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This work develops a multiscale solution decomposition (MSD) method for nonlocal-in-time problems to separate a series of known terms with multiscale singularity from the original singular solution such that the remaining unknown part…

Numerical Analysis · Mathematics 2025-09-23 Mengmeng Liu , Jie Ma , Wenlin Qiu , Xiangcheng Zheng

Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…

Numerical Analysis · Mathematics 2026-02-12 Tomás Caraballo , Macarena Gómez-Mármol , Ignacio Roldán

We present strongly stable semi-discrete finite difference approximations to the quarter space problem (x>0, t>0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and…

General Relativity and Quantum Cosmology · Physics 2024-07-11 Gioel Calabrese , Carsten Gundlach

This paper focuses on the construction and analysis of explicit numerical methods of high dimensional stochastic nonlinear Schrodinger equations (SNLSEs). We first prove that the classical explicit numerical methods are unstable and suffer…

Numerical Analysis · Mathematics 2021-12-21 Jianbo Cui

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…

Numerical Analysis · Mathematics 2017-06-28 Xiaorong Kang , Wenqiang Feng , Kelong Cheng , Chunxiang Guo

This paper studies a new class of integration schemes for the numerical solution of semi-explicit differential-algebraic equations of differentiation index 2 in Hessenberg form. Our schemes provide the flexibility to choose different…

Numerical Analysis · Mathematics 2021-04-14 Robert Altmann , Roland Herzog

This work uses a linear relaxation method to develop efficient numerical schemes for the time-fractional Allen-Cahn and Cahn-Hilliard equations. The L1+-CN formula is used to discretize the fractional derivative, and an auxiliary variable…

Numerical Analysis · Mathematics 2025-06-16 Hui Yu , Zhaoyang Wang , Ping Lin

In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order…

Numerical Analysis · Mathematics 2015-06-17 Zhibo Wang , Seakweng Vong

In this paper, we propose an adaptive high-order method for hyperbolic systems of conservation laws. The proposed method is based on a dual formulation approach: Two numerical solutions, corresponding to conservative and nonconservative…

Numerical Analysis · Mathematics 2026-01-29 Alina Chertock , Qingcheng Fu , Alexander Kurganov , Lorenzo Micalizzi

We propose a new globally convergent stochastic second order method. Our starting point is the development of a new Sketched Newton-Raphson (SNR) method for solving large scale nonlinear equations of the form $F(x)=0$ with $F:\mathbb{R}^p…

Numerical Analysis · Mathematics 2022-05-10 Rui Yuan , Alessandro Lazaric , Robert M. Gower

In this overview paper, we show existence of smooth solitary-wave solutions to the nonlinear, dispersive evolution equations of the form \begin{equation*} \partial_t u + \partial_x(\Lambda^s u + u\Lambda^r u^2) = 0, \end{equation*} where…

Analysis of PDEs · Mathematics 2024-06-24 Johanna Ulvedal Marstrander

We introduce a numerical method, based on finite elements and lattice gauge theory, to compute approximate solutions to Schr\"odinger and Pauli equations. The crucial geometric property of the method is discrete gauge invariance. The main…

Numerical Analysis · Mathematics 2015-06-01 Snorre Harald Christiansen , Tore Gunnar Halvorsen

We give stability and consistency results for higher order Gr\"unwald-type formulae used in the approximation of solutions to fractional-in-space partial differential equations. We use a new Carlson-type inequality for periodic Fourier…

Numerical Analysis · Mathematics 2016-02-25 Boris Baeumer , Mihály Kovács , Harish Sankaranarayanan

We develop a high order accurate numerical method for solving the elastic wave equation in second-order form. We hybridize the computationally efficient Cartesian grid formulation of finite differences with geometrically flexible…

Numerical Analysis · Mathematics 2025-02-04 Andreas Granath , Siyang Wang

Evolution of quark-gluon plasma (QGP) near equilibrium can be described by the second-order relativistic viscous hydrodynamic equations. Consistent and analytically verifiable numerical solutions are critical for phenomenological studies of…

High Energy Physics - Phenomenology · Physics 2015-05-06 Long-Gang Pang , Yoshitaka Hatta , Xin-Nian Wang , Bo-Wen Xiao

A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…

Numerical Analysis · Mathematics 2016-07-12 Shuqin Wang , Jinyun Yuan , Weihua Deng , Yujiang Wu

The paper proposes and develops new globally convergent algorithms of the generalized damped Newton type for solving important classes of nonsmooth optimization problems. These algorithms are based on the theory and calculations of…

Optimization and Control · Mathematics 2022-01-20 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

This work is devoted to the numerical simulation of nonlinear Schr\"odinger and Klein-Gordon equations. We present a general strategy to construct numerical schemes which are uniformly accurate with respect to the oscillation frequency.…

Numerical Analysis · Mathematics 2013-08-05 Philippe Chartier , Nicolas Crouseilles , Mohammed Lemou , Florian Méhats

A new integrable discrete system is constructed and studied, based on the algebraization of the difference operator. The model is named the discrete generalized nonlinear Schrodinger (GNLS) equation for which can be reduced to classical…

Exactly Solvable and Integrable Systems · Physics 2015-06-18 Hongmin Li , Yuqi Li , Yong Chen

The Gerlach and Sengupta (GS) formalism of coordinate-invariant, first-order, spherical and nonspherical perturbations around an arbitrary spherical spacetime is generalized to higher orders, focusing on second-order perturbation theory.…

General Relativity and Quantum Cosmology · Physics 2009-11-11 David Brizuela , Jose M. Martin-Garcia , Guillermo A. Mena Marugan