Related papers: Algorithms for the Nonclassical Method of Symmetry…
In this paper we develop a systematic reduction procedure for determining intermediate integrals of second order hyperbolic equations so that exact solutions of the second order PDEs under interest can be obtained by solving first order…
In this paper, it is shown how a combination of approximate symmetries of a nonlinear wave equation with small dissipations and singularity analysis provides exact analytic solutions. We perform the analysis using the Lie symmetry algebra…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
We present an efficient quantum algorithm to simulate nonlinear differential equations with polynomial vector fields of arbitrary degree on quantum platforms. Models of physical systems that are governed by ordinary differential equations…
Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…
The elliptic 2-Hessian equation is a fully nonlinear partial differential equation (PDE) that is related to intrinsic curvature for three dimensional manifolds. We introduce two numerical methods for this PDE: the first is provably…
Symmetry group methods are applied to obtain all explicit group-invariant radial solutions to a class of semilinear Schrodinger equations in dimensions $n\neq 1$. Both focusing and defocusing cases of a power nonlinearity are considered,…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
We derive and analyze in the framework of the mild-slope approximation a new double-layer Boussinesq-type model which is linearly and nonlinearly accurate up to deep water. Assuming the flow to be irrotational, we formulate the problem in…
In this paper we introduce a working generalization of the theory of Gr\"obner bases for algebras of partial difference polynomials with constant coefficients. One obtains symbolic (formal) computation for systems of linear or non-linear…
In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are…
We are concerned with the problem of decomposing the parameter space of a parametric system of polynomial equations, and possibly some polynomial inequality constraints, with respect to the number of real solutions that the system attains.…
For linear and fully non-linear diffusion equations of Bellman-Isaacs type, we introduce a class of approximation schemes based on differencing and interpolation. As opposed to classical numerical methods, these schemes work for general…
In this paper, we introduce an iterative numerical method to solve systems of nonlinear equations. The third-order convergence of this method is analyzed. Several examples are given to illustrate the efficiency of the proposed method.
This paper belongs to a group of work in the intersection of symbolic computation and group analysis aiming for the symbolic analysis of differential equations. The goal is to extract important properties without finding the explicit…
In this article we study the possibilities of recovering the structure of port-Hamiltonian systems starting from ``unlabelled'' ordinary differential equations describing mechanical systems. The algorithm we suggest solves the problem in…
In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…
The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…
In this paper we give a geometric interpretation of a reduction method based on the so called $\lambda$-variational symmetry (C. Muriel, J.L. Romero and P. Olver 2006 \emph{Variational $C^{\infty}$-symmetries and Euler-Lagrange equations}…
We propose a collocation method based on multivariate polynomial splines over triangulation or tetrahedralization for the numerical solution of partial differential equations. We start with a detailed explanation of the method for the…