Related papers: Layer-splitting methods for time-dependent Schr\"{…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
Spectral methods provide highly accurate numerical solutions for partial differential equations, exhibiting exponential convergence with the number of spectral nodes. Traditionally, in addressing time-dependent nonlinear problems, attention…
The present work introduces and investigates an explicit time discretization scheme, called the projected Euler method,to numerically approximate random periodic solutions of semi-linear SDEs under non-globally Lipschitz conditions. The…
We investigate numerical methods for wave equations in $n+2$ spacetime dimensions, written in spherical coordinates, decomposed in spherical harmonics on $S^n$, and finite-differenced in the remaining coordinates $r$ and $t$. Such an…
Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…
A system of semi-discrete coupled nonlinear Schr\"{o}dinger equations is studied. To show the complete integrability of the model with multiple components, we extend the discrete version of the inverse scattering method for the…
In this paper, the periodic initial-value problem for the fractional nonlinear Schr\"odinger (fNLS) equation is discretized in space by a Fourier spectral Galerkin method and in time by diagonally implicit, high-order Runge-Kutta schemes,…
A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…
We discuss umbral calculus as a method of systematically discretizing linear differential equations while preserving their point symmetries as well as generalized symmetries. The method is then applied to the Schr\"{o}dinger equation in…
The present work addresses the Cauchy problem for an abstract nonlinear system of coupled hyperbolic equations associated with the Timoshenko model in a real Hilbert space. Our purpose is to develop and delve into a temporal discretization…
The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The…
Periodic surface structures are nowadays standard building blocks of optical devices. If such structures are illuminated by aperiodic time-harmonic incident waves as, e.g., Gaussian beams, the resulting surface scattering problem must be…
We present an implicit-explicit (IMEX) scheme for semilinear wave equations with strong damping. By treating the nonlinear, nonstiff term explicitly and the linear, stiff part implicitly, we obtain a method which is not only unconditionally…
A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…
In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is a unnormalized probability density function of the filter…
In this work, we propose and develop efficient and accurate numerical methods for solving the Kirchhoff-Love plate model in domains with complex geometries. The algorithms proposed here employ curvilinear finite-difference methods for…
This report discusses two new ideas for using perturbation methods to solve the time-independent Schr\"odinger equation. The first concept begins with rewriting the perturbation equations in a form that is closely related to matrix…
Sequential-in-time methods solve a sequence of training problems to fit nonlinear parametrizations such as neural networks to approximate solution trajectories of partial differential equations over time. This work shows that…
We couple the L1 discretization of the Caputo fractional derivative in time with the Galerkin scheme to devise a linear numerical method for the semilinear subdiffusion equation. Two important points that we make are: nonsmooth initial data…