Related papers: A Fourier integrator for the cubic nonlinear Schr\…
We introduce a time-integrator to sample with high order of accuracy the invariant distribution for a class of semilinear SPDEs driven by an additive space-time noise. Combined with a postprocessor, the new method is a modification with…
Iterative Fast Fourier Transform methods are useful for calculating the fields in composite materials and their macroscopic response. By iterating back and forth until convergence, the differential constraints are satisfied in Fourier…
Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These…
In this paper, we propose Fourier pseudospectral methods to solve the variable-order space fractional wave equation and develop an accelerated matrix-free approach for its effective implementation. In constant-order cases, our methods can…
We study the following focusing intercritical nonlinear Schr\"odinger equation with partial harmonic confinement: \begin{equation*} \begin{cases} i\partial_t u+\Delta_{z}u-y^2 u =- |u|^{\alpha}u,\quad t\in \mathbb{R},\newline u(0,z)=…
We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…
The high-order accuracy of Fourier method makes it the method of choice in many large scale simulations. We discuss here the stability of Fourier method for nonlinear evolution problems, focusing on the two prototypical cases of the…
Since the kinetic and the potential energy term of the real time nonlinear Schr\"odinger equation can each be solved exactly, the entire equation can be solved to any order via splitting algorithms. We verified the fourth-order convergence…
Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…
Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…
In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…
In this paper, the periodic initial-value problem for the fractional nonlinear Schr\"odinger (fNLS) equation is discretized in space by a Fourier spectral Galerkin method and in time by diagonally implicit, high-order Runge-Kutta schemes,…
Fractals equipped with intrinsic arithmetic lead to a natural definition of differentiation, integration and complex numbers. Applying the formalism to the problem of a Fourier transform on fractals we show that the resulting transform has…
We develop efficient numerical integration methods for computing an integral whose integrand is a product of a smooth function and the Gaussian function with a small standard deviation. Traditional numerical integration methods applied to…
The Hilfer fractional derivative generalizes and interpolates between the commonly used Riemann-Liouville and Caputo fractional derivative. In general, solutions to Hilfer fractional derivative initial value problems are singular for $t…
We consider shrinkage estimation of higher order Hilbert space valued Bochner integrals in a non-parametric setting. We propose estimators that shrink the $U$-statistic estimator of the Bochner integral towards a pre-specified target…
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…
An effective means to approximate an analytic, nonperiodic function on a bounded interval is by using a Fourier series on a larger domain. When constructed appropriately, this so-called Fourier extension is known to converge geometrically…
Computational micromechanics and homogenization require the solution of the mechanical equilibrium of a periodic cell that comprises a (generally complex) microstructure. Techniques that apply the Fast Fourier Transform have attracted much…
We construct an explicit solution of the Cauchy initial value problem for the one-dimensional Schroedinger equation with a time-dependent Hamiltonian operator for the forced harmonic oscillator. The corresponding Green function (propagator)…