Related papers: Optimal error bounds on time-splitting methods for…

We propose a novel time-splitting scheme for a class of semilinear stochastic evolution equations driven by cylindrical fractional noise. The nonlinearity is decomposed as the sum of a one-sided, non-globally, Lipschitz continuous function,…

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

We study nonparametric estimation of Schr\"odinger bridge (SB) drifts from i.i.d.\ data observed on a single time interval. Starting from the conditional-ratio form of the Schr\"odinger bridge time-series (SBTS) drift formula, we analyze a…

We take advantage of recent and new results on optimal quantization theory to improve the quadratic optimal quantization error bounds for backward stochastic differential equations (BSDE) and nonlinear filtering problems. For both problems,…

Coupled nonlinear Schr\"odinger equations model various physical phenomena, such as wave propagation in nonlinear optics, multi-component Bose-Einstein condensates, and shallow water waves. Despite their extensive applications, analytical…

Concerned with elliptic operators with stationary random coefficients of integrable correlations and bounded Lipschitz domains, arising from stochastic homogenization theory, this paper is mainly devoted to studying Calder\'on-Zygmund…

We establish nearly optimal upper and lower bounds for approximating decision tree splits in data streams. For regression with labels in the range $\{0,1,\ldots,M\}$, we give a one-pass algorithm using $\tilde{O}(M^2/\epsilon)$ space that…

We consider the corrector equation from the stochastic homogenization of uniformly elliptic finite-difference equations with random, possibly non-symmetric coefficients. Under the assumption that the coefficients are stationary and ergodic…

We consider the cubic nonlinear Schr\"odinger equation with an exceptional potential. We obtain a sharp time decay for the global in time solution and we get the large time asymptotic profile of small solutions. We prove the existence of…

We study the dispersive properties of the linear Schr\"odinger equation with a time-dependent potential $V(t,x)$. We show that an appropriate integrability condition in space and time on $V$, i.e. the boundedness of a suitable…

Known as no fast-forwarding theorem in quantum computing, the simulation time for the Hamiltonian evolution needs to be $O(\|H\| t)$ in the worst case, which essentially states that one can not go across the multiple scales as the…

We introduce efficient and robust exponential-type integrators for Klein-Gordon equations which resolve the solution in the relativistic regime as well as in the highly-oscillatory non-relativistic regime without any step-size restriction,…

We provide a systematic comparison of two numerical methods to solve the widely used nonlinear Schr\"odinger equation. The first one is the standard second order split-step (SS2) method based on operator splitting approach. The second one…

This paper deals with the 2-D Schr\"odinger equation with time-oscillating exponential nonlinearity $i\partial_t u+\Delta u= \theta(\omega t)\big(e^{4\pi|u|^2}-1\big)$, where $\theta$ is a periodic $C^1$-function. We prove that for a class…

We propose a new splitting method for strong numerical solution of the Cox-Ingersoll-Ross model. For this method, applied over both deterministic and adaptive random meshes, we prove a uniform moment bound and strong error results of order…

In this work, we consider the following focusing inhomogeneous nonlinear Schr\"odinger equation \begin{align*} i\partial_t u+\Delta u +|x|^{-b}|u|^p u=0,\quad (t, x)\in\mathbb{R}\times\mathbb{R}^N \end{align*} with $0<b<\mbox{min}\{2, N\}$…

Model order reduction (MOR) is often applied to spatially-discretized partial differential equations to reduce their order and hence decrease computational complexity. A reduced system can be obtained, e.g., by time-limited balanced…

The likelihood functions for discretely observed nonlinear continuous-time models based on stochastic differential equations are not available except for a few cases. Various parameter estimation techniques have been proposed, each with…

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Operator-splitting methods are widely used to solve differential equations, especially those that arise from multi-scale or multi-physics models, because a monolithic (single-method) approach may be inefficient or even infeasible. The most…