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We propose two finite-difference algorithms of fourth order of accuracy for solving the initial problem of the Zakharov-Shabat system. Both schemes have the exponential form and conserve quadratic invariant of Zakharov-Shabat system. The…
We propose a new high-precision algorithm for solving the initial problem for the Zakharov-Shabat system. This method has the fourth order of accuracy and is a generalization of the second order Boffetta-Osborne scheme. It is allowed by our…
Based on the generalized Cayley transform, a family of conservative one-step schemes of the sixth order of accuracy for the Zakharov-Shabat system is constructed. The exponential integrator is a special case. Schemes based on rational…
We study the direct and inverse scattering problems for the Zakharov-Shabat system. Representations for the Jost solutions are obtained in the form of the power series in terms of a transformed spectral parameter. In terms of that…
We study the initial-value problem for the nonlinear Schr\"odinger equation. Application of the inverse scattering transform method involves solving direct and inverse scattering problems for the Zakharov-Shabat system with complex…
A numerical method to solve the direct scattering problem for the Zakharov-Shabat system associated to the initial value problem for the nonlinear Schroedinger equation is proposed. The method involves the numerical solution of Volterra…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
In this paper, we present a novel class of high-order energy-preserving schemes for solving the Zakharov-Rubenchik equations. The main idea of the scheme is first to introduce an quadratic auxiliary variable to transform the Hamiltonian…
Diffuse scattering is a rich source of information about disorder in crystalline materials, which can be modelled using atomistic techniques such as Monte Carlo and molecular dynamics simulations. Modern X-ray and neutron scattering…
Suzuki-Trotter decompositions of exponential operators like $\exp(Ht)$ are required in almost every branch of numerical physics. Often the exponent under consideration has to be split into more than two operators $H=\sum_k A_k$, for…
The direct and inverse scattering problems are analyzed for a first-order discrete system associated with the semi-discrete version of the derivative NLS system. The Jost solutions, the scattering coefficients, the bound-state dependency…
We construct a new compact semi-explicit three-level in time fourth-order finite-difference scheme for numerical solving the general multidimensional acoustic wave equation, where both the speed of sound and density of a medium are…
The direct and inverse scattering problems on the full line are analyzed for a first-order system of ordinary linear differential equations associated with the derivative nonlinear Schr\"odinger equation and related equations. The system…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for…
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…
We reformulate the second-order Schrodinger equation as a set of two coupled first order differential equations, a so-called "Shabat-Zakharov system", (sometimes called a "Zakharov-Shabat" system). There is considerable flexibility in this…
A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
An ordinary differential operator of the fourth order with coefficients converging at infinity sufficiently rapidly to constant limits is considered. Scattering theory for this operator is developed in terms of special solutions of the…