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A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically in numerical examples. In a prediction…
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…
We discuss mathematical methods to derive Nonlinear Schr\"odinger equations (NLS) in "low dimensional" settings, i.e. the 3-dimensional physical space e.g. to 2 or 1 space dimensions. Beside from the case the system exhibits an internal…
The time-dependent one-dimensional nonlinear Schr\"odinger equation (NLSE) is solved numerically by a hybrid pseudospectral-variational quantum algorithm that connects a pseudospectral step for the Hamiltonian term with a variational step…
We consider a nonlinear dispersive equation with a quasilinear quadratic term. We establish two results. First, we show that solutions to this equation with initial data of order $\mathcal{O}(\varepsilon)$ in Sobolev norms exist for a time…
In general, high order splitting methods suffer from an order reduction phenomena when applied to the time integration of partial differential equations with non-periodic boundary conditions. In the last decade, there were introduced…
We establish the pointwise convergence of the iterative Lloyd algorithm, also known as $k$-means algorithm, when the quadratic quantization error of the starting grid (with size $N\ge 2$) is lower than the minimal quantization error with…
We consider reduced-order modeling of nonlinear dispersive waves described by a class of nonlinear Schrodinger (NLS) equations. We compare two nonlinear reduced-order modeling methods: (i) The reduced Lagrangian approach which relies on the…
In the prototypical setting of non-Euclidean geometry, the 2-dimensional Real Hyperbolic space $\mathbb{H}^2$, we consider the Carleson's problem for the Schr\"odinger equation and improve the best known result until now by proving that the…
This paper studies a new class of integration schemes for the numerical solution of semi-explicit differential-algebraic equations of differentiation index 2 in Hessenberg form. Our schemes provide the flexibility to choose different…
We establish that the initial value problem for the quadratic non-linear Schr\"odinger equation $$ iu_t - \Delta u = u^2$$ where $u: \R^2 \times \R \to \C$, is locally well-posed in $H^s(\R^2)$ when $s > -1$. The critical exponent for this…
We consider the problem of high-dimensional filtering of state-space models (SSMs) at discrete times. This problem is particularly challenging as analytical solutions are typically not available and many numerical approximation methods can…
This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…
We consider a simple initial-boundary-value problem for the shallow water equations in one space dimension, and also the analogous problem for a symmetric variant of the system. Assuming smoothness of solutions, we discretize these problems…
The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…
We study the convergence rates of the semi-discrete (SD) method originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics,…
In this paper, we continue some investigations on the periodic NLSE started by Lebowitz, Rose and Speer and by Bourgain with the addition of a distributional multiplicative potential. We prove that the equation is globally wellposed for a…
For the first time, Schr\"odinger equations with cubic and more complex nonlinearities containing the unknown function with constant delay are analyzed. The physical considerations that can lead to the appearance of a delay in such…
A linear implicit finite difference method is proposed for the approximation of the solution to a periodic, initial value problem for a Schrodinger-Hirota equation. Optimal, second order convergence in the discrete $H^1-$norm is proved,…
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…