Related papers: ITVOLT: An Iterative Solver for the Time-Dependent…
In this paper we obtain an It\^o differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.
We consider a class of one dimensional vector Non-linear Schr$\ddot{o}$dinger Equation(NLSE) in an external complex potential with Balanced Loss-Gain(BLG) and Linear Coupling(LC) among the components of the Schr$\ddot{o}$dinger field. The…
We propose a multilevel tensor-train (TT) framework for solving nonlinear partial differential equations (PDEs) in a global space-time formulation. While space-time TT solvers have demonstrated significant potential for compressed…
In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…
We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…
The CHDG method is a hybridizable discontinuous Galerkin (HDG) finite element method suitable for the iterative solution of time-harmonic wave propagation problems. Hybrid unknowns corresponding to transmission variables are introduced at…
This paper presents iterative methods for solving tensor equations involving the T-product. The proposed approaches apply tensor computations without matrix construction. For each initial tensor, these algorithms solve related problems in a…
The split-operator pseudo-spectral method based on the fast Fourier transform (SO-FFT) is a fast and accurate method for the numerical solution of the time-dependent Schr\"odinger-like equations (TDSE). As well as other grid-based…
The linearization of nonlinear systems is an important digital enhancement technique. In this paper, a real-time capable post- and pre-linearization method for the widely applicable time-varying discrete-time Volterra series is presented.…
The Imaginary Time Step (ITS) method is applied to solve the Dirac equation with the nonlocal potential in coordinate space by the ITS evolution for the corresponding Schr\"odinger-like equation for the upper component. It is demonstrated…
Following on our previous work [S. Delong and B. E. Griffith and E. Vanden-Eijnden and A. Donev, Phys. Rev. E, 87(3):033302, 2013], we develop temporal integrators for solving Langevin stochastic differential equations that arise in…
Emerging tensor network techniques for solutions of Partial Differential Equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultrafast numerical solutions of high-dimensional…
An alternative method is proposed for deriving the time dependent Schroedinger equation from the pictures of wave and matrix mechanics. The derivation is of a mixed classical quantum character, since time is treated as a classical variable,…
By applying a simple symmetry reduction on a two-layer liquid model, a nonlocal counterpart of it is obtained. Then a general form of nonlocal nonlinear Schrodinger (NNLS) equation with shifted parity, charge-conjugate and delayed time…
While new light sources allow for unprecedented resolution in experiments with X-rays, a theoretical understanding of the scattering cross-section is lacking. In the particular case of strongly correlated electron systems, numerical…
The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…
The time dependent spectral renormalization (TDSR) method was introduced by Cole and Musslimani as a novel way to numerically solve initial boundary value problems. An important and novel aspect of the TDSR scheme is its ability to…
In this paper, we consider the Euler method for backward stochastic Volterra integral equations. First, we approximate the original equation by a family of backward stochastic equations (BSDEs, for short). Then we solve the BSDEs by the…
Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…
In this paper, we introduce a class of linear time-varying dynamic-algebraic equations(LTVDAE) of tractability index one on arbitrary time scales. We propose a procedure for the decoupling of the considered class LTVDAE. A projector…