Related papers: Systematic Improvement of Splitting Methods for th…
We explore the applicability of splitting methods involving complex coefficients to solve numerically the time-dependent Schr\"odinger equation. We prove that a particular class of integrators are conjugate to unitary methods for…
We propose a high-order numerical methodology for computing the ground state and time evolution of the two-dimensional Gross-Pitaevskii equation with harmonic trapping potential. The ground state is obtained by combining normalized gradient…
In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
In this article we investigate the numerical solution of a scalar semilinear stochastic delay differential equation (SDDE) where the linear instantaneous feedback and nonlinear delayed feedback terms are perturbed by a pair of standard…
We study the efficiency of algorithms simulating a system evolving with Hamiltonian $H=\sum_{j=1}^m H_j$. We consider high order splitting methods that play a key role in quantum Hamiltonian simulation. We obtain upper bounds on the number…
In this paper, we discuss an extension of the Split Hamiltonian Monte Carlo (Split HMC) method for Gaussian process model (GPM). This method is based on splitting the Hamiltonian in a way that allows much of the movement around the state…
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…
In this paper is described a general 2-nd order accurate (weak sense) procedure for stablizing Monte-Carlo simulations of Ito stochastic differential equations. The splitting procedure includes explicit Runge-Kutta methods, semi-implicit…
We present a method for explicit leapfrog integration of inseparable Hamiltonian systems by means of an extended phase space. A suitably defined new Hamiltonian on the extended phase space leads to equations of motion that can be…
In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…
In this paper, a stochastic Hamiltonian formulation (SHF) is proposed and applied to dissipative particle dynamics (DPD) simulations. As an extension of Hamiltonian dynamics to stochastic dissipative systems, the SHF provides necessary…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
Euler's elastica model has a wide range of applications in Image Processing and Computer Vision. However, the non-convexity, the non-smoothness and the nonlinearity of the associated energy functional make its minimization a challenging…
Trotterization is a technique that allows one to approximate a time evolution of a Hamiltonian by repeatedly evolving the individual terms of the Hamiltonian one-at-a-time for small time durations. Bounds on the error of this approximation…
Calculating cost-effective solutions to particle dynamics in viscous flows is an important problem in many areas of industry and nature. We implement a second-order symmetric splitting method on the governing equations for a rigid…
We propose and analyse a fully-discrete discontinuous Galerkin time-stepping method for parabolic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable on rather general…
A nonconforming linear element method is developed for a three-dimensional generalized tensor-valued Stokes equation associated with the Hessian complex in this paper. A discrete Helmholtz decomposition for the piecewise constant space of…
In this paper, we establish a convergence result for the operator splitting scheme $Z_{\tau}$ introduced by Ignat, with initial data in $H^1$, for the nonlinear Schr\"odinger equation : $$ \partial_t u = i \Delta u + i\lambda |u|^{p}…
We present a coordinate-free approach for constructing approximate first integrals of generalized slow-fast Hamiltonian systems, based on the global averaging method on parameter-dependent phase spaces with $\mathbb{S}^1 -$symmetry.…
In this paper, we consider the task of efficiently computing the numerical solution of evolutionary complex Ginzburg--Landau equations on Cartesian product domains with homogeneous Dirichlet/Neumann or periodic boundary conditions. To this…