相关论文: Solving FDE-IVPs by using Fractional HBVMs: some e…

In this research, a new numerical method is proposed for solving fractional Bratu type boundary value problems. Fractional derivatives are taken in Caputo sense. This method is predicated on iterative approach of reproducing kernel Hilbert…

In this paper we consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) via the solution of backward stochastic differential equations(BSDE in short) with jumps where L\'evy's measure is not…

Black box variational inference allows researchers to easily prototype and evaluate an array of models. Recent advances allow such algorithms to scale to high dimensions. However, a central question remains: How to specify an expressive…

We give a new method for numerically solving Abel integral equations of first kind. An estimation for the error is obtained. The method is based on approximations of fractional integrals and Caputo derivatives. Using trapezoidal rule and…

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

The proposed method introduces a parameter determination approach based on the minimum Fractal box dimension (FBD) of Variational Mode Decomposition (VMD) components, aiming to address the issue of manual determination of VMD decomposition…

Several novel imaging and non-destructive testing technologies are based on reconstructing the spatially dependent coefficient in an elliptic partial differential equation from measurements of its solution(s). In practical applications, the…

In this paper we construct high order numerical methods for solving third and fourth orders nonlinear functional differential equations (FDE). They are based on the discretization of iterative methods on continuous level with the use of the…

In this paper, both semidiscrete and completely discrete finite volume element methods (FVEMs) are analyzed for approximating solutions of a class of linear hyperbolic integro- differential equations in a two-dimensional convex polygonal…

These are the notes for a series of Numerical Study group meetings, held in Lorentz institute in the fall of 2017. The aim of the notes is to provide a non-specialist with the minimal knowledge in numerical methods used in BVP for PDEs,…

Uncertain fractional differential equation (UFDE) is a kind of differential equation about uncertain process. As an significant mathematical tool to describe the evolution process of dynamic system, UFDE is better than the ordinary…

We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and…

This paper presents a novel approach to rigorously solving initial value problems for semilinear parabolic partial differential equations (PDEs) using fully spectral Fourier-Chebyshev expansions. By reformulating the PDE as a system of…

The goal of this thesis is to provide efficient and provably convergent numerical methods for solving partial differential equations (PDEs) coming from impulse control problems motivated by finance. Impulses, which are controlled jumps in a…

In this work we propose a novel approach to investigate boundary value problems (BVPs) for fully third order differential equations. It is based on the reduction of BVPs to operator equations for the nonlinear terms but not for the…

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

In this paper, we propose a numerical method of computing Hadamard finite-part integrals with an integral power singularity at the endpoint on a half infinite interval, that is, a finite value assigned to a divergent integral with an…

We present a new tool to compute the number $\phi_\A (\b)$ of integer solutions to the linear system $$ \x \geq 0 \qquad \A \x = \b $$ where the coefficients of $\A$ and $\b$ are integral. $\phi_\A (\b)$ is often described as a \emph{vector…

A hybrid analytical method for solving linear and nonlinear fractional partial differential equations is presented. The proposed analytical method is an elegant combination of the Natural Transform Method (NTM) and a well-known method,…

We propose a prototypical Split Inverse Problem (SIP) and a new variational problem, called the Split Variational Inequality Problem (SVIP), which is a SIP. It entails finding a solution of one inverse problem (e.g., a Variational…