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We introduce a new methodology based on the multirevolution idea for constructing integrators for stochastic differential equations in the situation where the fast oscillations themselves are driven by a Stratonovich noise. Applications…

Numerical Analysis · Mathematics 2020-02-04 Adrien Laurent , Gilles Vilmart

The structural flexibility of the exponential propagation iterative methods of Runge-Kutta type (EPIRK) enables construction of particularly efficient exponential time integrators. While the EPIRK methods have been shown to perform well on…

Numerical Analysis · Mathematics 2016-08-03 Greg Rainwater , Mayya Tokman

Standard numerical integrators suffer from an order reduction when applied to nonlinear Schr\"{o}dinger equations with low-regularity initial data. For example, standard Strang splitting requires the boundedness of the solution in $H^{r+4}$…

Numerical Analysis · Mathematics 2019-06-04 Marvin Knöller , Alexander Ostermann , Katharina Schratz

We develop an algorithm for computing the solution of a large system of linear ordinary differential equations (ODEs) with polynomial inhomogeneity. This is equivalent to computing the action of a certain matrix function on the vector…

Numerical Analysis · Mathematics 2012-05-16 Jitse Niesen , Will M. Wright

The Schr\"odinger equation for two and tree-body problems is solved for scattering states in a hybrid representation where solutions are expanded in the eigenstates of the harmonic oscillator in the interaction region and on a finite…

Computational Physics · Physics 2015-03-19 Yuriy Bidasyuk , Wim Vanroose

This paper communicates recent results in theory of complex symmetric operators and shows, through two non-trivial examples, their potential usefulness in the study of Schr\"odinger operators. In particular, we propose a formula for…

Mathematical Physics · Physics 2008-06-10 Emil Prodan , Stephan R. Garcia , Mihai Putinar

Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…

Numerical Analysis · Mathematics 2025-10-27 Carlos Arranz-Simón , Alexander Ostermann

The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…

Numerical Analysis · Mathematics 2016-08-18 Gilles Vilmart

Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…

Numerical Analysis · Mathematics 2024-12-02 Colby Fronk , Linda Petzold

Numerical solving the Schr\"odinger equation with incommensurate potentials presents a great challenge since its solutions could be space-filling quasiperiodic structures without translational symmetry nor decay. In this paper, we propose…

Numerical Analysis · Mathematics 2023-12-29 Kai Jiang , Shifeng Li , Juan Zhang

We consider the numerical integration of the matrix Hill's equation. Parametric resonances can appear and this property is of great interest in many different physical applications. Usually, the Hill's equations originate from a Hamiltonian…

Numerical Analysis · Mathematics 2015-12-09 Philipp Bader , Sergio Blanes , Enrique Ponsoda , Muaz Seydaoğlu

We propose an exponential integrator for the drift-kinetic equation in cylindrical geometry. This approach removes the CFL condition from the linear part of the system (which is often the most stringent requirement in practice) and treats…

Computational Physics · Physics 2018-08-14 Nicolas Crouseilles , Lukas Einkemmer , Martina Prugger

In this paper we consider mean-field optimal control problems with selective action of the control, where the constraint is a continuity equation involving a non-local term and diffusion. First order optimality conditions are formally…

Optimization and Control · Mathematics 2023-02-02 Giacomo Albi , Marco Caliari , Elisa Calzola , Fabio Cassini

In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…

Numerical Analysis · Mathematics 2023-05-17 Elvis do A. Soares , Amaro G. Barreto , Frederico W. Tavares

This article presents and analyses an exponential integrator for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optical fibers. We first prove that the strong order of the…

Numerical Analysis · Mathematics 2020-05-12 André Berg , David Cohen , Guillaume Dujardin

We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…

Numerical Analysis · Mathematics 2023-11-27 Marco Caliari , Fabio Cassini

This paper studies explicit symplectic adapted exponential integrators for solving charged-particle dynamics in a strong and constant magnetic field. We first formulate the scheme of adapted exponential integrators and then derive its…

Numerical Analysis · Mathematics 2020-09-15 Ting Li , Bin Wang

In this article, we propose an algorithm for approximating the action of $\varphi-$functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum…

Numerical Analysis · Mathematics 2022-11-03 Matteo Croci , Judit Muñoz-Matute

We introduce the notion of Schr\"odinger integral operators and prove sharp local and global regularity results for these (including propagators for the quantum mechanical harmonic oscillator). Furthermore we introduce general classes of…

Analysis of PDEs · Mathematics 2023-10-26 Alejandro J. Castro , Anders Israelsson , Wolfgang Staubach , Madi Yerlanov

Trotter product formulas constitute a cornerstone quantum Hamiltonian simulation technique. However, the efficient implementation of Hamiltonian evolution of nested commutators remains an under explored area. In this work, we construct…

Quantum Physics · Physics 2025-01-22 F. Casas , A. Escorihuela-Tomàs , P. A. Moreno Casares
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