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In the present work, strong approximation errors are analyzed for both the spatial semi-discretization and the spatio-temporal fully discretization of stochastic wave equations (SWEs) with cubic polynomial nonlinearities and additive…

Numerical Analysis · Mathematics 2024-11-08 Ruisheng Qi , Xiaojie Wang

We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

The objective of this work is the introduction and investigation of favourable time integration methods for the Gross--Pitaevskii equation with rotation term. Employing a reformulation in rotating Lagrangian coordinates, the equation takes…

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

In this paper, developing a new approach based on Fourier analysis methods for dispersive PDEs, we establish a low regularity NLS approximation for the one-dimensional cubic Klein-Gordon equation. Our main result includes energy class…

Analysis of PDEs · Mathematics 2022-08-25 Seokchang Hong , Younghun Hong

In this paper, we introduce a novel class of embedded exponential-type low-regularity integrators (ELRIs) for solving the KdV equation and establish their optimal convergence results under rough initial data. The schemes are explicit and…

Numerical Analysis · Mathematics 2020-09-18 Yifei Wu , Xiaofei Zhao

We establish uniform error bounds of a finite difference method for the Klein-Gordon-Zakharov system (KGZ) with a dimensionless parameter $\varepsilon \in (0,1]$, which is inversely proportional to the acoustic speed. In the subsonic limit…

Numerical Analysis · Mathematics 2018-06-20 Weizhu Bao , Chunmei Su

In this paper, we propose a semi-Lagrangian discontinuous Galerkin method coupled with Runge-Kutta exponential integrators (SLDG-RKEI) for nonlinear Vlasov dynamics. The commutator-free Runge-Kutta (RK) exponential integrators (EI) were…

Numerical Analysis · Mathematics 2020-11-25 Xiaofeng Cai , Sebastiano Boscarino , Jing-Mei Qiu

A k-space method for nonlinear wave propagation in absorptive media is presented. The Westervelt equation is first transferred into k-space via Fourier transformation, and is solved by a modified wave-vector time-domain scheme [Mast et al.,…

Mathematical Physics · Physics 2014-01-03 Yun Jing , Greg. T. Clement

Wave Kinetic Equations (WKEs) are often used to describe the evolution of ensemble averaged wave amplitudes for nonlinear wave systems. In the present manuscript we describe a new approach to direct numerical simulation of solutions to…

Numerical Analysis · Mathematics 2025-09-04 J. W. Banks , J. Shatah

A time domain electric field volume integral equation (TD-EFVIE) solver is proposed for analyzing electromagnetic scattering from dielectric objects with Kerr nonlinearity. The nonlinear constitutive relation that relates electric flux and…

Computational Engineering, Finance, and Science · Computer Science 2024-05-22 Sadeed Bin Sayed , Rui Chen , Huseyin Arda Ulku , Hakan Bagci

In this paper, we present new types of exponential integrators for Stochastic Differential Equations (SDEs) that take the advantage of the exact solution of (generalised) geometric Brownian motion. We examine both Euler and Milstein…

Numerical Analysis · Mathematics 2016-09-29 Utku Erdoğan , Gabriel J. Lord

We consider the extended Korteweg-de Vries (eKdV) equation as a model for long moderately nonlinear surface water waves. In the slow time formulation this equation generates fast propagating resonant radiation due to the non-convexity of…

Pattern Formation and Solitons · Physics 2026-02-12 Benjamin Martin , Dmitri Tseluiko , Karima Khusnutdinova

This article deals with the numerical integration in time of nonlinear Schr\"odinger equations. The main application is the numerical simulation of rotating Bose-Einstein condensates. The authors perform a change of unknown so that the…

Analysis of PDEs · Mathematics 2017-01-31 Christophe Besse , Guillaume Dujardin , Ingrid Lacroix-Violet

A class of nonstandard pseudospectral time domain (PSTD) schemes for solving time-dependent hyperbolic and parabolic partial differential equations (PDEs) is introduced. These schemes use the Fourier collocation spectral method to compute…

Computational Physics · Physics 2018-03-23 Bradley E. Treeby , Elliott S. Wise , B. T. Cox

For the solution of the cubic nonlinear Schr\"odinger equation in one space dimension, we propose and analyse a fully discrete low-regularity integrator. The scheme is explicit and can easily be implemented using the fast Fourier transform…

Numerical Analysis · Mathematics 2021-08-24 Alexander Ostermann , Fangyan Yao

Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…

Numerical Analysis · Mathematics 2020-08-10 Xiaojie Wang , Siqing Gan , Jingtian Tang

In this paper, we formulate and analyse a geometric low-regularity integrator for solving the nonlinear Klein-Gordon equation in the $d$-dimensional space with $d=1,2,3$. The integrator is constructed based on the two-step trigonometric…

Numerical Analysis · Mathematics 2025-03-04 Bin Wang , Zhen Miao , Yaolin Jiang

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

Numerical Analysis · Mathematics 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu

We establish uniform error bounds of time-splitting Fourier pseudospectral (TSFP) methods for the nonlinear Klein--Gordon equation (NKGE) with weak power-type nonlinearity and $O(1)$ initial data, while the nonlinearity strength is…

Numerical Analysis · Mathematics 2021-08-17 Weizhu Bao , Yue Feng , Chunmei Su

Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general…

Numerical Analysis · Computer Science 2017-01-26 Mahesh Narayanamurthi , Paul Tranquilli , Adrian Sandu , Mayya Tokman