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This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…

Numerical Analysis · Mathematics 2019-06-26 Fanhai Zeng , Ian Turner , Kevin Burrage , Stephen J. Wright

We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…

Numerical Analysis · Mathematics 2017-11-02 Mohammad Asadzadeh , Christoffer Standar

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

Numerical Analysis · Mathematics 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…

Numerical Analysis · Mathematics 2025-08-20 Yanyan Shi , Christian Lubich

We apply the ultraspherical spectral method to solving time-dependent PDEs by proposing two approaches to discretization based on the method of lines and show that these approaches produce approximately same results. We analyze the…

Numerical Analysis · Mathematics 2023-06-23 Lu Cheng , Kuan Xu

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

We introduce a collection of benchmark problems in 2D and 3D (geometry description and boundary conditions), including simple cases with known analytic solution, classical experimental setups, and complex geometries with fabricated…

Computational Engineering, Finance, and Science · Computer Science 2021-12-13 Zizhou Huang , Teseo Schneider , Minchen Li , Chenfanfu Jiang , Denis Zorin , Daniele Panozzo

This work proposes a discretization of the acoustic wave equation with possibly oscillatory coefficients based on a superposition of discrete solutions to spatially localized subproblems computed with an implicit time discretization. Based…

Numerical Analysis · Mathematics 2024-03-11 Dietmar Gallistl , Roland Maier

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

Numerical Analysis · Mathematics 2023-07-10 Yukun Li , Liet Vo , Guanqian Wang

We present a new parallel numerical method for solving the non-stationary Schr\"odinger equation with linear nonlocal condition and time-dependent potential which does not commute with the stationary part of the Hamiltonian. The given…

Numerical Analysis · Mathematics 2018-09-21 Dmytro Sytnyk

We propose new methods designed to numerically approximate the solution to the time dependent Schr{\"o}dinger equation, based on two types of ansatz: tensors, and approximation by a linear combination of gaussian wave packets. In both…

Analysis of PDEs · Mathematics 2025-09-17 Mi-Song Dupuy , Virginie Ehrlacher , Clément Guillot

We approximate the solution for the time dependent Schr\"odinger equation (TDSE) in two steps. We first use a pseudo-spectral collocation method that uses samples of functions on rank-1 or rank-r lattice points with unitary Fourier…

Numerical Analysis · Mathematics 2020-07-01 Yuya Suzuki , Gowri Suryanarayana , Dirk Nuyens

In this paper, contrast-independent partially explicit time discretization for wave equations in heterogeneous high-contrast media via mass lumping is concerned. By employing a mass lumping scheme to diagonalize the mass matrix, the matrix…

Numerical Analysis · Mathematics 2025-02-25 Shu Fan Li , Wing Tat Leung

This paper discusses the multiscale approach and the convergence of the time-dependent Maxwell-Schr\"{o}dinger system with rapidly oscillating discontinuous coefficients arising from the modeling of a heterogeneous nanostructure with a…

Numerical Analysis · Mathematics 2017-03-08 Liqun Cao , Chupeng Ma , Jianlan Luo , Lei Zhang

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

Numerical Analysis · Mathematics 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

The paper is concerned with overlapping domain decomposition and exponential time differencing for the diffusion equation discretized in space by cell-centered finite differences. Two localized exponential time differencing methods are…

Numerical Analysis · Mathematics 2017-11-08 Thi-Thao-Phuong Hoang , Lili Ju , Zhu Wang