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Due to the seminal works of Hochbruck and Ostermann exponential splittings are well established numerical methods utilizing operator semigroup theory for the treatment of semilinear evolution equations whose principal linear part involves a…

Functional Analysis · Mathematics 2022-07-25 Bálint Farkas , Birgit Jacob , Merlin Schmitz

Stochastic differential equations are widely used in various fields; in particular, the usefulness of duality relations has been demonstrated in some models such as population models and Brownian momentum processes. In this study, a…

Statistical Mechanics · Physics 2021-02-09 Jun Ohkubo

Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…

Neural and Evolutionary Computing · Computer Science 2014-01-02 C. D. Erdbrink , V. V. Krzhizhanovskaya , P. M. A. Sloot

This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…

Numerical Analysis · Mathematics 2025-08-20 Yanyan Shi , Christian Lubich

Segmented models are widely used to describe non-stationary sequential data with discrete change points. Their estimation usually requires solving a mixed discrete-continuous optimization problem, where the segmentation is the discrete part…

Machine Learning · Computer Science 2021-01-19 Erik Scharwächter , Jonathan Lennartz , Emmanuel Müller

In this paper, we develop a natural operator-splitting variational scheme for a general class of non-local, degenerate conservative-dissipative evolutionary equations. The splitting-scheme consists of two phases: a conservative (transport)…

Analysis of PDEs · Mathematics 2022-06-24 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…

Quantum Physics · Physics 2025-10-16 Matteo Vandelli , Francesco Ferrari , Daniele Dragoni

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,…

Numerical Analysis · Mathematics 2025-12-11 Xiao-Li Ding , Charles-Edouard Bréhier , Dehua Wang

In this paper we describe an iterative operator-splitting method for unbounded operators. We derive error bounds for iterative splitting methods in the presence of unbounded operators and semigroup operators. Here mixed applications of…

Numerical Analysis · Mathematics 2009-04-02 Juergen Geiser

We propose a hierarchical splitting approach to differential equations that provides a design principle for constructing splitting methods for $N$-split systems by iteratively applying splitting methods for two-split systems. We analyze the…

Numerical Analysis · Mathematics 2026-01-21 Kevin Schäfers , Michael Günther

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

In [8], some exact splittings are proposed for inhomogeneous quadratic differential equations including, for example, transport equations, kinetic equations, and Schr{\"o}dinger type equations with a rotation term. In this work, these exact…

Numerical Analysis · Mathematics 2020-01-01 Joackim Bernier , Nicolas Crouseilles , Yingzhe Li

We present a numerical study of the coupled time-dependent Gross-Pitaevskii equation, which describes the Bose-Einstein condensate of several types of trapped bosons at ultralow temperature with both attractive and repulsive interatomic…

Soft Condensed Matter · Physics 2009-11-07 Sadhan K. Adhikari

In this manuscript, we propose matrix- and tensor-oriented methods for the numerical solution of the multidimensional evolutionary space-fractional complex Ginzburg--Landau equation. After a suitable spatial semidiscretization, the…

Numerical Analysis · Mathematics 2025-10-27 Marco Caliari , Fabio Cassini

An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…

Numerical Analysis · Computer Science 2015-05-18 Petr N. Vabishchevich

Advances in information technology have led to extremely large datasets that are often kept in different storage centers. Existing statistical methods must be adapted to overcome the resulting computational obstacles while retaining…

Methodology · Statistics 2021-11-12 Qiong Zhang , Jiahua Chen

This paper introduces weighted finite difference methods for numerically solving dispersive evolution equations with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled cubic nonlinear…

Numerical Analysis · Mathematics 2025-08-22 Yanyan Shi , Christian Lubich

Prior to the recent development of symplectic integrators, the time-stepping operator $\e^{h(A+B)}$ was routinely decomposed into a sum of products of $\e^{h A}$ and $\e^{hB}$ in the study of hyperbolic partial differential equations. In…

Numerical Analysis · Mathematics 2010-05-14 Siu A. Chin , Jurgen Geiser

Evolutionary computation techniques have mostly been used to solve various optimization and learning problems successfully. Evolutionary algorithm is more effective to gain optimal solution(s) to solve complex problems than traditional…

Neural and Evolutionary Computing · Computer Science 2013-03-05 Moslema Jahan , M. M. A. Hashem , Gazi Abdullah Shahriar

We present a splitting method for the one-dimensional Saint-Venant-Exner equations used for describing the bed evolution in shallow water systems. We adapt the flux vector splitting approach of Toro and Vazquez-Cend\`on and identify one…

Numerical Analysis · Mathematics 2021-12-08 Annunziato Siviglia , Davide Vanzo , Eleuterio F. Toro
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