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The frozen Gaussian approximation provides a highly efficient computational method for high frequency wave propagation. The derivation of the method is based on asymptotic analysis. In this paper, for general linear strictly hyperbolic…

Numerical Analysis · Mathematics 2010-12-23 Jianfeng Lu , Xu Yang

We propose the frozen Gaussian approximation for computation of high frequency wave propagation. This method approximates the solution to the wave equation by an integral representation. It provides a highly efficient computational tool…

Numerical Analysis · Mathematics 2011-03-16 Jianfeng Lu , Xu Yang

Propagation of high-frequency wave in periodic media is a challenging problem due to the existence of multiscale characterized by short wavelength, small lattice constant and large physical domain size. Conventional computational methods…

Numerical Analysis · Mathematics 2016-06-07 Ricardo Delgadillo , Jianfeng Lu , Xu Yang

The frozen Gaussian approximation (FGA) is an effective tool for modeling high frequency wave propagation. In previous works, the convergence of the FGA has established for strict hyperbolic systems. In this work, we derive the frozen…

Mathematical Physics · Physics 2019-11-04 James Hateley , Xu Yang

We develop a gauge-invariant frozen Gaussian approximation (GIFGA) method for the linear Schr\"odinger equation (LSE) with periodic potentials in the semiclassical regime. The method generalizes the Herman-Kluk propagator for LSE to the…

Numerical Analysis · Mathematics 2016-06-07 Ricardo Delgadillo , Jianfeng Lu , Xu Yang

We numerically compare the semiclassical ``frozen Gaussian'' Herman-Kluk propagator [Chem. Phys. 91, 27 (1984)] and the ``thawed Gaussian'' propagator put forward recently by Baranger et al. [J. Phys. A 34, 7227 (2001)] by studying the…

Quantum Physics · Physics 2009-11-10 C. Harabati , J. M. Rost , F. Grossmann

The purpose of this work is to generalize the frozen Gaussian approximation (FGA) theory to solve the 3-D elastic wave equation and use it as the forward modeling tool for seismic tomography with high-frequency data. FGA has been previously…

Geophysics · Physics 2018-12-05 James C. Hateley , Lihui Chai , Ping Tong , Xu Yang

In this article, we introduce the frozen Gaussian sampling (FGS) algorithm to solve the scalar wave equation in the high-frequency regime. The FGS algorithm is a Monte Carlo sampling strategy based on the frozen Gaussian approximation,…

Numerical Analysis · Mathematics 2023-09-06 Lihui Chai , Ye Feng , Zhennan Zhou

We adopt the frozen Gaussian approximation (FGA) for modeling seismic waves. The method belongs to the category of ray-based beam methods. It decomposes seismic wavefield into a set of Gaussian functions and propagates these Gaussian…

Geophysics · Physics 2013-04-15 Xu Yang , Jianfeng Lu , Sergey Fomel

We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…

Statistical Mechanics · Physics 2016-10-05 Abhijit Ghosh , Joseph Samuel , Supurna Sinha

Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…

Numerical Analysis · Mathematics 2018-09-26 Louisa Schlachter , Florian Schneider

The Bayesian smoothing equations are generally intractable for systems described by nonlinear stochastic differential equations and discrete-time measurements. Gaussian approximations are a computationally efficient way to approximate the…

Dynamical Systems · Mathematics 2016-04-05 Juha Ala-Luhtala , Simo Särkkä , Robert Piché

In this paper, we study both convergence and bounded variation properties of a new fully discrete conservative Lagrangian--Eulerian scheme to the entropy solution in the sense of Kruzhkov (scalar case) by using a weak asymptotic analysis.…

Numerical Analysis · Mathematics 2022-02-03 Eduardo Abreu , Arthur Espírito Santo , Wanderson Lambert , John Pérez

We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance. Time correlations can also be…

Probability · Mathematics 2016-05-20 Daniel Sanz-Alonso , Andrew M. Stuart

Simulating Markovian open quantum systems in the semiclassical regime poses a grand challenge for computational physics, as the highly oscillatory nature of the dynamics imposes prohibitive resolution requirements on traditional grid-based…

Quantum Physics · Physics 2025-12-17 Limin Xu , Zhen Huang , Zhennan Zhou

We recently showed that the Dephasing Representation (DR) provides an efficient tool for computing ultrafast electronic spectra and that further acceleration is possible with cellularization [M. \v{S}ulc and J. Van\'i\v{c}ek, Mol. Phys.…

Chemical Physics · Physics 2015-06-16 Miroslav Šulc , Henar Hernández , Todd J. Martínez , Jiří Vaníček

Some recently proposed approximations to follow the non--linear evolution of collisionless matter perturbations in the universe are reviewed. The first one, called frozen--flow approximation, is an Eulerian method within Newtonian theory,…

Astrophysics · Physics 2007-05-23 S. Matarrese , P. Catelan , F. Lucchin , L. Moscardini , O. Pantano , D. Saez

We develop a refined Frozen Gaussian approximation (FGA) for the fractional Schr\"odinger equation in the semi-classical regime, where the solution exhibits rapid oscillations as the scaled Planck constant $\varepsilon$ becomes small. Our…

Numerical Analysis · Mathematics 2025-10-21 Lihui Chai , Hengzhun Chen , Xu Yang

Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland

We present the Eulerian Gaussian beam method in anisotropic media. We derive kinematic and dynamic ray tracing equations based on the level set theory and Eulerian theory using the anisotropic eikonal equation. Compared with the traditional…

Computational Physics · Physics 2020-06-23 Xingguo Huang
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