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Multidimensional population balance models (PBMs) describe chemical and biological processes having a distribution over two or more intrinsic properties (such as size and age, or two independent spatial variables). The incorporation of…

计算工程、金融与科学 · 计算机科学 2025-04-29 Pavan Inguva , Richard D. Braatz

In this paper, we introduce a novel category of central compact schemes inspired by existing cell-node and cell-centered compact finite difference schemes, that offer a superior spectral resolution for solving the dispersive wave equation.…

数值分析 · 数学 2024-05-03 Lavanya V Salian , Samala Rathan , Debojyoti Ghosh

In applied mathematics, especially in optimization, functions are often only provided as so called "Black-Boxes" provided by software packages, or very complex algorithms, which make automatic differentation very complicated or even…

数值分析 · 数学 2021-02-05 Stefan H. Reiterer

In this paper we consider a class of boundary value problems for third order nonlinear functional differential equation. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…

数值分析 · 数学 2021-01-26 Dang Quang A , Dang Quang Long

The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…

数值分析 · 数学 2016-07-26 Jiahui Hu , Jungang Wang , Zhanbin Yuan , Zongze Yang , Yufeng Nie

Several machine learning applications involve the optimization of higher-order derivatives (e.g., gradients of gradients) during training, which can be expensive in respect to memory and computation even with automatic differentiation. As a…

机器学习 · 计算机科学 2020-11-26 Tianyu Pang , Kun Xu , Chongxuan Li , Yang Song , Stefano Ermon , Jun Zhu

Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…

最优化与控制 · 数学 2013-12-17 Shakoor Pooseh

Although applications of Bayesian analysis for numerical quadrature problems have been considered before, it's only very recently that statisticians have focused on the connections between statistics and numerical analysis of differential…

统计计算 · 统计学 2017-10-03 Majnu John , Yihren Wu

Predictions of physical phenomena in buildings are carried out by using physical models formulated as a mathematical problem and solved by means of numerical methods, aiming at evaluating, for instance, the building thermal or hygrothermal…

计算工程、金融与科学 · 计算机科学 2020-02-20 Julien Berger , Suelen Gasparin , Denys Dutykh , Nathan Mendes

Future architectures designed to deliver exascale performance motivate the need for novel algorithmic changes in order to fully exploit their capabilities. In this paper, the performance of several numerical algorithms, characterised by…

数据结构与算法 · 计算机科学 2016-10-31 Satya P. Jammy , Christian T. Jacobs , Neil D. Sandham

In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…

数值分析 · 数学 2007-05-23 Mario Annunziato

In the paper titled "New numerical approach for fractional differential equations" by A. Atangana and K.M. Owolabi [Math. Model. Nat. Phenom., 13(1), 2018], it is presented a method for the numerical solution of some fractional differential…

数值分析 · 数学 2019-02-27 Roberto Garrappa

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

数值分析 · 数学 2025-06-10 Roy Y. He , Hao Liu , Wenjing Liao , Sung Ha Kang

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…

数值分析 · 数学 2024-11-05 Dang Quang A , Dang Quang Long

Approximation techniques have been historically important for solving differential equations, both as initial value problems and boundary value problems. The integration of numerical, analytic and perturbation methods and techniques can…

经典分析与常微分方程 · 数学 2025-02-25 J. Nathan Kutz

A unified approach to derive optimal finite differences is presented which combines three critical elements for numerical performance especially for multi-scale physical problems, namely, order of accuracy, spectral resolution and…

计算物理 · 物理学 2019-10-23 Komal Kumari , Raktim Bhattacharya , Diego A. Donzis

Numerical ordinary differential equation (ODE) solvers are indispensable tools in various engineering domains, enabling the simulation and analysis of dynamic systems. In this work, we utilize 5 different numerical ODE solvers namely:…

数值分析 · 数学 2025-07-15 Hamidreza Moradi , Hamideh Hossei

We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing…

计算金融 · 定量金融 2018-08-20 Slobodan Milovanović , Victor Shcherbakov

A heuristic formula for 5-point approximation of the first derivative of an unknown function whose values are measured with an error at unequally spaced points is proposed. The derivative at a given point is calculated using the effective…

数据分析、统计与概率 · 物理学 2022-09-14 Emmanuil Beygelzimer , Yan Beygelzimer