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In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a…
In this paper, a modified nonlinear Schr\"{o}dinger equation with spatio-temporal dispersion is formulated in the senses of Caputo fractional derivative and conformable derivative. A new generalized double Laplace transform coupled with…
An error analysis of trigonometric integrators (or exponential integrators) applied to spatial semi-discretizations of semilinear wave equations with periodic boundary conditions in one space dimension is given. In particular, optimal…
In several cases of nonlinear dispersive PDEs, the difference between the nonlinear and linear evolutions with the same initial data, i.e. the integral term in Duhamel's formula, exhibits improved regularity. This property is usually called…
We introduce two multiscale numerical schemes for the time integration of weakly nonlinear Schr\"odinger equations, built upon the discretization of Picard iterates of the solution. These high-order schemes are designed to achieve high…
We derive an exact propagation scheme for nonlinear Schroedinger equations. This scheme is entirely analogous to the propagation of linear Schroedinger equations. We accomplish this by defining a special operator whose algebraic properties…
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…
We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…
We study a quite general class of stochastic dispersive equations with linear multiplicative noise, including especially the Schr\"odinger and Airy equations. The pathwise Strichartz and local smoothing estimates are derived here in both…
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…
In this paper we present a perturbative procedure that allows one to numerically solve diffusive non-Markovian Stochastic Schr\"odinger equations, for a wide range of memory functions. To illustrate this procedure numerical results are…
This paper is concerned with the inverse problem to recover a compactly supported Schr{\"o}dinger potential given the differential scattering cross section, i.e. the modulus, but not the phase of the scattering amplitude. To compensate for…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…
We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…
In this article, we study a $d$-dimensional stochastic quadratic nonlinear Schr\"{o}dinger equation (SNLS), driven by a fractional derivative (of order $-\alpha<0$) of a space-time white noise: $$\left\{ \begin{array}{l}i\partial_t u-\Delta…
We implement the Numerical Unified Transform Method to solve the Nonlinear Schr\"odinger equation on the half-line. For so-called linearizable boundary conditions, the method solves the half-line problems with comparable complexity as the…
In this paper, we study the Schr\"odinger equation with a Gaussian random potential (SE-GP) and develop an efficient numerical method to approximate the expectation of physical observables. The unboundedness of Gaussian random variables…
This paper studies highly oscillatory solutions to a class of systems of semilinear hyperbolic equations with a small parameter, in a setting that includes Klein--Gordon equations and the Maxwell--Lorentz system. The interest here is in…
This article presents and analyses an exponential integrator for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optical fibers. We first prove that the strong order of the…
Generating samples from complex and high-dimensional distributions is ubiquitous in various scientific fields of statistical physics, Bayesian inference, scientific computing and machine learning. Very recently, Huang et al. (IEEE Trans.…