English
Related papers

Related papers: Structure-preserving splitting methods for stochas…

200 papers

Numerical solving the Schr\"odinger equation with incommensurate potentials presents a great challenge since its solutions could be space-filling quasiperiodic structures without translational symmetry nor decay. In this paper, we propose…

Numerical Analysis · Mathematics 2023-12-29 Kai Jiang , Shifeng Li , Juan Zhang

One of the main difficulties in micromagnetics simulation is the norm preserving constraints $\|\mathbf{m}\|=1$ at the continuous or the discrete level. Another difficulty is the stability with the time step constraint. Using standard…

Numerical Analysis · Mathematics 2026-02-12 Changjian Xie , Yingxi Miao , Haocheng Yang

In [8], some exact splittings are proposed for inhomogeneous quadratic differential equations including, for example, transport equations, kinetic equations, and Schr{\"o}dinger type equations with a rotation term. In this work, these exact…

Numerical Analysis · Mathematics 2020-01-01 Joackim Bernier , Nicolas Crouseilles , Yingzhe Li

In this paper, we discuss the different splitting approaches to solve the Gross-Pitaevskii equation numerically. We consider conservative finite-difference schemes and spectral methods for the spatial discretisation. Further, we apply…

Numerical Analysis · Mathematics 2019-02-18 Juergen Geiser , Amirbahador Nasari

For the approximation of solutions for It\^o and Stratonovich stochastic differential equations (SDEs)a new class of efficient stochastic Runge-Kutta (SRK) methods is developed. As the main novelty only two stages are necessary for the…

Numerical Analysis · Mathematics 2025-07-01 Andreas Rößler

We develop a unified approach for construction of symplectic forms for 1D integrable equations with the periodic and rapidly decaying initial data. As an example we consider the cubic nonlinear Schr\"{o}dinger equation.

Exactly Solvable and Integrable Systems · Physics 2015-06-26 K. L. Vaninsky

In this paper, we investigate the convergence order in probability of a novel ergodic numerical scheme for damped stochastic nonlinear Schr\"{o}dinger equation with an additive noise. Theoretical analysis shows that our scheme is of order…

Numerical Analysis · Mathematics 2016-11-29 Jialin Hong , Lihai Ji , Xu Wang

We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…

Numerical Analysis · Mathematics 2026-04-30 Owen Hearder , Claude Le Bris , Ana Djurdjevac

This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

Optimization and Control · Mathematics 2024-11-19 Andreas Prohl , Yanqing Wang

In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…

Numerical Analysis · Mathematics 2017-07-17 Willem Hundsdorfer

We prove the convergence in Zhidkov spaces of the first-order Lie-Trotter and the second-order Strang splitting schemes for the time integration of the Gross-Pitaesvkii equation with a time-dependent potential and non-zero boundary…

Analysis of PDEs · Mathematics 2026-03-10 Quentin Chauleur , Gaspard Kemlin

In this paper, we propose a linearized Fourier pseudo-spectral method, which preserves the total mass and energy conservation laws, for the damped nonlinear Schr\"{o}dinger equation in three dimensions. With the aid of the semi-norm…

Numerical Analysis · Mathematics 2020-03-18 Chaolong Jiang , Yongzhong Song , Yushun Wang

In this paper, we search for normalized solutions to a fractional, nonlinear, and possibly strongly sublinear Schr\"odinger equation $$(-\Delta)^s u + \mu u = g(u) \quad \hbox{in $\mathbb{R}^N$},$$ under the mass constraint…

Analysis of PDEs · Mathematics 2025-04-01 Marco Gallo , Jacopo Schino

We consider the linear and non linear cubic Schr\"odinger equations with periodic boundary conditions, and their approximations by splitting methods. We prove that for a dense set of arbitrary small time steps, there exists numerical…

Numerical Analysis · Mathematics 2013-11-20 Erwan Faou , Tiphaine Jézéquel

We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…

Numerical Analysis · Mathematics 2026-02-17 Beniamin Goldys , Agus L. Soenjaya , Thanh Tran

In this paper, we propose a mass- and modified energy-conservative relaxation Crank-Nicolson finite element method for the Schr\"{o}dinger-Poisson equation. Utilizing only a single auxiliary variable, we simultaneously reformulate the…

Numerical Analysis · Mathematics 2025-09-23 Huini Liu , Nianyu Yi , Peimeng Yin

Using a Fourier spectral method, we provide a detailed numerically investigation of dispersive Schr\"odinger type equations involving a fractional Laplacian. By an appropriate choice of the dispersive exponent, both mass and energy sub- and…

Analysis of PDEs · Mathematics 2015-06-19 C. Klein , C. Sparber , P. Markowich

We consider a class of second-order Strang splitting methods for Allen-Cahn equations with polynomial or logarithmic nonlinearities. For the polynomial case both the linear and the nonlinear propagators are computed explicitly. We show that…

Numerical Analysis · Mathematics 2022-03-23 Dong Li , Chaoyu Quan , Jiao Xu

In this paper, we consider numerical approximation of constrained gradient flows of planar closed curves, including the Willmore and the Helfrich flows. These equations have energy dissipation and the latter has conservation properties due…

Numerical Analysis · Mathematics 2022-08-02 Tomoya Kemmochi , Yuto Miyatake , Koya Sakakibara

In this paper, we propose a numerical method to approximate the solution of the time-dependent Schr\"odinger equation with periodic boundary condition in a high-dimensional setting. We discretize space by using the Fourier pseudo-spectral…

Numerical Analysis · Mathematics 2019-05-20 Yuya Suzuki , Dirk Nuyens