相关论文: An explicit numerical algorithm to the solution of…
We recently derived a very accurate and fast new algorithm for numerically inverting the Laplace transforms needed to obtain gluon distributions from the proton structure function $F_2^{\gamma p}(x,Q^2)$. We numerically inverted the…
Let $f,g:{\Bbb R}\to{\Bbb R}$ be integrable functions, $f$ nowhere zero, and $\phi (u)=\int du/f(u)$ be invertible. An exact solution to the generalized nonhomogeneous inviscid Burgers' equation $u_t+g(u).u_x=f(u)$ is given, by quadratures.
A quantum algorithm that solves the time-dependent Dirac equation on a digital quantum computer is developed and analyzed. The time evolution is performed by an operator splitting decomposition technique that allows for a mapping of the…
We introduce a novel simulation scheme, iVi (integrated Volterra implicit), for integrated Volterra square-root processes and Volterra Heston models based on the Inverse Gaussian distribution. The scheme is designed to handle $L^1$ kernels…
An extension of the notion of solvable structure for involutive distributions of vector fields is introduced. The new structures are based on a generalization of the concept of symmetry of a distribution of vector fields, inspired in the…
The Volterra series is a powerful tool in modelling a broad range of nonlinear dynamic systems. However, due to its nonparametric nature, the number of parameters in the series increases rapidly with memory length and series order, with the…
A robust and general solver for the radial Schr\"odinger, Dirac, and Kohn--Sham equations is presented. The formulation admits general potentials and meshes: uniform, exponential, or other defined by nodal distribution and derivative…
The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…
This paper presents a comprehensive analysis of the well-known extragradient (EG) method for solving both equations and inclusions. First, we unify and generalize EG for [non]linear equations to a wider class of algorithms, encompassing…
The sufficient conditions for existence and uniqueness of continuous solutions of the Volterra operator equations of the first kind with piecewise continuous kernel are derived. The asymptotic approximation of the parametric family of…
The algebraic study of special integral operators led to the notions of Rota-Baxter operators and shuffle products which have found broad applications. This paper carries out an algebraic study of general integral operators and equations,…
This paper presents the error analysis of numerical methods on graded meshes for stochastic Volterra equations with weakly singular kernels. We first prove a novel regularity estimate for the exact solution via analyzing the associated…
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…
The Fundamental Theorem of Integral Calculus links the integrand and its antiderivative via a simple first order differential equation. A numerical solution of this ode yields the antiderivative and hence the required integral. This…
The paper considers the numerical solution of nonlinear integral equations using the Newton-Kantorovich method with the mpmath library. High-precision quadrature of the kernel K(t, s, u) with respect to the variable s for fixed t increases…
Complementary regularity between the integrand and integrator is a well known condition for the integral $\int_0^T f(r) \, \mathrm{d} g(r)$ to exist in the Riemann-Stieltjes sense. This condition also applies to the multi-dimensional case,…
In this paper, we study the strong convergence of an algorithm to solve the variational inequality problem which extends(Thong et al, Numerical Algorithms. 78, 1045-1060 (2018)). We have reduced and refined some of their algorithm's…
Object orientation provides a flexible framework for the implementation of the convolution of arbitrary distributions of real-valued random variables. We discuss an algorithm which is based on the discrete Fourier transformation (DFT) and…
Many physical problems can be described using the integral equations known as Volterra equations. There exists quite a number of analytical methods that can handle these equations for linear cases. For non-linear cases, a numerical scheme…
We present a full implementation of the parareal algorithm---an integration technique to solve differential equations in parallel---in the Julia programming language for a fully general, first-order, initial-value problem. We provide a…