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A common way to numerically solve Fokker-Planck equations is the Chang-Cooper method in space combined with one of the Euler methods in time. However, the explicit Euler method is only conditionally positive, leading to severe restrictions…

Numerical Analysis · Mathematics 2024-11-19 Hanna Bartel , Joshua Lampert , Hendrik Ranocha

We introduce a fast, constrained meshfree solver designed specifically to inherit energy conservation (EC) in second-order time-dependent Hamiltonian wave equations. For discretization, we adopt the Kansa method, also known as the…

Numerical Analysis · Mathematics 2025-10-15 Xiaobin Li , Meng Chen , Zhengjie Sun , Leevan Ling , Siqing Li

We consider an initial-boundary value problem for a 2D time-dependent Schr\"odinger equation on a semi-infinite strip. For the Numerov-Crank-Nicolson finite-difference scheme with discrete transparent boundary conditions, the Strang-type…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Alla Romanova

In this paper, based on the weak form of the Hamiltonian formulation of the regularized long-wave equation and a novel approach of transforming the original Hamiltonian energy into a quadratic functional, a fully implicit and three…

Numerical Analysis · Mathematics 2018-06-26 Qi Hong , Jialing Wang , Yuezheng Gong

We consider a time-stepping scheme of Crank-Nicolson type for the heat equation on a moving domain in Eulerian coordinates. As the spatial domain varies between subsequent time steps, an extension of the solution from the previous time step…

Numerical Analysis · Mathematics 2023-05-01 Stefan Frei , Maneesh Kumar Singh

In this paper, a novel high-order, mass and energy-conserving scheme is proposed for the regularized logarithmic Schr\"{o}dinger equation(RLogSE). Based on the idea of the supplementary variable method (SVM), we firstly reformulate the…

Numerical Analysis · Mathematics 2024-11-11 Fan Yang , Zhida Zhou , Chaolong Jiang

Ion transport, often described by the Poisson--Nernst--Planck (PNP) equations, is ubiquitous in electrochemical devices and many biological processes of significance. In this work, we develop conservative, positivity-preserving, energy…

Numerical Analysis · Mathematics 2020-07-15 Jie Ding , Zhongming Wang , Shenggao Zhou

We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of…

Numerical Analysis · Mathematics 2024-06-19 Hendrik Ranocha , Jochen Schütz

In this paper, energy-preserving methods are formulated and studied for solving charged-particle dynamics. We first formulate the scheme of energy-preserving methods and analyze its basic properties including algebraic order and symmetry.…

Numerical Analysis · Mathematics 2018-12-31 Ting Li , Bin Wang

This paper is devoted to the well-posedness of stochastic nonlinear Schr\"odinger equations in the energy space H1(Rd), which is a natural continuation of our recent work [1]. We consider both focusing and defocusing nonlinearities and…

Probability · Mathematics 2014-04-22 Viorel Barbu , Michael Röckner , Deng Zhang

We present a high order scheme for approximating kinetic equations with stiff relaxation. The objective is to provide efficient methods for solving the underlying system of conservation laws. The construction is based on several…

Analysis of PDEs · Mathematics 2017-01-02 David Coulette , Emmanuel Franck , Philippe Helluy , Michel Mehrenberger , Laurent Navoret

We propose two efficient energetic spectral-element methods in time for marching nonlinear gradient systems with the phase-field Allen--Cahn equation as an example: one fully implicit nonlinear method and one semi-implicit linear method.…

Numerical Analysis · Mathematics 2026-05-06 Shiqin Liu , Haijun Yu

In this study, we consider two nonlinear Schr\"{o}dinger-type models that are derived by R L. Frank, F. M\'{e}hats, C. Sparber [arXiv:1611.01574] to study 3D nonlinear Schr\"{o}dinger equations under strong magnetic fields. One model is…

Analysis of PDEs · Mathematics 2024-11-06 Jumpei Kawakami

We consider the linear and non linear cubic Schr\"odinger equations with periodic boundary conditions, and their approximations by splitting methods. We prove that for a dense set of arbitrary small time steps, there exists numerical…

Numerical Analysis · Mathematics 2013-11-20 Erwan Faou , Tiphaine Jézéquel

Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…

Numerical Analysis · Mathematics 2019-06-28 R. Herbin , T. Gallouët , J. -C Latché , N Therme

In this paper, we propose an efficient method for solving multi-dimensional Riesz space fractional diffusion equations with variable coefficients. The Crank-Nicolson (CN) method is used for temporal discretization, while the fourth-order…

Numerical Analysis · Mathematics 2025-08-01 Yuan-Yuan Huang , Wei Qu , Sean Y. Hon , Siu-Long Lei

We present a set of linear, second order, unconditionally energy stable schemes for the Allen-Cahn equation with nonlocal constraints that preserves the total volume of each phase in a binary material system. The energy quadratization…

Numerical Analysis · Mathematics 2018-10-15 Xiaobo Jing , Jun Li , Xueping Zhao , Qi Wang

This paper deals with the numerical solution of conservation laws in the two dimensional case using a novel compact implicit time discretization that enables applications of fast algebraic solvers. We present details for the second order…

Numerical Analysis · Mathematics 2025-12-16 Peter Frolkovic , Dagmar Zakova

In this paper, we propose and analyze a fully discrete finite element projection method for the magnetohydrodynamic (MHD) equations. A modified Crank--Nicolson method and the Galerkin finite element method are used to discretize the model…

Numerical Analysis · Mathematics 2022-04-13 Cheng Wang , Jilu Wang , Zeyu Xia , Liwei Xu

A critical challenge inherent to the projection method applied to the Landau-Lifshitz equation is the deficiency of rigorous theoretical justifications for the stability of its projection step. To mitigate this limitation, we introduce a…

Numerical Analysis · Mathematics 2026-02-16 Changjian Xie