Related papers: A CWENO large time-step scheme for Hamilton--Jacob…
Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…
In this article we present the first better than second order accurate unstructured Lagrangian-type one-step WENO finite volume scheme for the solution of hyperbolic partial differential equations with non-conservative products. The method…
Simulating Hamiltonian dynamics is one of the most fundamental and significant tasks for characterising quantum materials. Recently, a series of quantum algorithms employing block-encoding of Hamiltonians have succeeded in providing…
Many interesting applications of hyperbolic systems of equations are stiff, and require the time step to satisfy restrictive stability conditions. One way to avoid small time steps is to use implicit time integration. Implicit integration…
In this paper, we present a proof-of-concept quantum algorithm for simulating time-dependent Hamiltonian evolution by reducing the problem to simulating a time-independent Hamiltonian in a larger space using a discrete clock Hamiltonian…
We consider the problem of time-optimal path planning for simple nonholonomic vehicles. In previous similar work, the vehicle has been simplified to a point mass and the obstacles have been stationary. Our formulation accounts for a…
We prove first-order convergence of semi-discrete monotone finite difference schemes for Hamilton--Jacobi equations on the Wasserstein space over a finite graph. A central challenge is the boundary degeneracy of the Wasserstein simplex,…
Efficient and unconditionally stable high order time marching schemes are very important but not easy to construct for nonlinear phase dynamics. In this paper, we propose and analysis an efficient stabilized linear Crank-Nicolson scheme for…
We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the Feynman-Kac representation in [12] by means of control…
Different ways of implementing dimension-by-dimension CWENO reconstruction are discussed and the most efficient method is applied to develop a fourth order central scheme for multi-dimensional hyperbolic problems. Fourth order accuracy and…
We introduce some sparse grids interpolations used in Semi-Lagrangian schemes for linear and fully non-linear diffusion Hamilton Jacobi Bellman equations arising in stochastic control. We prove that the method introduced converges toward…
We develop a fourth-order Magnus expansion based quantum algorithm for the simulation of many-body problems involving two-level quantum systems with time-dependent Hamiltonians, $\mathcal{H}(t)$. A major hurdle in the utilization of the…
In this paper, we present a class of nonuniform time-stepping, high-order linear stabilized schemes that can preserve both the discrete energy stability and maximum-bound principle (MBP) for the time-fractional Allen-Cahn equation. To this…
In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…
We introduce a new machinery to study the large time behavior for general classes of Hamilton--Jacobi type equations, which include degenerate parabolic equations and weakly coupled systems. We establish the convergence results by using the…
We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…
We propose a supervised learning scheme for the first order Hamilton--Jacobi PDEs in high dimensions. The scheme is designed by using the geometric structure of Wasserstein Hamiltonian flows via a density coupling strategy. It is…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
Compared with time independent Hamiltonians, the dynamics of generic quantum Hamiltonians $H(t)$ are complicated by the presence of time ordering in the evolution operator. In the context of digital quantum simulation, this difficulty…
We consider a family of variable time-stepping Dahlquist-Liniger-Nevanlinna (DLN) schemes, which is unconditional non-linear stable and second order accurate, for the Allen-Cahn equation. The finite element methods are used for the spatial…