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Short-time Fourier transform (STFT) is the most common window-based approach for analyzing the spectrotemporal dynamics of time series. To mitigate the effects of high variance on the spectral estimates due to finite-length, independent…

Applications · Statistics 2022-01-19 Andrew H. Song , Seong-Eun Kim , Emery N. Brown

An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

Methodology · Statistics 2026-05-11 Yutong Zhang , Xiao Liu

We propose a new solution to the blind source separation problem that factors mixed time-series signals into a sum of spatiotemporal modes, with the constraint that the temporal components are intrinsic mode functions (IMF's). The key…

Numerical Analysis · Mathematics 2018-06-25 Seth M. Hirsh , Bingni W. Brunton , J. Nathan Kutz

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…

Numerical Analysis · Mathematics 2023-02-28 Will Pazner , Nathaniel Trask , Paul J. Atzberger

Traffic forecasting, a crucial application of spatio-temporal graph (STG) learning, has traditionally relied on deterministic models for accurate point estimations. Yet, these models fall short of quantifying future uncertainties. Recently,…

Machine Learning · Computer Science 2024-08-08 Lequan Lin , Dai Shi , Andi Han , Junbin Gao

In this paper, we propose Galerkin-Legendre spectral method with implicit Runge-Kutta method for solving the unsteady two-dimensional Schrodinger equation with nonhomogeneous Dirichlet boundary conditions and initial condition. We apply a…

Numerical Analysis · Mathematics 2018-11-12 Wenjie Liu , Boying Wu

Numerical relativity has traditionally been pursued via finite differencing. Here we explore pseudospectral collocation (PSC) as an alternative to finite differencing, focusing particularly on the solution of the Hamiltonian constraint (an…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Lawrence E. Kidder , Lee Samuel Finn

This paper investigates a Stochastic Partial Differential Equation (SPDE) derived from the Fokker-Planck equation associated with Score-based Generative Models. We modify the standard Fokker-Planck equation to better represent practical…

Analysis of PDEs · Mathematics 2025-09-08 Junsu Seo

Time-spectral solution of ordinary and partial differential equations is often regarded as an inefficient approach. The associated extension of the time domain, as compared to finite difference methods, is believed to result in…

Computational Physics · Physics 2017-04-14 Jan Scheffel , Kristoffer Lindvall

We investigate the evolution of the phase-space distribution function around slightly perturbed stationary states and the process of violent relaxation in the context of the dissipationless collapse of an isolated spherical self-gravitating…

Astrophysics of Galaxies · Physics 2022-03-02 Luca Barbieri , Pierfrancesco Di Cintio , Guido Giachetti , Alicia Simon-Petit , Lapo Casetti

This research focuses on solving time-dependent partial differential equations (PDEs), in particular the time-dependent Schr\"odinger equation, using matrix product states (MPS). We propose an extension of Hermite Distributed Approximating…

Quantum Physics · Physics 2026-03-18 Jorge Gidi , Paula García-Molina , Luca Tagliacozzo , Juan José García-Ripoll

We develop a unified Petrov-Galerkin spectral method for a class of fractional partial differential equations with two-sided derivatives and constant coefficients of the form $ _{0}{\mathcal{D}}_{t}^{2\tau}u^{} + \sum_{i=1}^{d}$ $[c_{l_i}$…

Computational Engineering, Finance, and Science · Computer Science 2019-10-02 M. Samiee , M. Zayernouri. Mark M. Meerschaert

In this article, we determine the wave front sets of solutions to time dependent Schr\"odinger equations with a sub-quadratic potential by using the representation of the Schr\"dingier evolution operator via wave packet transform (short…

Analysis of PDEs · Mathematics 2014-08-11 Keiichi Kato , Shingo Ito

Time domain simulations are crucial for analyzing transient behavior and broadband responses in electromagnetic problems. However, conventional numerical methods such as finite element method in time domain (FEMTD) and finite difference…

Computational Physics · Physics 2025-02-19 Ruth Medeiros , Valentín de la Rubia

In this paper, a symplectic model reduction technique, proper symplectic decomposition (PSD) with symplectic Galerkin projection, is proposed to save the computational cost for the simplification of large-scale Hamiltonian systems while…

Numerical Analysis · Mathematics 2015-03-17 Liqian Peng , Kamran Mohseni

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…

Numerical Analysis · Mathematics 2018-09-18 Muhammad Abbas

We consider the problem of numerically solving the Schr\"odinger equation with a potential that is quasi periodic in space and time. We introduce a numerical scheme based on a newly developed multi-time scale and averaging technique. We…

Chaotic Dynamics · Physics 2016-07-26 Tal Kachman , Shmuel Fishman , Avy Soffer

This paper deals with the problem of efficient sampling from a stochastic differential equation, given the drift function and the diffusion matrix. The proposed approach leverages a recent model for probabilities \cite{rudi2021psd} (the…

Machine Learning · Statistics 2023-05-25 Anant Raj , Umut Şimşekli , Alessandro Rudi

We report a new computational model for simulations of electromagnetic interactions with semiconductor quantum well(s) (SQW) in complex electromagnetic geometries using the finite difference time domain (FDTD) method. The presented model is…

Optics · Physics 2015-03-20 Koustuban Ravi , Qian Wang , Seng-Tiong Ho