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An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , J. M. Sanz-Serna

We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…

Numerical Analysis · Mathematics 2021-12-13 Per Ljung , Roland Maier , Axel Målqvist

We propose a third-order numerical integrator based on the Neumann series and the Filon quadrature, designed mainly for highly oscillatory partial differential equations. The method can be applied to equations that exhibit small or moderate…

Numerical Analysis · Mathematics 2024-06-21 Rafał Perczyński , Grzegorz Madejski

We establish optimal error bounds on an exponential wave integrator (EWI) for the space fractional nonlinear Schr\"{o}dinger equation (SFNLSE) with low regularity potential and/or nonlinearity. For the semi-discretization in time, under the…

Numerical Analysis · Mathematics 2025-01-22 Junqing Jia , Xiaoyun Jiang

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

Numerical Analysis · Mathematics 2014-02-24 Terry Haut , Beth Wingate

We establish the uniform error bound of an exponential wave integrator Fourier pseudospectral (EWI-FP) method for the long-time dynamics of the nonlinear Schr\"odinger equation with wave operator (NLSW), in which the strength of the…

Numerical Analysis · Mathematics 2023-04-04 Yue Feng , Yichen Guo , Yongjun Yuan

A typical procedure to integrate numerically the time dependent Schr\"o\-din\-ger equation involves two stages. In the first one carries out a space discretization of the continuous problem. This results in the linear system of differential…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , Ander Murua

Multiderivative time integrators have a long history of development for ordinary differential equations, and yet to date, only a small subset of these methods have been explored as a tool for solving partial differential equations (PDEs).…

Numerical Analysis · Mathematics 2013-10-01 David C. Seal , Yaman Güçlü , Andrew J. Christlieb

The numerical simulation of three-dimensional charged-particle dynamics (CPD) under strong magnetic field is a basic and challenging algorithmic task in plasma physics. In this paper, we introduce a new methodology to design two-scale…

Numerical Analysis · Mathematics 2024-09-20 Bin Wang , Zhen Miao , Yaolin Jiang

In the framework of a Particle-In-Cell scheme for some 1D Vlasov-Poisson system depending on a small parameter, we propose a time-stepping method which is numerically uniformly accurate when the parameter goes to zero. Based on an…

Numerical Analysis · Mathematics 2013-06-14 Emmanuel Frenod , Sever Adrian Hirstoaga , Eric Sonnendrücker

Despite recent progress in nonlinear optics in wavelength-scale resonators, there are still open questions on the possibility of parametric oscillation in such resonators. We present a general approach to predict the behavior and estimate…

Optics · Physics 2021-02-22 Saman Jahani , Arkadev Roy , Alireza Marandi

In this paper, the use of partitioned linear multistep methods (PLMM) as time integrators for the numerical approximation of some partial differential equations (pdes) is studied. We consider the periodic initial-value problem of two…

Numerical Analysis · Mathematics 2025-11-06 Begoña Cano , Angel Durán , Melquíades Rodríguez

We propose an exponential wave integrator sine pseudospectral (EWI-SP) method for the nonlinear Schr\"{o}dinger equation (NLS) with wave operator (NLSW), and carry out rigorous error analysis. The NLSW is NLS perturbed by the wave operator…

Numerical Analysis · Mathematics 2014-10-07 Weizhu Bao , Yongyong Cai

We develop two classes of composite moment-free numerical quadratures for computing highly oscillatory integrals having integrable singularities and stationary points. The first class of the quadrature rules has a polynomial order of…

Numerical Analysis · Mathematics 2015-07-03 Yunyun Ma , Yuesheng Xu

We establish the improved uniform error bounds on a Lawson-type exponential integrator Fourier pseudospectral (LEI-FP) method for the long-time dynamics of sine-Gordon equation where the amplitude of the initial data is $O(\varepsilon)$…

Numerical Analysis · Mathematics 2022-11-18 Yue Feng , Katharina Schratz

A new parallel-in-time iterative method is proposed for solving the homogeneous second-order wave equation. The new method involves a coarse scale propagator, allowing for larger time steps, and a fine scale propagator which fully resolves…

Numerical Analysis · Mathematics 2020-01-29 Hieu Nguyen , Richard Tsai

This paper presents a fast high-order method for the solution of two-dimensional problems of scattering by penetrable inhomogeneous media, with application to high-frequency configurations containing (possibly) discontinuous refractivities.…

Numerical Analysis · Mathematics 2023-07-31 Oscar P. Bruno , Ambuj Pandey

Highly oscillatory differential equations, commonly encountered in multi-scale problems, are often too complex to solve analytically. However, several numerical methods have been developed to approximate their solutions. Although these…

Numerical Analysis · Mathematics 2026-01-21 Maxime Bouchereau

Linear time invariant (LTI) systems are widely used for modeling system dynamics in science and engineering problems. Harmonic oscillation of LTI systems are widely used for modeling and analyses of periodic physical phenomenon. This study…

Discrete Mathematics · Computer Science 2014-03-17 B. Baykant Alagoz