Related papers: Splitting methods with complex coefficients for li…
This paper considers the extreme type-II Ginzburg-Landau equations, a nonlinear PDE model that describes the states of a wide range of superconductors. For two-dimensional grids, a robust method is developed that performs a numerical…
In this paper, we rigorously analyze the energy, momentum and magnetic moment behaviours of two splitting methods for solving charged-particle dynamics. The near-conservations of these invariants are given for the system under constant…
The method of moments in the context of Nonlinear Schrodinger Equations relies on defining a set of integral quantities, which characterize the solution of this partial differential equation and whose evolution can be obtained from a set of…
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…
We develop new adaptive algorithms for temporal integration of nonlinear evolution equations on tensor manifolds. These algorithms, which we call step-truncation methods, are based on performing one time step with a conventional…
We compare two different numerical methods to integrate in time spatially delocalized initial densities using the Schr\"odinger-Poisson equation system as the evolution law. The basic equation is a nonlinear Schr\"odinger equation with an…
In this paper we study the convergence of a Lie-Trotter operator splitting for stochastic semi-linear evolution equations in a Hilbert space. The abstract Hilbert space setting allows for the consideration of convergence of the…
We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…
A second-order $L$-stable exponential time-differencing (ETD) method is developed by combining an ETD scheme with approximating the matrix exponentials by rational functions having real distinct poles (RDP), together with a dimensional…
Sparse inversion and classification problems are ubiquitous in modern data science and imaging. They are often formulated as non-smooth minimisation problems. In sparse inversion, we minimise, e.g., the sum of a data fidelity term and an…
Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…
This paper contributes to the exploration of a recently introduced computational paradigm known as second-order flows, which are characterized by novel dissipative hyperbolic partial differential equations extending accelerated gradient…
A common approach to studying high-dimensional systems with emergent low-dimensional behavior is based on lift-evolve-restrict maps (called equation-free methods): first, a user-defined lifting operator maps a set of low-dimensional…
We consider {\em discretized} Hamiltonian PDEs associated with a Hamiltonian function that can be split into a linear unbounded operator and a regular nonlinear part. We consider splitting methods associated with this decomposition. Using a…
Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by a restricted type of linear differential equations. Here we extend quantum simulation algorithms…
Employing the ideas of non-linear preconditioning and testing of the classical proximal point method, we formalise common arguments in convergence rate and convergence proofs of optimisation methods to the verification of a simple…
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…
This article is devoted to the construction of new numerical methods for the semiclassical Schr\"odinger equation. A phase-amplitude reformulation of the equation is described where the Planck constant epsilon is not a singular parameter.…