Related papers: Solving highly-oscillatory NLS with SAM: numerical…
We propose and analyze a heterogenous multiscale method for the efficient integration of constant-delay differential equations subject to fast periodic forcing. The stroboscopic averaging method (SAM) suggested here may provide…
Autoresonance is a phenomenon of physical interest that may take place when a nonlinear oscillator is forced at a frequency that varies slowly. The stroboscopic averaging method (SAM), which provides an efficient numerical technique for the…
This paper focuses on the construction and analysis of explicit numerical methods of high dimensional stochastic nonlinear Schrodinger equations (SNLSEs). We first prove that the classical explicit numerical methods are unstable and suffer…
In this paper, we propose and analyze an adaptive time-stepping fully discrete scheme which possesses the optimal strong convergence order for the stochastic nonlinear Schr\"odinger equation with multiplicative noise. Based on the splitting…
We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…
Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…
We consider the problem of numerically solving the Schr\"odinger equation with a potential that is quasi periodic in space and time. We introduce a numerical scheme based on a newly developed multi-time scale and averaging technique. We…
This work is devoted to the numerical simulation of nonlinear Schr\"odinger and Klein-Gordon equations. We present a general strategy to construct numerical schemes which are uniformly accurate with respect to the oscillation frequency.…
Many numerical methods for multiscale differential equations require a scale separation between the larger and the smaller scales to achieve accuracy and computational efficiency. In the area of multiscale dynamical systems, so-called,…
In this note we use the normal forms of the completely resonant non--linear Schr\"odinger equation on a torus (NLS) derived in previous work in order to produce, under a KAM algorithm, large families of stable and unstable quasi periodic…
The Numerical Assembly Technique is extended to investigate arbitrary planar frame structures with the focus on the computation of natural frequencies. This allows us to obtain highly accurate results without resorting to spatial…
We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…
We present several methods, which utilize symplectic integration techniques based on two and three part operator splitting, for numerically solving the equations of motion of the disordered, discrete nonlinear Schr\"odinger (DDNLS)…
The method of harmonic balance (HB) is a spectrally accurate method used to obtain periodic steady state solutions to dynamical systems subjected to periodic perturbations. We adapt HB to solve for the stress response of the Giesekus model…
This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…
Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…
Numerical discretizations of the Generalized Porous Medium Equation (GPME) with discontinuous coefficients are analyzed with respect to the formation of numerical artifacts. In addition to the degeneracy and self-sharpening of the GPME with…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…
In this paper, an analytic approximation method for highly nonlinear equations, namely the homotopy analysis method (HAM), is employed to solve some backward stochastic differential equations (BSDEs) and forward-backward stochastic…