Related papers: Multirevolution integrators for differential equat…
For the solution of the cubic nonlinear Schr\"odinger equation in one space dimension, we propose and analyse a fully discrete low-regularity integrator. The scheme is explicit and can easily be implemented using the fast Fourier transform…
A fast and stable method is formulated to compute the time evolution of a wavefunction by numerically solving the time-dependent Schr{\"o}dinger equation. This method is a real space/real time evolution method implemented by several…
This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…
A novel class of conservative numerical methods for general conservative Stratonovich stochastic differential equations with multiple invariants is proposed and analyzed. These methods, which are called modified averaged vector field…
We propose a family of reliable symplectic integrators adapted to the Discrete Non-Linear Schr\"odinger equation; based on an idea of Yoshida (H. Yoshida, Construction of higher order symplectic integrators, Physics Letters A, 150, 5,6,7,…
In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators…
We present a new filtered low-regularity Fourier integrator for the cubic nonlinear Schr\"odinger equation based on recent time discretization and filtering techniques. For this new scheme, we perform a rigorous error analysis and establish…
In this paper we will develop linear and nonlinear filtering methods for a large class of nonlinear wave equations that arise in applications such as quantum dynamics and laser generation and propagation in a unified framework. We consider…
Coupled nonlinear Schr\"odinger equations model various physical phenomena, such as wave propagation in nonlinear optics, multi-component Bose-Einstein condensates, and shallow water waves. Despite their extensive applications, analytical…
Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we propose a method to quicken estimation for a broad class of…
We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Ito vs. Stratonovich), in particular in the context of noise-induced…
Recently a new class of numerical integration methods -- ``mixed variable symplectic integrators'' -- has been introduced for studying long-term evolution in the conservative gravitational few-body problem. These integrators are an order of…
We present embedding procedures for the non-Markovian stochastic Schr\"{o}dinger equations, arising from studies of quantum systems coupled with bath environments. By introducing auxiliary wave functions, it is demonstrated that the…
Logarithmic conformation reformulations for viscoelastic constitutive laws have alleviated the high Weissenberg number problem, and the exploration of highly elastic flows became possible. However, stabilized formulations for logarithmic…
A fully discrete and fully explicit low-regularity integrator is constructed for the one-dimensional periodic cubic nonlinear Schr\"odinger equation. The method can be implemented by using fast Fourier transform with $O(N\ln N)$ operations…
We develop two novel stochastic variance-reduction methods to approximate solutions of a class of nonmonotone [generalized] equations. Our algorithms leverage a new combination of ideas from the forward-reflected-backward splitting method…
In this work, we adapt the {\em micro-macro} methodology to stochastic differential equations for the purpose of numerically solving oscillatory evolution equations. The models we consider are addressed in a wide spectrum of regimes where…
This paper introduces an efficient high-order numerical method for solving the 1D stationary Schr\"odinger equation in the highly oscillatory regime. Building upon the ideas from [Arnold, Ben Abdallah, Negulescu, SIAM J. Numer. Anal.,…
We consider the stochastic nonlinear Schroedinger equation driven by a multiplicative noise in a semiclassical regime, where the Plank constant is small. In this regime, the solution of the equation exhibits high-frequency oscillations. We…
Understanding, predicting, and controlling physical processes often relies on the analysis of the dynamics of partial differential equations (PDEs). In this context, the present study offers an in-depth investigation into the nonlinear…