Related papers: A Two-Step High-Order Compact Scheme for the Lapla…
When solving the American options with or without dividends, numerical methods often obtain lower convergence rates if further treatment is not implemented even using high-order schemes. In this article, we present a fast and explicit…
For the solution of the cubic nonlinear Schr\"odinger equation in one space dimension, we propose and analyse a fully discrete low-regularity integrator. The scheme is explicit and can easily be implemented using the fast Fourier transform…
A parareal algorithm based on an exponential $\theta$-scheme is proposed for the stochastic Schr\"odinger equation with weak damping and additive noise. It proceeds as a two-level temporal parallelizable integrator with the exponential…
We focus on the numerical approximation of the Cahn-Hilliard type equations, and present a family of second-order unconditionally energy-stable schemes. By reformulating the equation into an equivalent system employing a scalar auxiliary…
We introduce two multiscale numerical schemes for the time integration of weakly nonlinear Schr\"odinger equations, built upon the discretization of Picard iterates of the solution. These high-order schemes are designed to achieve high…
We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in $n$ spatial dimensions.…
Nonlinear Schwarz methods are a type of nonlinear domain decomposition method used as an alternative to Newton's method for solving discretized nonlinear partial differential equations. In this article, the first parallel implementation of…
A general framework for the development of high-order compact schemes has been proposed recently. The core steps of the schemes are composed of the following. 1). Based on a kinetic model equation, from a generalized initial distribution of…
An energy preserving reduced order model is developed for two dimensional nonlinear Schr\"odinger equation (NLSE) with plane wave solutions and with an external potential. The NLSE is discretized in space by the symmetric interior penalty…
Linearized numerical stability bounds for solving the nonlinear time-dependent Schr\"odinger equation (NLSE) using explicit finite-differencing are shown. The bounds are computed for the fourth-order Runge-Kutta scheme in time and both…
We propose a class of numerical methods for the nonlinear Schr\"odinger (NLS) equation that conserves mass and energy, is of arbitrarily high-order accuracy in space and time, and requires only the solution of a scalar algebraic equation…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
Efficient transport algorithms are essential to the numerical resolution of incompressible fluid flow problems. Semi-Lagrangian methods are widely used in grid based methods to achieve this aim. The accuracy of the interpolation strategy…
We present a multi-scale lattice Boltzmann scheme, which adaptively refines particles' velocity space. Different velocity sets, i.e., higher- and lower-order lattices, are consistently and efficiently coupled, allowing us to use the…
We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchronous versions of the L-shaped method and a trust-region…
This paper presents a novel and straightforward compact reconstruction procedure for the high-order finite volume method on unstructured grids. In this procedure, we constructed a linear approximation relationship between the mean values…
This paper considers spectral-difference methods of a high-order of accuracy for solving the one-way wave equation using the Laguerre integral transform with respect to time as the base. In order to provide a high spatial accuracy and…
This paper addresses the numerical solution of the two-dimensional Navier--Stokes (NS) equations with nonsmooth initial data in the $L^2$ space, which is the critical space for the two-dimensional NS equations to be well-posed. In this…
Sparse coding is a class of unsupervised methods for learning a sparse representation of the input data in the form of a linear combination of a dictionary and a sparse code. This learning framework has led to state-of-the-art results in…
Quasi-2D Coulomb systems are of fundamental importance and have attracted much attention in many areas nowadays. Their reduced symmetry gives rise to interesting collective behaviors, but also brings great challenges for particle-based…