We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the other to gradient matching. All methods have greater accuracy than previously suggested Gaussian Process approaches. We also suggest a general approach that can...

The work in this thesis concerns the split of Einstein field equations (EFE’s) with respect to nowhere-null hypersurfaces, the GR Cauchy and Initial Value problems (CP and IVP), the Canonical formulation of GR and its interpretation, and the Foundations of Relativity. I address Wheeler’s question about the why of the form of the GR Hamiltonian constraint “from plausible first principles”. I con...

This paper addresses the dynamic behaviour of a chemical oscillator arising from the series coupling of two Brusselators. Of particular interest is the study of the associated Hopf bifurcation and double-Hopf bifurcations. The motion of the oscillator may either be periodic (bifurcating from a Hopf-type critical point), or quasi-periodic (bifurcating from a compound critical point). Furthermore...

in this paper, we investigate the total variation diminishing property for a class of 2-stage explicit rung-kutta methods of order two (rk2) when applied to the numerical solution of special nonlinear initial value problems (ivps) for (odes). schemes preserving the essential physical property of diminishing total variation are of great importance in practice. such schemes are free of spurious o...

In this work, we discuss a family of parallel implicit time integrators for multi-core and potentially multinode or multi-gpgpu systems. The method is an extension of Revisionist Integral Deferred Correction (RIDC) by Christlieb, Macdonald and Ong (SISC-2010) which constructed parallel explicit time integrators. The key idea is to re-write the defect correction framework so that, after initial ...

The so called peer methods for the numerical solution of Initial Value Problems (IVP) in ordinary differential systems were introduced by R. Weiner et al [6, 7, 11, 12, 13] for solving different types of problems either in sequential or parallel computers. In this work, we study exponentially fitted three-stage peer schemes that are able to fit functional spaces with dimension six. Finally, som...

A system of nonlinear asset flow differential equations (AFDE) gives rise to an inverse problem involving optimization of parameters that characterize an investor population. The optimization procedure is used in conjunction with daily market prices and net asset values to determine the parameters for which the AFDE yield the best fit for the previous n days. Using these optimal parameters the ...