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This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional system into some local one-dimensional subsystems, but also…

Numerical Analysis · Mathematics 2021-02-23 Chuchu Chen , Jialin Hong , Lihai Ji

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…

Computational Physics · Physics 2021-03-30 Ting Wang , Huajie Chen , Aihui Zhou , Yuzhi Zhou

A typical procedure to integrate numerically the time dependent Schr\"o\-din\-ger equation involves two stages. In the first one carries out a space discretization of the continuous problem. This results in the linear system of differential…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , Ander Murua

Many multiscale problems have a high contrast, which is expressed as a very large ratio between the media properties. The contrast is known to introduce many challenges in the design of multiscale methods and domain decomposition…

Numerical Analysis · Mathematics 2021-08-25 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Petr N. Vabishchevich

This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…

Numerical Analysis · Mathematics 2025-04-23 Jie Zhu , Yujun Zhu , Ju Ming , Max D. Gunzburger

In this work we propose a high-order structure-preserving discretization of the cold plasma model which describes the propagation of electromagnetic waves in magnetized plasmas. By utilizing B-Splines Finite Elements Exterior Calculus, we…

Numerical Analysis · Mathematics 2025-01-29 Elena Moral Sánchez , Martin Campos Pinto , Yaman Güçlü , Omar Maj

This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…

Numerical Analysis · Mathematics 2021-08-31 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Wenyuan Li

In this work, we propose some new Douglas-Rashford splitting algorithms for solving a class of generalized DC (difference of convex functions) in real Hilbert spaces. The proposed methods leverage the proximal properties of the nonsmooth…

Optimization and Control · Mathematics 2024-04-24 Yonghong Yao , Lateef O. Jolaoso , Yekini Shehu , Jen-Chih Yao

We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…

Numerical Analysis · Mathematics 2015-05-01 Axel Målqvist , Anna Persson

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…

Numerical Analysis · Mathematics 2013-10-11 Yalchin Efendiev , Raytcho Lazarov , Ke Shi

We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization…

Numerical Analysis · Mathematics 2024-04-25 Sergio Blanes , Fernando Casas , Luke Shaw

The generalized eigenvalue problem (GEP) serves as a cornerstone in a wide range of applications in numerical linear algebra and scientific computing. However, traditional approaches that aim to maximize the classical Rayleigh quotient…

Optimization and Control · Mathematics 2025-07-04 Xiaozhi Liu , Yong Xia

The computation of the dominant eigenpair for symmetric positive semidefinite matrices is fundamental in numerical optimization. This work shifts the paradigm from the classical Rayleigh quotient to an unconstrained difference formulation,…

Optimization and Control · Mathematics 2026-05-26 Xiaozhi Liu , Mengmeng Song , Yong Xia

In this paper, we develop two energy-preserving splitting methods for solving three-dimensional stochastic Maxwell equations driven by multiplicative noise. We use operator splitting methods to decouple stochastic Maxwell equations into…

Numerical Analysis · Mathematics 2025-12-30 Liying Zhang , Xinyue Kang , Lihai Ji

This is a study of certain finite element methods designed for convection-dominated, time-dependent partial differential equations. Specifically, we analyze high order space-time tensor product finite element discretizations, used in a…

Numerical Analysis · Mathematics 2013-10-30 Randolph E. Bank , Maximilian S. Metti

In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…

Numerical Analysis · Mathematics 2021-06-02 Yalchin Efendiev , Sai-Mang Pun , Petr N. Vabishchevich

We consider {\em discretized} Hamiltonian PDEs associated with a Hamiltonian function that can be split into a linear unbounded operator and a regular nonlinear part. We consider splitting methods associated with this decomposition. Using a…

Numerical Analysis · Mathematics 2008-12-01 Erwan Faou , Benoit Grebert , Eric Paturel

This paper studies bulk-surface splitting methods of first order for (semi-linear) parabolic partial differential equations with dynamic boundary conditions. The proposed Lie splitting scheme is based on a reformulation of the problem as a…

Numerical Analysis · Mathematics 2021-08-19 Robert Altmann , Balázs Kovács , Christoph Zimmer

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…

Numerical Analysis · Mathematics 2026-02-13 Erik Weyl , Andreas Bartel , Manuel Schaller