Related papers: A fast two-level Strang splitting method for multi…
In this paper is described a general 2-nd order accurate (weak sense) procedure for stablizing Monte-Carlo simulations of Ito stochastic differential equations. The splitting procedure includes explicit Runge-Kutta methods, semi-implicit…
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…
We consider an initial-boundary value problem for a generalized 2D time-dependent Schrodinger equation (with variable coefficients) on a semi-infinite strip. For the Crank-Nicolson-type finite-difference scheme with approximate or discrete…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…
In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
Numeric modeling of electromagnetics and acoustics frequently entails matrix-vector multiplication with block Toeplitz structure. When the corresponding block Toeplitz matrix is not highly sparse, e.g. when considering the electromagnetic…
We consider the discretization of time-space diffusion equations with fractional derivatives in space and either 1D or 2D spatial domains. The use of implicit Euler scheme in time and finite differences or finite elements in space, leads to…
In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…
Due to the nonlocal feature of fractional differential operators, the numerical solution to fractional partial differential equations usually requires expensive memory and computation costs. This paper develops a fast scheme for fractional…
Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These…
Two-level domain decomposition preconditioners lead to fast convergence and scalability of iterative solvers. However, for highly heterogeneous problems, where the coefficient function is varying rapidly on several possibly non-separated…
The space nonlocal Allen-Cahn equation is a famous example of fractional reaction-diffusion equations. It is also an extension of the classical Allen-Cahn equation, which is widely used in physics to describe the phenomenon of two-phase…
We present an efficient and flexible method for solving the non-linear lasing equations of the steady-state ab initio laser theory. Our strategy is to solve the underlying system of partial differential equations directly, without the need…
In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order $\alpha$. Although some of its variants are considered in many recent…
The $L^2$ gradient flow of the Ginzburg-Landau free energy functional leads to the Allen Cahn equation that is widely used for modeling phase separation. Machine learning methods for solving the Allen-Cahn equation in its strong form suffer…
We propose a method to numerically compute fractional derivatives (or the fractional Laplacian) on the whole real line via Riesz fractional integrals. The compactified real line is divided into a number of intervals, thus amounting to a…
We present several methods, which utilize symplectic integration techniques based on two and three part operator splitting, for numerically solving the equations of motion of the disordered, discrete nonlinear Schr\"odinger (DDNLS)…
This paper proposes and analyzes a fully discrete scheme that discretizes space with an ultra-weak local discontinuous Galerkin scheme and time with the Crank--Nicolson method for the nonlinear biharmonic Schr\"odinger equation. We first…
The indefinite least squares (ILS) problem is a generalization of the famous linear least squares problem. It minimizes an indefinite quadratic form with respect to a signature matrix. For this problem, we first propose an impressively…