Related papers: Stochastic conformal multi-symplectic method for d…

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

We consider the linear Schr\"odinger equation and its discretization by split-step methods where the part corresponding to the Laplace operator is approximated by the midpoint rule. We show that the numerical solution coincides with the…

We have applied a collocation approach to obtain the numerical solution to the stationary Schr\"odinger equation for systems of coupled oscillators. The dependence of the discretized Hamiltonian on scale and angle parameters is exploited to…

We develop a unified approach for construction of symplectic forms for 1D integrable equations with the periodic and rapidly decaying initial data. As an example we consider the cubic nonlinear Schr\"{o}dinger equation.

We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…

A space-time collocation method (STCM) using asymptotically-constant basis functions is proposed and applied to the quantum Hamiltonian constraint for a loop-quantized treatment of the Schwarzschild interior. Canonically, these descriptions…

We use a discrete multiscale analysis to study the asymptotic integrability of differential-difference equations. In particular, we show that multiscale perturbation techniques provide an analytic tool to derive necessary integrability…

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The proposed method is a semi-tamed version of Milstein scheme to…

In this paper, we consider the well-posedness of the weakly damped stochastic nonlinear Schr\"odinger(NLS) equation driven by multiplicative noise. First, we show the global existence of the unique solution for the damped stochastic NLS…

This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…

We use the semi-discrete method, originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics, 89(6), to reproduce qualitative…

We consider the generalized almost periodic homogenization problem for two different types of stochastic conservation laws with oscillatory coefficients and multiplicative noise. In both cases the stochastic perturbations are such that the…

This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal…

In this paper we proceed with the multiscale analysis of semilinear damped stochastic wave motions. The analysis is made by combining the well-known sigma convergence method with its stochastic counterpart, associated to some compactness…

In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…

We propose a variational symplectic numerical method for the time integration of dynamical systems issued from the least action principle. We assume a quadratic internal interpolation of the state and we approximate the action in a small…

This paper introduces weighted finite difference methods for numerically solving dispersive evolution equations with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled cubic nonlinear…

In this paper we are interested in the numerical solution of stochastic differential equations with non negative solutions. Our goal is to construct explicit numerical schemes that preserve positivity, even for super linear stochastic…

We study a new method - called Schrodingerisation introduced in [Jin, Liu, Yu, arXiv: 2212.13969] - for solving general linear partial differential equations with quantum simulation. This method converts linear partial differential…