Related papers: Strang splitting schemes for N-level Bloch models
Multirate integration uses different time step sizes for different components of the solution based on the respective transient behavior. For inter/extrapolation-based multirate schemes, we construct a new subclass of schemes by using…
This paper focuses on the construction and analysis of explicit numerical methods of high dimensional stochastic nonlinear Schrodinger equations (SNLSEs). We first prove that the classical explicit numerical methods are unstable and suffer…
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…
We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…
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…
This work proposes and analyzes an efficient numerical method for solving the nonlinear Schr\"odinger equation with quasiperiodic potential, where the projection method is applied in space to account for the quasiperiodic structure and the…
We provide a new approach to obtain solutions of certain evolution equations set in a Banach space and equipped with nonlocal boundary conditions. From this approach we derive a family of numerical schemes for the approximation of the…
We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…
In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…
Low rank matrix approximation is a popular topic in machine learning. In this paper, we propose a new algorithm for this topic by minimizing the least-squares estimation over the Riemannian manifold of fixed-rank matrices. The algorithm is…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial…
For nonlinear equations, the homotopy methods (continuation methods) are popular in engineering fields since their convergence regions are large and they are quite reliable to find a solution. The disadvantage of the classical homotopy…
The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…
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…
Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…
This work considers numerical methods for the time-dependent Schr\"{o}dinger equation of incommensurate systems. By using a plane wave method for spatial discretization, the incommensurate problem is lifted to a higher dimension that…
We construct importance sampling schemes for stochastic differential equations with small noise and fast oscillating coefficients. Standard Monte Carlo methods perform poorly for these problems in the small noise limit. With multiscale…
We consider the second-order in time Strang-splitting approximation for vector-valued and matrix-valued Allen-Cahn equations. Both the linear propagator and the nonlinear propagator are computed explicitly. For the vector-valued case, we…