Related papers: Efficient boundary corrected Strang splitting
An initial-boundary value problem for the $n$-dimensional ($n\geq 2$) time-dependent Schr\"odinger equation in a semi-infinite (or infinite) parallelepiped is considered. Starting from the Numerov-Crank-Nicolson finite-difference scheme, we…
An efficient method is proposed for numerical solutions of nonlinear Schr\"{o}dinger equations in an unbounded domain. Through approximating the kinetic energy term by a one-way equation and uniting it with the potential energy equation,…
The gradients used to train neural networks are typically computed using backpropagation. While an efficient way to obtain exact gradients, backpropagation is computationally expensive, hinders parallelization, and is biologically…
The incorporation of analytical kernel information is exploited in the construction of Nystr\"om discretization schemes for integral equations modeling planar Helmholtz boundary value problems. Splittings of kernels and matrices, coarse and…
We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…
We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…
We obtain sharp convergence rates, using Dirichlet correctors, for solutions of wave equations in a bounded domain with rapidly oscillating periodic coefficients. The results are used to prove the exact boundary controllability that is…
We analyze the inverse problem to reconstruct the shape of a three dimensional homogeneous dielectric obstacle from the knowledge of noisy far field data. The forward problem is solved by a system of second kind boundary integral equations.…
We compare two different numerical methods to integrate in time spatially delocalized initial densities using the Schr\"odinger-Poisson equation system as the evolution law. The basic equation is a nonlinear Schr\"odinger equation with an…
An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…
A new numerical method for solving a scalar ordinary differential equation with a given initial condition is introduced. The method is using a numerical integration procedure for an equivalent integral equation and is called in this paper…
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…
This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…
The solution of pseudo initial value differential equations, either ordinary or partial (including those of fractional nature), requires the development of adequate analytical methods, complementing those well established in the ordinary…
The averaging method provides a powerful tool for studying evolution in near-integrable systems. Existence of separatrices in the phase space of the underlying integrable system is an obstacle for application of standard results that…
The multiple-Dirichlet-to-Neumann (multiple-DtN) non-reflecting boundary condition is adapted to acoustic scattering from obstacles embedded in the half-plane. The multiple-DtN map is coupled with the method of images as an alternative…
We study the evolution equation $\partial_{t}u=-\Lambda_{t}u$ where $\Lambda_ {t}$ is the Dirichlet-Neumann operator of a decreasing family of Riemannian manifolds with boundary $\Sigma_{t}$. We derive a lower bound for the solution of such…
In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A function that has a prescribed value on the domain in which a differential…
Solutions of the Dirichlet and Robin boundary value problems for the multi-term variable-distributed order diffusion equation are studied. A priori estimates for the corresponding differential and difference problems are obtained by using…