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Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

量子物理 · 物理学 2009-11-10 Joshua Wilkie

Neural network-based methods for solving differential equations have been gaining traction. They work by improving the differential equation residuals of a neural network on a sample of points in each iteration. However, most of them employ…

机器学习 · 计算机科学 2021-11-24 Kshitij Parwani , Pavlos Protopapas

The aim of this paper is the derivation of structure preserving schemes for the solution of the EPDiff equation, with particular emphasis on the two dimensional case. We develop three different schemes based on the Discrete Variational…

偏微分方程分析 · 数学 2016-04-26 Stig Larsson , Takayasu Matsuo , Klas Modin , Matteo Molteni

A method is presented for calculating the Lie point symmetries of a scalar difference equation on a two-dimensional lattice. The symmetry transformations act on the equations and on the lattice. They take solutions into solutions and can be…

数学物理 · 物理学 2013-07-10 Decio Levi , Sébastien Tremblay , Pavel Winternitz

Algorithms of control of differential equations solutions are under investigation in the article. Idealized and real modifications of the algorithms are distinguished. An equation, which can be the base equation for investigation of the…

数值分析 · 计算机科学 2016-01-05 Yu. V. Troshchiev

We propose a geometric numerical analysis of SDEs admitting Lie symmetries which allows us to individuate a symmetry adapted coordinates system where the given SDE has notable invariant properties. An approximation scheme preserving the…

概率论 · 数学 2020-08-04 Francesco C. De Vecchi , Andrea Romano , Stefania Ugolini

Finite difference schemes that preserve two conservation laws of a given partial differential equation can be found directly by a recently-developed symbolic approach. Until now, this has been used only for equations with quadratic…

数值分析 · 数学 2019-07-31 Gianluca Frasca-Caccia , Peter E. Hydon

We present a fully conservative, skew-symmetric finite difference scheme on transformed grids. The skew-symmetry preserves the kinetic energy by first principles, simultaneously avoiding a central instability mechanism and numerical…

流体动力学 · 物理学 2013-09-02 Julius Reiss , Jörn Sesterhenn

Results about existence and uniqueness of solutions of initial value problem for certain types of partial differential equations are recalled as well as iterative scheme and an error estimate for approximate solutions obtained using this…

数值分析 · 数学 2016-02-23 Josef Rebenda , Zdeněk Šmarda

In this paper implicit and explicit exact difference schemes (EDS) for system $\textbf{x}' = A\textbf{x}$ of three linear differential equations with constant coefficients are constructed. Numerical simulations for stiff problem and for…

数值分析 · 数学 2017-02-03 Quang A Dang , Manh Tuan Hoang

In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose…

数值分析 · 数学 2021-12-14 Akihiro Umeda , Yuta Wakasugi , Shuji Yoshikawa

We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…

数值分析 · 数学 2025-11-05 Benjamin Kwanen Tapley

Symmetry is an important feature of many constraint programs. We show that any problem symmetry acting on a set of symmetry breaking constraints can be used to break symmetry. Different symmetries pick out different solutions in each…

人工智能 · 计算机科学 2010-05-31 George Katsirelos , Toby Walsh

We study the construction of a non-standard finite differences numerical scheme for a general class of two dimensional differential equations including several models in population dynamics using the idea of non-local approximation…

数值分析 · 数学 2014-10-27 Jacky Cresson , Frédéric Pierret

Symmetries play an critical role in finding analytic solutions to nonlinear differential equations. A symmetry is a mapping of the solutions of the differential equation into the solutions and have been studied extensively for over a…

数学物理 · 物理学 2014-10-01 Stanly Steinberg , Rubens de Melo Marinho Junior

For partial differential equations (PDEs) that have $n\geq2$ independent variables and a symmetry algebra of dimension at least $n-1$, an explicit algorithmic method is presented for finding all symmetry-invariant conservation laws that…

数学物理 · 物理学 2024-07-02 Stephen C. Anco , Mariluz Gandarias

Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…

数值分析 · 数学 2019-09-25 B. van 't Hof , M. J. Vuik

Similarity reductions and new exact solutions are obtained for a nonlinear diffusion equation. These are obtained by using the classical symmetry group and reducing the partial differential equation to various ordinary differential…

偏微分方程分析 · 数学 2015-06-26 Maria Luz Gandarias , P. Venero , José Ramírez-Labrador

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

Given a differential equation with infinite-dimensional symmetry pseudo-group it is shown, using an example, that it is generally not possible to construct enough joint invariants to form an invariant numerical scheme of the equation. To…

数值分析 · 数学 2015-02-20 Raphael Rebelo , Francis Valiquette