The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equations) and statistical physics (equations for generating functionals and effective Fokker-Planck equations). However, no effective numerical method has yet been developed to compute their solution. The purpose of this report is to fill this gap, and provide a new perspective on the problem of numerical approximation of nonlinear functionals and functional differential equations.
Categories: math.NA math-ph math.MP physics.comp-ph physics.flu-dyn