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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

We present the fourth-order compact finite difference (4cFD) discretizations for the long time dynamics of the nonlinear Klein-Gordon equation (NKGE), while the nonlinearity strength is characterized by $\varepsilon^p$ with a constant $p…

Numerical Analysis · Mathematics 2020-03-10 Yue Feng

Splitting methods constitute a well-established class of numerical schemes for the time integration of partial differential equations. Their main advantages over more traditional schemes are computational efficiency and superior geometric…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

In this article we investigate the numerical solution of a scalar semilinear stochastic delay differential equation (SDDE) where the linear instantaneous feedback and nonlinear delayed feedback terms are perturbed by a pair of standard…

Numerical Analysis · Mathematics 2026-03-24 Cónall Kelly , Wenshi Tang

For the numerical solution of the cubic nonlinear Schr\"{o}dinger equation with periodic boundary conditions, a pseudospectral method in space combined with a filtered Lie splitting scheme in time is considered. This scheme is shown to…

Numerical Analysis · Mathematics 2025-11-18 Lun Ji , Alexander Ostermann , Frédéric Rousset , Katharina Schratz

We consider the nonlinear Schr{\"o}dinger equation with a defocusing nonlinearity which is mass-(super)critical and energy-subcritical. We prove uniform in time error estimates for the Lie-Trotter time splitting discretization. This…

Analysis of PDEs · Mathematics 2025-07-23 Rémi Carles , Chunmei Su

We study numerical schemes for Stochastic Partial Differential Equations (SPDEs). We introduce a general method of proof of non-asymptotic uniform in time error bounds on numerical integrators for SPDEs, ensuring the schemes capture both…

Numerical Analysis · Mathematics 2026-03-20 Can Huang , Michela Ottobre , Gideon Simpson

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

Two exponential wave integrator Fourier pseudospectral (EWI-FP) methods are presented and analyzed for the long-time dynamics of the Dirac equation with small potentials characterized by $\varepsilon \in (0, 1]$ a dimensionless parameter.…

Numerical Analysis · Mathematics 2021-06-29 Yue Feng , Jia Yin

We establish error bounds of the finite difference time domain (FDTD) methods for the long time dynamics of the nonlinear Klein-Gordon equation (NKGE) with a cubic nonlinearity, while the nonlinearity strength is characterized by…

Numerical Analysis · Mathematics 2021-10-26 Weizhu Bao , Yue Feng , Wenfan Yi

The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…

Numerical Analysis · Mathematics 2024-12-30 Meng Cai , David Cohen , Xiaojie Wang

We establish the error bounds of fourth-order compact finite difference (4cFD) methods for the Dirac equation in the massless and nonrelativistic regime, which involves a small dimensionless parameter $0 < \varepsilon \le 1$ inversely…

Numerical Analysis · Mathematics 2021-09-23 Yue Feng , Ying Ma

This paper proposes the use of spectral element methods \citep{canuto_spectral_1988} for fast and accurate training of Neural Ordinary Differential Equations (ODE-Nets; \citealp{Chen2018NeuralOD}) for system identification. This is achieved…

Neural and Evolutionary Computing · Computer Science 2020-01-20 Alessio Quaglino , Marco Gallieri , Jonathan Masci , Jan Koutník

We study the uniform-in-time weak propagation of chaos for the consensus-based optimization (CBO) method on a bounded searching domain. We apply the methodology for studying long-time behaviors of interacting particle systems developed in…

Optimization and Control · Mathematics 2025-02-04 Erhan Bayraktar , Ibrahim Ekren , Hongyi Zhou

We consider Lie and Strang splitting for the time integration of constrained partial differential equations with a nonlinear reaction term. Since such systems are known to be sensitive with respect to perturbations, the splitting procedure…

Numerical Analysis · Mathematics 2016-07-27 Robert Altmann , Alexander Ostermann

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…

Numerical Analysis · Mathematics 2020-08-26 Santiago Badia , Jesús Bonilla , Sibusiso Mabuza , John N. Shadid

For a large class of fully nonlinear parabolic equations, which include gradient flows for energy functionals that depend on the solution gradient, the semidiscretization in time by implicit Runge-Kutta methods such as the Radau IIA methods…

Numerical Analysis · Mathematics 2016-06-14 Peer C. Kunstmann , Buyang Li , Christian Lubich

A new type of systematic approach to study the incompressible Euler equations numerically via the vanishing viscosity limit is proposed in this work. We show the new strategy is unconditionally stable that the $L^2$-energy dissipates and…

Numerical Analysis · Mathematics 2024-06-19 Xinyu Cheng , Zhaonan Luo , Sheng Wang