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We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…

Probability · Mathematics 2022-08-30 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

We introduce an explicit, adaptive time-stepping scheme for the simulation of SPDEs with one-sided Lipschitz drift coefficients. Strong convergence rates are proven for the full space-time discretisation with multiplicative trace-class…

Numerical Analysis · Mathematics 2019-08-27 Stuart Campbell , Gabriel Lord

We consider numerical instability that can be observed in simulations of localized solutions of the generalized nonlinear Schr\"odinger equation (NLS) by a split-step method where the linear part of the evolution is solved by a…

Pattern Formation and Solitons · Physics 2014-10-15 Taras I. Lakoba

In $L_2(\mathbb{R}^d;{\mathbb C}^n)$ we consider selfadjoint strongly elliptic second order differential operators ${\mathcal A}_\varepsilon$ with periodic coefficients depending on ${\mathbf x}/\varepsilon$. We study the behavior of the…

Analysis of PDEs · Mathematics 2015-09-01 Tatiana Suslina

Solving Stefan problems via neural networks is inherently challenged by the nonlinear coupling between the solutions and the free boundary, which results in a non-convex optimization problem. To address this, this work proposes an Operator…

Numerical Analysis · Mathematics 2026-01-26 Siyuan Lang , Zhiyue Zhang

We are concerned with a class of nonlinear Schr\"{o}dinger-type equations with a reaction term and a differential operator that involves a variable exponent. By using related variational methods, we establish several existence results.

Analysis of PDEs · Mathematics 2019-09-30 Dušan D. Repovš

We analyze temporal approximation schemes based on overlapping domain decompositions. As such schemes enable computations on parallel and distributed hardware, they are commonly used when integrating large-scale parabolic systems. Our…

Numerical Analysis · Mathematics 2018-03-30 Eskil Hansen , Erik Henningsson

The purpose of this paper is concerned with the approximate solution of split equality problems. We introduce two types of algorithms and a new self-adaptive stepsize without prior knowledge of operator norms. The corresponding strong…

Functional Analysis · Mathematics 2024-09-10 Songxiao Li , Bing Tan , Zheng Zhou

A logarithmic Schr\"odinger equation with time-dependent coupling to the non-linearity is presented as a model of collisional decoherence of the wavefunction of a quantum particle in position-space. The particular mathematical form of the…

Quantum Physics · Physics 2021-10-12 Rory van Geleuken , Andrew V. Martin

On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…

Numerical Analysis · Computer Science 2011-12-07 Petr N. Vabishchevich

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Probability · Mathematics 2015-09-21 Achref Bachouch , Mohamed Anis Ben Lasmar , Anis Matoussi , Mohamed Mnif

We introduce a class of adaptive timestepping strategies for stochastic differential equations with non-Lipschitz drift coefficients. These strategies work by controlling potential unbounded growth in solutions of a numerical scheme due to…

Numerical Analysis · Mathematics 2016-10-14 Cónall Kelly , Gabriel J. Lord

Using a classical technique introduced by Achi E. Brandt for elliptic equations, we study a general class of nonlocal equations obtained as a superposition of classical and fractional operators in different variables. We obtain that the…

Analysis of PDEs · Mathematics 2018-09-28 Alberto Farina , Enrico Valdinoci

The explicit split-operator algorithm has been extensively used for solving not only linear but also nonlinear time-dependent Schr\"{o}dinger equations. When applied to the nonlinear Gross-Pitaevskii equation, the method remains…

Chemical Physics · Physics 2024-09-26 Julien Roulet , Jiří Vaníček

The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer. Anal. (2001)]). Although fruitful results on numerical…

Numerical Analysis · Mathematics 2023-04-03 Jialin Hong , Derui Sheng , Tau Zhou

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

In this article, we construct novel explicit solutions for nonlinear Schr\"odinger systems with spatially inhomogeneous nonlinearity by means of the Lie symmetry method. We focus the attention to solutions with non-trivial phase, which have…

Mathematical Physics · Physics 2020-01-08 J. Belmonte-Beitia , F. Güngör , P. J. Torres

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

Numerical Analysis · Mathematics 2020-08-13 Jan Blechschmidt , Roland Herzog , Max Winkler

Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These…

Statistical Mechanics · Physics 2016-12-05 U. Al Khawaja , M. Al-Refai , Lincoln D. Carr

We prove dispersive estimates for the wave and Schrodinger groups associated to a second-order elliptic self-adjoint operator depending on a semi-classical parameter. Applications are made to non-trapping metric perturbations and to…

Analysis of PDEs · Mathematics 2011-06-30 Fernando Cardoso , Claudio Cuevas , Georgi Vodev
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