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We carry out the convergence analysis of the Scalar Auxiliary Variable (SAV) method applied to the nonlinear Schr\"odinger equation which preserves a modified Hamiltonian on the discrete level. We derive a weak and strong convergence…

Numerical Analysis · Mathematics 2021-07-07 Alexandre Poulain , Katharina Schratz

We devise an a posteriori error estimator for an affine optimal control problem subject to a semilinear elliptic PDE and control constraints. To approximate the problem, we consider a semidiscrete scheme based on the variational…

Optimization and Control · Mathematics 2025-05-08 Francisco Fuica , Nicolai Jork

We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…

Numerical Analysis · Mathematics 2019-10-29 Sergio Blanes , Fernando Casas , Mechthild Thalhammer

We propose a new approach that allows one to reduce nonlinear equations on Lie groups to equations with a fewer number of independent variables for finding particular solutions of the nonlinear equations. The main idea is to apply the…

Mathematical Physics · Physics 2022-08-17 A. I. Breev , A. V. Shapovalov , D. M. Gitman

We study time integration schemes for $\dot H^1$-solutions to the energy-(sub)critical semilinear wave equation on $\mathbb{R}^3$. We show first-order convergence in $L^2$ for the Lie splitting and convergence order $3/2$ for a corrected…

Numerical Analysis · Mathematics 2026-04-15 Maximilian Ruff , Roland Schnaubelt

We propose a quasi-random operator splitting method for evolution equations driven by multiple mechanisms. The method uses a low-discrepancy sequence to generate the ordering of the subflows, while requiring only one application of each…

Numerical Analysis · Mathematics 2026-03-31 Lei Li , Yunxiao Liu , Chenchen Wan

In general, high order splitting methods suffer from an order reduction phenomena when applied to the time integration of partial differential equations with non-periodic boundary conditions. In the last decade, there were introduced…

Numerical Analysis · Mathematics 2026-04-08 Ramona Häberli

The semiclassical Schr\"odinger equation with time-dependent potentials is an important model to study electron dynamics under external controls in the mean-field picture. In this paper, we propose two multiscale finite element methods to…

Computational Engineering, Finance, and Science · Computer Science 2019-09-17 Jingrun Chen , Sijing Li , Zhiwen Zhang

We consider a version of the stationary phase method in one dimension of A. Erd\'elyi, allowing the phase to have stationary points of non-integer order and the amplitude to have integrable singularities. After having completed the original…

Analysis of PDEs · Mathematics 2015-12-21 F. Ali Mehmeti , F. Dewez

In this paper, we propose and analyze an adaptive time-stepping fully discrete scheme which possesses the optimal strong convergence order for the stochastic nonlinear Schr\"odinger equation with multiplicative noise. Based on the splitting…

Numerical Analysis · Mathematics 2022-12-06 Chuchu Chen , Tonghe Dang , Jialin Hong

We address parameter estimation in second-order stochastic differential equations (SDEs), which are prevalent in physics, biology, and ecology. The second-order SDE is converted to a first-order system by introducing an auxiliary velocity…

Methodology · Statistics 2025-04-17 Predrag Pilipovic , Adeline Samson , Susanne Ditlevsen

We consider the nonlinear Schr{\"o}dinger equation with a defocusing nonlinearity which is mass-(super)critical and energy-subcritical. We prove uniform in time error estimates for the Lie-Trotter time splitting discretization. This…

Analysis of PDEs · Mathematics 2025-07-23 Rémi Carles , Chunmei Su

Using a Fourier spectral method, we provide a detailed numerically investigation of dispersive Schr\"odinger type equations involving a fractional Laplacian. By an appropriate choice of the dispersive exponent, both mass and energy sub- and…

Analysis of PDEs · Mathematics 2015-06-19 C. Klein , C. Sparber , P. Markowich

We study a filtered Lie splitting scheme for the cubic nonlinear Schr\"{o}dinger equation. We establish error estimates at low regularity by using discrete Bourgain spaces. This allows us to handle data in $H^s$ with $0<s<1$ overcoming the…

Numerical Analysis · Mathematics 2020-12-29 Alexander Ostermann , Frédéric Rousset , Katharina Schratz

We study a variant of the Strang splitting for the time integration of the semilinear wave equation under the finite-energy condition on the torus $\mathbb{T}^3$. In the case of a cubic nonlinearity, we show almost second-order convergence…

Numerical Analysis · Mathematics 2026-05-19 Maximilian Ruff

This paper is concerned with the time-step condition of commonly-used linearized semi-implicit schemes for nonlinear parabolic PDEs with Galerkin finite element approximations. In particular, we study the time-dependent nonlinear Joule…

Numerical Analysis · Mathematics 2013-05-06 Buyang Li , Weiwei Sun

We analyze the preservation properties of a family of reversible splitting methods when they are applied to the numerical time integration of linear differential equations defined in the unitary group. The schemes involve complex…

Numerical Analysis · Mathematics 2023-06-01 Joackim Bernier , Sergio Blanes , Fernando Casas , Alejandro Escorihuela-Tomàs

In this paper we consider splitting methods in the presence of non-homogeneous boundary conditions. In particular, we consider the corrections that have been described and analyzed in Einkemmer, Ostermann 2015 and Alonso-Mallo, Cano,…

Numerical Analysis · Mathematics 2018-08-14 Lukas Einkemmer , Alexander Ostermann

Differential Riccati equations (DREs) are semilinear matrix- or operator-valued differential equations with quadratic non-linearities. They arise in many different areas, and are particularly important in optimal control of linear quadratic…

Numerical Analysis · Mathematics 2025-04-28 Eskil Hansen , Tony Stillfjord , Teodor Åberg

We establish error bounds of the Lie-Trotter splitting ($S_1$) and Strang splitting ($S_2$) for the Dirac equation in the nonrelativistic limit regime in the absence of external magnetic potentials, with a small parameter $0<\varepsilon\leq…

Numerical Analysis · Mathematics 2021-10-26 Weizhu Bao , Yongyong Cai , Jia Yin