Related papers: An explicit multistep method for the Wigner proble…
We present a stable and convergent method for solving initial value problems based on the use of differentiation matrices obtained by Lagrange interpolation. This implicit multistep-like method is easy-to-use and performs pretty well in the…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…
A practical and efficient scheme for the higher order integration of the Landau-Lifschitz-Gilbert (LLG) equation is presented. The method is based on extrapolation of the two-step explicit midpoint rule and incorporates adaptive time step…
As a phase space language for quantum mechanics, the Wigner function approach bears a close analogy to classical mechanics and has been drawing growing attention, especially in simulating quantum many-body systems. However, deterministic…
An implicit variable-step BDF2 scheme is established for solving the space fractional Cahn-Hilliard equation, involving the fractional Laplacian, derived from a gradient flow in the negative order Sobolev space $H^{-\alpha}$,…
In this paper we consider the numerical solution of fractional differential equations. In particular, we study a step-by-step graded mesh procedure based on an expansion of the vector field using orthonormal Jacobi polynomials. Under mild…
This work addresses a central challenge in the numerical analysis of the cutoff spatially homogeneous Boltzmann equation: the development of rigorously justified, accurate numerical schemes. We present (i) a novel Fourier spectral method…
A new approach for integration of the initial value problem for ordinary differential equations is suggested. The algorithm is based on approximation of the solution by a system of functions that contains orthogonal exponential polynomials.
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),…
The variational inequality problem in finite-dimensional Euclidean space is addressed in this paper, and two inexact variants of the extragradient method are proposed to solve it. Instead of computing exact projections on the constraint…
This paper introduces a new method for constructing approximate solutions to a class of Wiener--Hopf equations. This is particularly useful since exact solutions of this class of Wiener--Hopf equations, at the moment, cannot be obtained.…
Previously, an explicit solution for the time evolution of the Wigner function was presented in terms of auxiliary phase space coordinates which obey simple equations that are analogous with, but not identical to, the classical equations of…
In this article, we propose an efficient time-splitting Fourier pseudospectral method for the Wigner(-Poisson)-Fokker-Planck equations. The method achieves second-order accuracy in time and spectral accuracy in phase space, both of which…
We present a numerical scheme to solve the Wigner equation, based on a lattice discretization of momentum space. The moments of the Wigner function are recovered exactly, up to the desired order given by the number of discrete momenta…
Many Material Point Method implementations favor explicit time integration. However large time steps are often desirable for special reasons - for example, for partitioned coupling with another large-step solver, or for imposing…
We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest…
In this paper we present a novel multiscale splitting approach to solve multiscale Schroedinger equation, which have large different time-scales. The energy potential is based on highly oscillating functions, which are magnitudes faster…
A multi-step extended maximum residual Kaczmarz method is presented for the solution of the large inconsistent linear system of equations by using the multi-step iterations technique. Theoretical analysis proves the proposed method is…
The full-waveform inversion (FWI) addresses the computation and characterization of subsurface model parameters by matching predicted data to observed seismograms in the frame of nonlinear optimization. We formulate FWI as a nonlinearly…
A method for relaxing the CFL-condition, which limits the time step size in explicit methods in computational fluid dynamics, is presented. The method is based on re-formulating explicit methods in matrix form, and considering them as a…