Related papers: Error analysis of splitting methods for the time d…
Many problems in science and engineering require an efficient numerical approximation of integrals or solutions to differential equations. For systems with rapidly changing dynamics, an equidistant discretization is often inadvisable as it…
This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…
We present a generalization of the often-used Crank-Nicolson (CN) method of obtaining numerical solutions of the time-dependent Schr\"odinger equation. The generalization yields numerical solutions accurate to order $(\Delta x)^{2r-1}$ in…
This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. The proposed procedure has several features which distinguishes it from the other procedures for the problem. First of all a sliding…
We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…
The explicit split-operator algorithm has been extensively used for solving not only linear but also nonlinear time-dependent Schr\"{o}dinger equations. When applied to the nonlinear Gross-Pitaevskii equation, the method remains…
An operator-splitting finite element scheme for the time-dependent, high-dimensional radiative transfer equation is presented in this paper. The streamline upwind Petrov-Galerkin finite element method and discontinuous Galerkin finite…
We describe a parallel algorithm for solving the time-independent 3d Schrodinger equation using the finite difference time domain (FDTD) method. We introduce an optimized parallelization scheme that reduces communication overhead between…
In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow can not be computed exactly. Instead, we use a numerical…
This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…
We present an energy-preserving mechanic formulation for dynamic quasi-brittle fracture in an Eulerian-Lagrangian formulation, where a second-order phase-field equation controls the damage evolution. The numerical formulation adapts in…
We design and study splitting integrators for the temporal discretization of the stochastic FitzHugh--Nagumo system. This system is a model for signal propagation in nerve cells where the voltage variable is solution of a one-dimensional…
We propose an algorithmic procedure i) to study the ``distance'' between an integrable PDE and any discretization of it, in the small lattice spacing epsilon regime, and, at the same time, ii) to test the (asymptotic) integrability…
The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly…
In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…
In the present work we consider a time-dependent Schr\"odinger equation for systems invariant under the reparametrization of time. We develop the two-stage procedure of construction such systems from a given initial ones, which is not…
Coupled nonlinear Schr\"odinger equations model various physical phenomena, such as wave propagation in nonlinear optics, multi-component Bose-Einstein condensates, and shallow water waves. Despite their extensive applications, analytical…
Three schemes, whose expressions are not too complex, are selected for the numerical integration of a system of stochastic differential equations in the Stratonovich interpretation: the integration methods of Heun, Milstein, and…
In this paper, we establish error estimates for a fully discrete, filtered Lie splitting scheme applied directly to the Zakharov system -- a model whose solutions may exhibit extremely low regularity in arbitrary dimensions. Remarkably, we…
In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…