Related papers: The high-order Euler method and the spin-orbit mod…
An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…
Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…
We present Cahn-Hilliard and Allen-Cahn numerical integration algorithms that are unconditionally stable and so provide significantly faster accuracy-controlled simulation. Our stability analysis is based on Eyre's theorem and unconditional…
The paper suggests a preconditioning type method for fast solving of elliptic equations with oscillating quasiperiodic coefficients $A_\epsilon$ specified by the small parameter $\epsilon>0$. We use an iteration method generated by an…
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…
A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…
Partial differential equations frequently appear in the natural sciences and related disciplines. Solving them is often challenging, particularly in high dimensions, due to the "curse of dimensionality". In this work, we explore the…
We present a general and scalable framework for the automated discovery of optimal meta-solvers for the solution of time-dependent nonlinear partial differential equations after appropriate discretization. By integrating classical numerical…
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…
For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that…
In this article, a fast algorithm based on time two-mesh (TT-M) finite element (FE) scheme, which aims at solving nonlinear problems quickly, is considered to numerically solve the nonlinear space fractional Allen-Cahn equations with smooth…
Non-Markovian dynamics is ubiquitous in both quantum and classical systems, but the numerical computation of the time-delay dynamics is demanding. In this work, we propose an efficient quantum algorithm for solving linear distributed delay…
This paper sketches a technique for improving the rate of convergence of a general oscillatory sequence, and then applies this series acceleration algorithm to the polylogarithm and the Hurwitz zeta function. As such, it may be taken as an…
A global solution of the Schr\"odinger equation for explicitly time-dependent Hamiltonians is derived by integrating the non-linear differential equation associated with the time-dependent wave operator. A fast iterative solution method is…
This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for…
Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…
The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic…
In this study, we consider a numerical implementation of the nonlinear Rosenbluth-Trubnikov collision operator for particle simulations in plasma physics in the framework of the finite element method (FEM). The relevant particle evolution…