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We show that, under certain smoothness conditions, a Brownian martingale, when evaluated at a fixed time, can be represented via an exponential formula at a later time. The time-dependent generator of this exponential operator only depends…

Probability · Mathematics 2015-10-27 Sixian Jin , Qidi Peng , Henry Schellhorn

In this manuscript, we propose matrix- and tensor-oriented methods for the numerical solution of the multidimensional evolutionary space-fractional complex Ginzburg--Landau equation. After a suitable spatial semidiscretization, the…

Numerical Analysis · Mathematics 2025-10-27 Marco Caliari , Fabio Cassini

The compact explicit expressions for formal exact operator solutions to Cauchy problem for sufficiently general systems of nonlinear differential equations (ODEs and PDEs) in the form of chronological operator exponents are given. The…

Mathematical Physics · Physics 2009-10-21 Yu. N. Kosovtsov

We consider the semiclassical limit of systems of autonomous PDE's in 1+1 space-time dimensions in a scattering regime. We assume the matrix valued coefficients are analytic in the space variable and we further suppose that the…

Mathematical Physics · Physics 2007-05-23 Magali Marx , Alain Joye

The paper is devoted to the multiple chordal Loewner differential equation with different driving functions on two time intervals. We obtain exact implicit or explicit solutions to the Loewner equations with piecewise constant driving…

Complex Variables · Mathematics 2021-04-15 Dmitri Prokhorov , Andrey Zakharov , Andrey Zherdev

We apply the Linear Delta Expansion (LDE) to the Lindstedt-Poincare (``distorted time'') method to find improved approximate solutions to nonlinear problems. We find that our method works very well for a wide range of parameters in the case…

Mathematical Physics · Physics 2016-09-07 Paolo Amore , Alfredo Aranda

We consider the solution of Matrix Dyson Equation $-M\left(z\right)^{-1} = z + \mathcal{S}\left(M\left(z\right)\right)$, where entries of the linear operator $\mathcal{S}: \mathbb{C}^{N\times N} \rightarrow \mathbb{C}^{N\times N}$ decay…

Probability · Mathematics 2018-12-14 Sofiia Dubova

This article is concerned with the integration of the time-dependent Ginzburg--Landau (TDGL) equations of superconductivity. Four algorithms, ranging from fully explicit to fully implicit, are presented and evaluated for stability,…

Numerical Analysis · Mathematics 2025-10-20 D. O. Gunter , H. G. Kaper , G. K. Leaf

We show that the discrete operator stemming from the time and space discretization of evolutionary partial differential equations can be represented in terms of a single Sylvester matrix equation. A novel solution strategy that combines…

Numerical Analysis · Mathematics 2020-03-18 Davide Palitta

In this work we present the theoretical framework for the solution of the time-dependent Schr\"{o}dinger equation (TDSE) of atomic and molecular systems under strong electromagnetic fields with the configuration space of the electron's…

Atomic Physics · Physics 2009-11-13 L. A. A. Nikolopoulos , J. S. Parker , K. T. Taylor

We propose new methods designed to numerically approximate the solution to the time dependent Schr{\"o}dinger equation, based on two types of ansatz: tensors, and approximation by a linear combination of gaussian wave packets. In both…

Analysis of PDEs · Mathematics 2025-09-17 Mi-Song Dupuy , Virginie Ehrlacher , Clément Guillot

We present a fast direct solver for two dimensional scattering problems, where an incident wave impinges on a penetrable medium with compact support. We represent the scattered field using a volume potential whose kernel is the outgoing…

Numerical Analysis · Mathematics 2015-05-28 Sivaram Ambikasaran , Carlos Borges , Lise-Marie Imbert-Gerard , Leslie Greengard

The time dependent complex Schr\"odinger equation with cubic nonlinearity is solved by constructing differential quadrature algorithm based on sinc functions. Reduction to a coupled system of real equations enables to approach the space…

Numerical Analysis · Mathematics 2018-04-11 Alper Korkmaz

Feynman propagator is calculated for the time dependent harmonic oscillator by converting the problem into a free particle motion

Quantum Physics · Physics 2007-05-23 H. Ahmedov , I. H. Duru , A. E. Gumrukcuoglu

The longitudinal relaxation time of the magnetization of a system of two exchange coupled spins subjected to a strong magnetic field is calculated exactly by averaging the stochastic Gilbert-Landau-Lifshitz equation for the magnetization,…

Statistical Mechanics · Physics 2009-11-11 S. V. Titov , H. Kachkachi , Yu. P. Kalmykov , W. T. Coffey

In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…

Numerical Analysis · Mathematics 2018-06-01 Dongdong He , Kejia Pan

In this paper a technique is suggested to integrate linear initial boundary value problems with exponential quadrature rules in such a way that the order in time is as high as possible. A thorough error analysis is given for both the…

Numerical Analysis · Mathematics 2017-04-05 Begoña Cano , Marí a Jesús Moreta

A one dimensional XX spin chain of finite length coupled to reservoirs at both ends is solved exactly in terms of a matrix product state ansatz. An explicit representation of matrices of fixed dimension 4 independent of the chain length is…

Statistical Mechanics · Physics 2010-09-30 Marko Znidaric

This article is concerned with the integration of the time-dependent Ginzburg-Landau (TDGL) equations of superconductivity. Four algorithms, ranging from fully explicit to fully implicit, are presented and evaluated for stability, accuracy,…

Numerical Analysis · Mathematics 2025-10-20 D. O. Gunter , H. G. Kaper , G. K. Leaf

We show an explicit formula, with a quite easy deduction, for the exponential matrix $e^{tA}$ of a real square matrix $A$ of order $n\times n$. The elementary method developed requires neither Jordan canonical form, nor eigenvectors, nor…

Classical Analysis and ODEs · Mathematics 2022-02-15 Oswaldo Rio Branco de Oliveira