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Quasi-periodic solutions with multiple base frequencies exhibit the feature of $2\pi$-periodicity with respect to each of the hyper-time variables. However, it remains a challenge work, due to the lack of effective solution methods, to…
Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…
In this paper we deal with a first order evolution inclusion involving a multivalued term generated by a Clarke subdifferential of a locally Lipschitz potential. For this problem we construct a double step time-semidiscrete approximation,…
In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…
Many interfacial phenomena in physical and biological systems are dominated by high order geometric quantities such as curvature. Here a semi-implicit method is combined with a level set jet scheme to handle stiff nonlinear advection…
In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…
This article deals with multiobjective composite optimization problems that consist of simultaneously minimizing several objective functions, each of which is composed of a combination of smooth and non-smooth functions. To tackle these…
An adaptation of the WKB method in the deformation quantization formalism is presented with the aim to obtain an approximate technique of solving the eigenvalue problem for energy in the phase space quantum approach. A relationship between…
We prove convergence of the spectral element method for piecewise polynomial collocation applied to periodic boundary value problems for functional differential equations. In particular, we prove that the numerical collocation solution…
The aim of this paper is to study the weak convergence analysis of sequence of iterates generated by a three-operator splitting method of Davis and Yin incorporated with two-step inertial extrapolation for solving monotone inclusion problem…
In this paper, we present a fractional spectral collocation method for solving a class of weakly singular Volterra integro-differential equations (VDIEs) with proportional delays and cordial operators. Assuming the underlying solutions are…
We propose a one-step procedure to estimate the latent positions in random dot product graphs efficiently. Unlike the classical spectral-based methods such as the adjacency and Laplacian spectral embedding, the proposed one-step procedure…
Inspired on the continued-fraction technique to solve the classical Fokker--Planck equation, we develop continued-fraction methods to solve quantum master equations in phase space (Wigner representation of the density matrix). The approach…
We propose a multi-step Richardson-Romberg extrapolation method for the computation of expectations $E f(X_{_T})$ of a diffusion $(X_t)_{t\in [0,T]}$ when the weak time discretization error induced by the Euler scheme admits an expansion at…
A method for solving an inverse spectral problem for the one-dimensional Dirac equation is developed. The method is based on the Gelfand-Levitan equation and the Fourier-Legendre series expansion of the transmutation kernel. A linear…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…
In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…
Computing many eigenpairs of the Schr{\"o}dinger operator presents a computational bottleneck in large-scale quantum simulations due to the global communication overhead of explicit orthogonalization. To address this issue, we propose a…
This paper presents the first parallel implementation of the novel "Interpolated Factored Green Function" (IFGF) method introduced recently for the accelerated evaluation of discrete integral operators arising in wave scattering and other…