-07-09 Hado van Hasselt , John Quan , Matteo Hessel , Zhongwen Xu , Diana Borsa , Andre Barreto

The purpose of this paper is twofold. An immediate practical use of the presented algorithm is its applicability to the parametric solution of underdetermined linear ordinary differential equations (ODEs) with coefficients that are…

Symbolic Computation · Computer Science 2011-08-24 Thomas Wolf

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

Numerical Analysis · Mathematics 2017-12-12 Fabio Botelho

The notion of singular reduction modules, i.e., of singular modules of nonclassical (conditional) symmetry, of differential equations is introduced. It is shown that the derivation of nonclassical symmetries for differential equations can…

Mathematical Physics · Physics 2017-12-05 Vaycheslav M. Boyko , Michael Kunzinger , Roman O. Popovych

A method is presented for calculating solutions to differential equations analytically for a variety of problems in physics. An iteration procedure based on the recently proposed BLUES (Beyond Linear Use of Equation Superposition) function…

Pattern Formation and Solitons · Physics 2020-12-09 Jonas Berx , Joseph O. Indekeu

Classical and nonclassical symmetries of the nonlinear heat equation $$u_t=u_{xx}+f(u),\eqno(1)$$ are considered. The method of differential Gr\"obner bases is used both to find the conditions on $f(u)$ under which symmetries other than the…

solv-int · Physics 2008-02-03 Peter A. Clarkson , Elizabeth L. Mansfield

We consider solutions of the $2\times 2$ matrix Hamiltonian of physical systems within the context of the asymptotic iteration method. Our technique is based on transformation of the associated Hamiltonian in the form of the first order…

Quantum Physics · Physics 2009-11-13 R. Koc , O. Ozer , H. Tutunculer , R. G. Yildirim

We propose a procedure for the numerical approximation of invariance equations arising in the moment matching technique associated with reduced-order modeling of high-dimensional dynamical systems. The Galerkin residual method is employed…

Optimization and Control · Mathematics 2026-03-31 Carlos Doebeli , Alessandro Astolfi , Dante Kalise , Alessio Moreschini , Giordano Scarciotti , Joel Simard

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

In this paper, we suggest a new efficient algorithm in order to compute S-polynomial reduction rapidly in the known algorithm for computing Grobner bases, and compare the complexity with others.

Symbolic Computation · Computer Science 2015-07-14 Yong-Jin Kim , Hyon-Song Paek , Nam-Chol Kim , Chong-Il Byon

A special class of symmetry reductions called nonclassical equivalence transformations is discussed in connection to a class of parameter identification problems represented by partial differential equations. These symmetry reductions…

Analysis of PDEs · Mathematics 2010-01-04 Nicoleta Bila , Jitse Niesen

We study the application of generalized symmetry for reducing nonlinear partial differential equations. We construct the ansatzes for dependent variable $u$ which reduce the scalar partial differential equation with two independent…

Analysis of PDEs · Mathematics 2018-12-31 I. M. Tsyfra , W. Rzeszut , V. A. Vladimirov

The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite 2D channel.…

Mathematical Physics · Physics 2015-12-24 R. Camassa , G. Falqui , G. Ortenzi

In this paper, we give a detailed account of the algorithm outlined in [1] for Feynman integral reduction and $\varepsilon$-factorised differential equations. The algorithm consists of two steps. In the first step, we use a new geometric…