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In a recent paper we proposed and compared various approaches to compute the ground state and dynamics of the Schr\"{o}dinger--Poisson--Slater (SPS) system for general external potential and initial condition, concluding that the methods…

Mathematical Physics · Physics 2011-09-13 Xuanchun Dong

The traditional finite-difference time-domain (FDTD) method is constrained by the Courant-Friedrich-Levy (CFL) condition and suffers from the notorious staircase error in electromagnetic simulations. This paper proposes a three-dimensional…

Computational Engineering, Finance, and Science · Computer Science 2021-12-08 Hanhong Liu , Xiaoying Zhao , Xiang-Hua Wang , Shunchuan Yang , Zhizhang , Chen

A multiscale time integrator Fourier pseudospectral (MTI-FP) method is proposed and analyzed for solving the Klein-Gordon-Schr\"{o}dinger (KGS) equations in the nonrelativistic limit regime with a dimensionless parameter $0<\varepsilon\le1$…

Numerical Analysis · Mathematics 2017-11-21 Weizhu Bao , Xiaofei Zhao

The Finite Difference Time Domain (FDTD) method is a widely used numerical technique for solving Maxwell's equations, particularly in computational electromagnetics and photonics. It enables accurate modeling of wave propagation in complex…

Computation and Language · Computer Science 2025-04-15 Yifei He , Måns I. Andersson , Stefano Markidis

Simulation of 3D low-frequency electromagnetic fields propagating in the Earth is computationally expensive. We present a fictitious wave domain high-order finite-difference time-domain (FDTD) modelling method on nonuniform grids to compute…

Numerical Analysis · Mathematics 2023-02-13 Pengliang Yang , Rune Mittet

We show how the highly accurate and efficient Constant Perturbation (CP) technique for steady-state Schr\"odinger problems can be used in the solution of time-dependent Schr\"odinger problems with explicitly time-dependent Hamiltonians,…

Numerical Analysis · Mathematics 2014-06-24 Veerle Ledoux , Marnix Van Daele

This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…

Numerical Analysis · Mathematics 2025-12-23 Guozhen Li , Xiaoyue Li , Xuerong Mao

We study the problem of generating synthetic time series that reproduce both marginal distributions and temporal dynamics, a central challenge in financial machine learning. Existing approaches typically fail to jointly model drift and…

Machine Learning · Computer Science 2026-04-10 Alexandre Alouadi , Grégoire Loeper , Célian Marsala , Othmane Mazhar , Huyên Pham

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

Probability · Mathematics 2024-01-15 Vo V. Anh , Andriy Olenko , Yu Guang Wang

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…

Numerical Analysis · Mathematics 2023-07-10 Yukun Li , Liet Vo , Guanqian Wang

This paper studies a quantum simulation technique for solving the Fokker-Planck equation. Traditional semi-discretization methods often fail to preserve the underlying Hamiltonian dynamics and may even modify the Hamiltonian structure,…

Quantum Physics · Physics 2024-04-25 Shi Jin , Nana Liu , Yue Yu

A fast and stable numerical method is formulated to compute the time evolution of a wave function in a magnetic field by solving the time-dependent Schroedinger equation. This computational method is based on the finite element method in…

Computational Physics · Physics 2009-11-06 Naoki Watanabe , Masaru Tsukada

We consider the nonlinear Schr{\"o}dinger equation with a potential, also known as Gross-Pitaevskii equation. By introducing a suitable spectral localization, we prove low regularity error estimates for the time discretization corresponding…

Analysis of PDEs · Mathematics 2025-07-22 Rémi Carles

A new energy-based stochastic extension of the Schrodinger equation for which the wave function collapses after the passage of a finite amount of time is proposed. An exact closed-form solution to the dynamical equation, valid for all…

Quantum Physics · Physics 2009-11-11 Dorje C. Brody , Lane P. Hughston

We present a parallel version of the well-known Split-Step Fourier method (SSF) for solving the Nonlinear Schr\"odinger equation, a mathematical model describing wave packet propagation in fiber optic lines. The algorithm is implemented…

Computational Physics · Physics 2007-05-23 S. M. Zoldi , V. Ruban , A. Zenchuk , S. Burtsev

A symplectic, symmetric, second-order scheme is constructed for particle evolution in a time-dependent field with a fixed spatial step. The scheme is implemented in one space dimension and tested, showing excellent adequacy to experiment…

Computational Physics · Physics 2012-07-12 Alberto Ruzzon , Yves Elskens , Fabrice Doveil

A Fourier transform method is introduced for a class of hybrid time-frequency methods that solve the acoustic scattering problem in regimes where the solution exhibits both highly oscillatory behavior and slow decay in time. This extends…

Numerical Analysis · Mathematics 2026-02-18 Heather Wilber , Wietse Vaes , Abinand Gopal , Gunnar Martinsson

Discrete time crystal is a class of nonequilibrium quantum systems exhibiting subharmonic responses to external periodic driving. Here we propose a class of discrete time crystals enforced by nonsymmorphic dynamical symmetry. We start with…

Quantum Physics · Physics 2023-10-10 Zi-Ang Hu , Bo Fu , Xiao Li , Shun-Qing Shen

We present a comparison between finite differences schemes and a pseudospectral method applied to the numerical integration of stochastic partial differential equations that model surface growth. We have studied, in 1+1 dimensions, the…

Statistical Mechanics · Physics 2009-11-13 Rafael Gallego , Mario Castro , Juan M. López

Finite differences and Runge-Kutta time stepping schemes used in Computational AeroAcoustics simulations are often optimized for low dispersion and dissipation (e.g. DRP or LDDRK schemes) when applied to linear problems in order to…

Numerical Analysis · Mathematics 2019-12-02 Aldaïr Petronilia , Edward James Brambley