English
Related papers

Related papers: Exponential integrators for the stochastic Manakov…

200 papers

We prove a law of large numbers for empirical approximations of the spectrum of a kernel integral operator by the spectrum of random matrices based on a sample drawn from a Markov chain, which complements the results by V. Koltchinskii and…

Probability · Mathematics 2015-09-21 Radosław Adamczak , Witold Bednorz

Optical computing often employs tailor-made hardware to implement specific algorithms, trading generality for improved performance in key aspects like speed and power efficiency. An important computing approach that is still missing its…

We study fast approximation of integrals with respect to stationary probability measures associated to iterated functions systems on the unit interval. We provide an algorithm for approximating the integrals under certain conditions on the…

Dynamical Systems · Mathematics 2019-07-11 Italo Cipriano , Natalia Jurga

The integrating factor and exponential time differencing methods are implemented and tested for solving the time-dependent Kohn--Sham equations. Popular time propagation methods used in physics, as well as other robust numerical approaches,…

Computational Physics · Physics 2017-12-20 Daniel Kidd , Cody Covington , Kalman Varga

Real and imaginary part of the limit 2N->infinity of the integral int_{x=1..2N} exp(i*pi*x)*x^(1/x) dx are evaluated to 20 digits with brute force methods after multiple partial integration, or combining a standard Simpson integration over…

Classical Analysis and ODEs · Mathematics 2010-08-06 Richard J. Mathar

The article is devoted to the construction of explicit one-step strong numerical methods with the orders 2.0 and 2.5 of convergence for Ito stochastic differential equations with multidimensional non-commutative noise. We consider the…

Probability · Mathematics 2022-09-13 Dmitriy F. Kuznetsov

In this paper, we derive a strong convergence rate of spatial finite difference approximations for both focusing and defocusing stochastic cubic Schr\"odinger equations driven by a multiplicative $Q$-Wiener process. Beyond the uniform…

Probability · Mathematics 2017-03-29 Jianbo Cui , Jialin Hong , Zhihui Liu

We study an explicit exponential scheme for the time discretisation of stochastic Schr\"odinger equations driven by additive or multiplicative Ito noise. The numerical scheme is shown to converge with strong order $1$ if the noise is…

Numerical Analysis · Mathematics 2016-01-26 Rikard Anton , David Cohen

We investigate a calculation method for solving the Mukhanov-Sasaki equation in slow-roll $k$-inflation based on the uniform approximation (UA) in conjunction with an expansion scheme for slow-roll parameters with respect to the number of…

General Relativity and Quantum Cosmology · Physics 2016-07-18 Allan L. Alinea , Takahiro Kubota , Wade Naylor

It is known that the empirical spectral distribution of random matrices obtained from linear codes of increasing length converges to the well-known Marchenko-Pastur law, if the Hamming distance of the dual codes is at least 5. In this…

Probability · Mathematics 2021-02-01 Chin Hei Chan , Vahid Tarokh , Maosheng Xiong

Problem for the first order differential equation with an unbounded operator coefficient in Banach space and integral nonlocal condition is considered. An exponentially convergent algorithm is proposed and justified for the numerical…

Numerical Analysis · Mathematics 2013-04-11 V. B. Vasylyk

This paper considers the distributed smooth optimization problem in which the objective is to minimize a global cost function formed by a sum of local smooth cost functions, by using local information exchange. The standard assumption for…

Optimization and Control · Mathematics 2019-09-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson , Tianyou Chai

We study multi-propagator angular integrals, a class of phase-space integrals relevant to processes with multiple observed final states and a test-bed for transferring loop-integral technology to phase space integrals without reversed…

High Energy Physics - Phenomenology · Physics 2025-10-17 Juliane Haug , Vladimir A. Smirnov , Fabian Wunder

Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…

Numerical Analysis · Mathematics 2016-10-19 Molei Tao

The article is devoted to the expansions of iterated Stratonovich stochastic integrals of multiplicities 1 to 4 on the base of the combined approach of generalized multiple and iterated Fourier series. We consider two different parts of the…

Probability · Mathematics 2026-02-24 Dmitriy F. Kuznetsov

Rational best approximations (in a Chebyshev sense) to real functions are characterized by an equioscillating approximation error. Similar results do not hold true for rational best approximations to complex functions in general. In the…

Numerical Analysis · Mathematics 2023-12-22 Tobias Jawecki , Pranav Singh

We study the number of linear extensions of a partial order with a given proportion of comparable pairs of elements, and estimate the maximum and minimum possible numbers. We also consider a random interval partial order on $n$ elements,…

Combinatorics · Mathematics 2018-10-16 Colin McDiarmid , David Penman , Vasileios Iliopoulos

In this work, we present a first-order unfiltered exponential integrator for the one-dimensional derivative nonlinear Schr\"odinger equation with low regularity. Our analysis shows that for any $s>\frac12$, the method converges with…

Numerical Analysis · Mathematics 2026-01-29 Lun Ji , Hang Li , Alexander Ostermann

In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…

Numerical Analysis · Mathematics 2023-05-30 Qian Guo , Jie He , Lei Li

We establish sharp global regularity of a class of multilinear oscillatory integral operators that are associated to nonlinear dispersive equations with both Banach and quasi-Banach target spaces. As a consequence we also prove the (local…

Analysis of PDEs · Mathematics 2023-02-02 Aksel Bergfeldt , Salvador Rodriguez-Lopez , David Rule , Wolfgang Staubach
‹ Prev 1 3 4 5 6 7 10 Next ›