Related papers: Iterative and Non-iterative Splitting approach of …
In this work, high order splitting methods have been used for calculating the numerical solutions of the Burgers' equation in one space dimension with periodic and Dirichlet boundary conditions. However, splitting methods with real…
In this paper we study the analytic solutions of Burgers-type nonlinear fractional equations by means of the Invariant Subspace Method. We first study a class of nonlinear equations directly related to the time-fractional Burgers equation.…
In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
Lie group method provides an efficient tool to solve nonlinear partial differential equations. This paper suggests a fractional Lie group method for fractional partial differential equations. A time-fractional Burgers equation is used as an…
In this paper, we present splitting methods that are based on iterative schemes and applied to plasma simulations. The motivation arose of solving the Coulomb collisions, which are modeled by nonlinear stochastic differential equations. We…
Addressing large-scale indefinite least squares (ILS) problem poses notable computational bottlenecks in the field of numerical linear algebra. State-of-the-art iterative schemes for such problems are predominantly constructed upon the…
In this paper we consider a splitting method for the augmented Burgers equation and prove that it is of first order. We also analyze the large-time behavior of the approximated solution by obtaining the first term in the asymptotic…
An unconventional approach is applied to solve the one-dimensional Burgers' equation. It is based on spline polynomial interpolations and Hopf-Cole transformation. Taylor expansion is used to approximate the exponential term in the…
In this paper, we study two kinds of structure-preserving splitting methods, including the Lie--Trotter type splitting method and the finite difference type method, for the stochasticlogarithmic Schr\"odinger equation (SlogS equation) via a…
The indefinite least squares (ILS) problem is a generalization of the famous linear least squares problem. It minimizes an indefinite quadratic form with respect to a signature matrix. For this problem, we first propose an impressively…
This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method Septic B-spline Technique, Quintic B-spline…
In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…
We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…
We review the formulation of the stochastic Burgers equation as a martingale problem. One way of understanding the difficulty in making sense of the equation is to note that it is a stochastic PDE with distributional drift, so we first…
Splitting methods are widely used for solving initial value problems (IVPs) due to their ability to simplify complicated evolutions into more manageable subproblems which can be solved efficiently and accurately. Traditionally, these…
This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
In this article we investigate the numerical solution of a scalar semilinear stochastic delay differential equation (SDDE) where the linear instantaneous feedback and nonlinear delayed feedback terms are perturbed by a pair of standard…
Efficiently solving sparse linear algebraic equations is an important research topic of numerical simulation. Commonly used approaches include direct methods and iterative methods. Compared with the direct methods, the iterative methods…
We investigate the behaviour of stochastic differential equations, especially Burgers' eq., by means of Monte-Carlo-techniques.