Related papers: Stable solvers for real-time Complex Langevin
Formulated is a new systematic method for obtaining higher order corrections in numerical simulation of stochastic differential equations (SDEs), i.e., Langevin equations. Random walk step algorithms within a given order of finite $\Delta…
The classical Calder\'on problem with partial data is known to be log-log stable in some special cases, but even the uniqueness problem is open in general. We study the partial data stability of an analogous inverse fractional conductivity…
This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…
We introduce a high-order finite element method for approximating the Vlasov-Poisson equations. This approach employs continuous Lagrange polynomials in space and explicit Runge-Kutta schemes for time discretization. To stabilize the…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…
Physics-based animation of soft or rigid bodies for real-time applications often suffers from numerical instabilities. We analyse one of the most common sources of unwanted behaviour: the numerical integration strategy. To assess the impact…
We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…
Recently it has been questioned, notably in the context of the scalar singlet dark matter model with $m_\varphi^{ }\simeq 60$ GeV, how efficiently kinetic equilibrium is maintained if freeze-out dynamics is pushed down to low temperatures…
Most numerical methods for time integration use real-valued time steps. Complex time steps, however, can provide an additional degree of freedom, as we can select the magnitude of the time step in both the real and imaginary directions. We…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
We develop a systematic and efficient approach for numerically solving the non-Markovian quantum state diffusion equations for open quantum systems coupled to an environment up to arbitrary orders of noises or coupling strengths. As an…
Simulation of unsteady creeping flows in complex geometries has traditionally required the use of a time-stepping procedure, which is typically costly and unscalable. To reduce the cost and allow for computations at much larger scales, we…
The application of quantum Langevin equations for the study of non-equilibrium relaxations is illustrated in the exactly solved quantum spherical model. Tutorial sections on the physical background of non-markovian quantum noise, the…
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…
We provide a new paradigm for quantum simulation that is based on path integration that allows quantum speedups to be observed for problems that are more naturally expressed using the path integral formalism rather than the conventional…
We propose and rigorously analyze a novel family of explicit low-regularity exponential integrators for the nonlinear Schr\"odinger (NLS) equation, based on a time-relaxation framework. The methods combine a resonance-based scheme for the…
The 3-level leapfrog time integration algorithm is an attractive choice for numerical relativity simulations since it is time-symmetric and avoids non-physical damping. In Newtonian problems without velocity dependent forces, this method…
This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…
Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…