Related papers: Exponential integrators for the stochastic Manakov…
Exponential time integrators have been applied successfully in several physics-related differential equations. However, their application in hyperbolic systems with absorbing boundaries, like the ones arising in seismic imaging, still lacks…
This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…
We establish necessary and sufficient conditions for the uniform integrability of the stochastic exponential E(M).
We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…
In the framework of a Particle-In-Cell scheme for some 1D Vlasov-Poisson system depending on a small parameter, we propose a time-stepping method which is numerically uniformly accurate when the parameter goes to zero. Based on an…
Matrix Riccati differential equations arise in many different areas and are particular important within the field of control theory. In this paper we consider numerical integration for large-scale systems of stiff matrix Riccati…
We introduce two exponential-type integrators for the "good" Bousinessq equation. They are of orders one and two, respectively, and they require lower regularity of the solution compared to the classical exponential integrators. More…
We consider travelling periodic and quasiperiodic wave solutions of a set of coupled nonlinear Schr\"odimger equations. In fibre optics these equations can be used to model single mode fibers with strong birefringence and two-mode optical…
We investigate the integrability of Nonlinear Partial Differential Equations (NPDEs). The concepts are developed by firstly discussing the integrability of the KdV equation. We proceed by generalizing the ideas introduced for the KdV…
In this paper, we introduce Mellin-Steklov exponential samplingoperators of order $r,r\in\mathbb{N}$, by considering appropriate Mellin-Steklov integrals. We investigate the approximation properties of these operators in continuousbounded…
We consider a finite element approximation of a general semi-linear stochastic partial differential equation (SPDE) driven by space-time multiplicative and additive noise. We examine the full weak convergence rate of the exponential Euler…
The exponential rate of convergence for some Markov operators is established. The operators correspond to continuous iterated function systems which are a very useful tool in some cell cycle models.
The article is devoted to construction of effective procedures of the mean-square approximation for iterated Stratonovich stochastic integrals of multiplicities 1 to 5. We apply the method of generalized multiple Fourier series for…
We find Skyrmion-like topological excitations for a two-dimensional spin-1/2 system. Expressing the spinor wavefunction in terms of a rotation operator maps the spin-1/2 system to a Manakov system. We employ both analytical and numerical…
We derive novel approximate closed-form expressions for the nonlinear coupling coefficients appearing in the Manakov equations for multimode fibers for space-division multiplexing in the two regimes of strong and weak coupling. The…
We introduce exponential numerical integration methods for stiff stochastic dynamical systems of the form $d\mathbf{z}_t = L(t)\mathbf{z}_tdt + \mathbf{f}(t)dt + Q(t)d\mathbf{W}_t$. We consider the setting of time-varying operators $L(t),…
In this paper, we formulate and analyse exponential integrations when applied to nonlinear Schr\"{o}dinger equations in a normal or highly oscillatory regime. A kind of exponential integrators with energy preservation, optimal convergence…
Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial…
In this paper, we investigate the long-time near-conservations of energy and kinetic energy by the widely used exponential integrators to highly oscillatory conservative systems. The modulated Fourier expansions of two kinds of exponential…
In this paper, we show that the exponential integrator scheme both in spatial discretization and time discretization for a class of stochastic partial differential equations has a unique stationary distribution whenever the stepsize is…