Related papers: Systematic Improvement of Splitting Methods for th…
The splitting scheme (the Kato-Trotter formula) is applied to stochastic flows with common noise of the type introduced by Th.E.~Harris. The case of possibly coalescing flows with continuous infinitesimal covariance is considered and the…
We propose a method for obtaining the Schmidt decomposition of bipartite systems with continuous variables. It approximates the modes to the prescribed accuracy by well known orthogonal functions. We give some criteria for the control of…
There is a growing interest in the conservation of invariants when numerically solving a system of ordinary differential equations. Methods that exactly preserve these quantities in time are known as geometric integrators. In this paper we…
Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…
In this paper, we describe a numerical continuation method that enables harmonic analysis of nonlinear periodic oscillators. This method is formulated as a boundary value problem that can be readily implemented by resorting to a standard…
We present improved convergence results for the Boosting Algorithm (BA), and demonstrate that an existing formulation of the Heterogeneous Multiscale Methods (HMM) is accurate to first order only in the macro time step, regardless of the…
A new non-perturbative approach is proposed to solve time-independent Schr\"{o}dinger equations in quantum mechanics and chromodynamics (QCD). It is based on the homotopy analysis method (HAM), which was developed by the author for highly…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…
We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…
We consider the numerical approximation of the stochastic complex Ginzburg-Landau equation with additive noise on the one dimensional torus. The complex nature of the equation means that many of the standard approaches developed for…
Operator splitting methods allow to split the operator describing a complex dynamical system into a sequence of simpler subsystems and treat each part independently. In the modeling of dynamical problems, systems of (possibly coupled)…
The dilation method is a practical way to experimentally simulate non-Hermitian, especially $\cal PT$-symmetric quantum systems. However, the time-dependent dilation problem cannot be explicitly solved in general. In this paper, we present…
We consider the relativistic generalization of the harmonic oscillator problem by addressing different questions regarding its classical aspects. We treat the problem using the formalism of Hamiltonian mechanics. A Lie algebraic technique…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
We present a novel reformulation of nonsmooth differential equations with state jumps which enables their easier simulation and use in optimal control problems without the need of using integer variables. The main idea is to introduce an…
We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\theta,p)+U_1(\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability…
We propose a high order numerical decomposition of exponentials of hermitean operators in terms of a product of exponentials of simple terms, following an idea which has been pioneered by M. Suzuki, however implementing it for complex…
The renormalization method based on the Taylor expansion for asymptotic analysis of differential equations is generalized to difference equations. The proposed renormalization method is based on the Newton-Maclaurin expansion. Several basic…
There has been a wave of interest in applying machine learning to study dynamical systems. We present a Hamiltonian neural network that solves the differential equations that govern dynamical systems. This is an equation-driven machine…
The aim of this work is to provide asymptotic estimates for the splitting of separatrices in a perturbed 3-degree-of-freedom Hamiltonian system, associated to a 2-dimensional whiskered torus (invariant hyperbolic torus) whose frequency…