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We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is…

Numerical Analysis · Mathematics 2013-12-06 Anne Bouillard , Erwan Faou , Maxime Zavidovique

A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…

Numerical Analysis · Mathematics 2021-03-17 Feng Bao , Yanzhao Cao , He Zhang

This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…

Numerical Analysis · Mathematics 2021-08-31 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Wenyuan Li

Stochastic differential equations provide a rich class of flexible generative models, capable of describing a wide range of spatio-temporal processes. A host of recent work looks to learn data-representing SDEs, using neural networks and…

Machine Learning · Statistics 2021-10-12 Scott Cameron , Tyron Cameron , Arnu Pretorius , Stephen Roberts

In this paper, we discuss the different splitting approaches to solve the Gross-Pitaevskii equation numerically. We consider conservative finite-difference schemes and spectral methods for the spatial discretisation. Further, we apply…

Numerical Analysis · Mathematics 2019-02-18 Juergen Geiser , Amirbahador Nasari

Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…

Numerical Analysis · Mathematics 2025-12-01 Boris D. Andrews , Patrick E. Farrell

The high-performance scalable parallel algorithm for rigorous calculation of partition function of lattice systems with finite number Ising spins was developed. The parallel calculations run by C++ code with using of Message Passing…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-02-21 Alexey A. Peretyatko , Ivan A. Bogatyrev , Vitaliy Yu. Kapitan , Yury V. Kirienko , Konstantin V. Nefedev , Valery I. Belokon

A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…

Numerical Analysis · Mathematics 2015-03-17 Per-Gunnar Martinsson

A new method that accurately describes strongly correlated states and captures dynamical correlation is presented. It is derived as a modification of coupled-cluster theory with single and double excitations (CCSD) through consideration of…

Chemical Physics · Physics 2013-07-15 Daniel Kats , Frederick R. Manby

In this paper, we show that the exponential integrator scheme both in spatial discretization and time discretization for a class of stochastic partial differential equations has a unique stationary distribution whenever the stepsize is…

Probability · Mathematics 2013-03-08 Jianhai Bao , Chenggui Yuan

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

Numerical Analysis · Mathematics 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou

In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs), including additive, diagonal and scalar noise types. The…

Numerical Analysis · Mathematics 2024-03-11 James Foster , Goncalo dos Reis , Calum Strange

Compressed sensing (CS) techniques demand significant storage and computational resources, when recovering high-dimensional sparse signals. Block CS (BCS), a special class of CS, addresses both the storage and complexity issues by…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Aron Bevelander , Kim Batselier , Nitin Jonathan Myers

For problems in astrophysics, planetary science and beyond, numerical simulations are often limited to simulating fewer particles than in the real system. To model collisions, the simulated particles (aka superparticles) need to be inflated…

Earth and Planetary Astrophysics · Physics 2020-06-03 David Nesvorny , Andrew N. Youdin , Raphael Marschall , Derek C. Richardson

In many situations a BCS-type superconductor will develop an imbalance between the populations of the holelike and electronlike spectral branches. This imbalance suppresses the gap. It has been noted by Gal'perin et al. [Sov. Phys. JETP 54,…

Superconductivity · Physics 2008-11-15 A. Nahum , E. Bettelheim

We study the collisionless dynamics of two classes of nonintegrable pairing models. One is a BCS model with separable energy-dependent interactions, the other - a 2D topological superconductor with spin-orbit coupling and a band-splitting…

Quantum Gases · Physics 2019-03-06 Jasen A. Scaramazza , Pietro Smacchia , Emil A. Yuzbashyan

This paper presents an analysis of properties of two hybrid discretization methods for Gaussian derivatives, based on convolutions with either the normalized sampled Gaussian kernel or the integrated Gaussian kernel followed by central…

Numerical Analysis · Mathematics 2025-01-31 Tony Lindeberg

Many applications in computational physics that use numerical integrators based on splitting and composition can benefit from the development of optimized algorithms and from choosing the best ordering of terms. The cost in programming and…

Computational Physics · Physics 2022-03-14 Robert I McLachlan

We present an adaptation of the so-called structural method \cite{CMM23} for Hamiltonian systems, and redesign the method for this specific context, which involves two coupled differential systems. Structural schemes decompose the problem…

Numerical Analysis · Mathematics 2025-01-24 Stéphane Clain , Emmanuel Franck , Victor Michel-Dansac

Symplectic integrators are the tool of choice for many researchers studying dynamical systems because of their good long-term energy conservation properties. For systems with a dominant central mass, symplectic integrators are also highly…

Astrophysics · Physics 2007-05-23 John E. Chambers