Related papers: Filtered finite difference methods for nonlinear S…
We present a new method for the solution of the Schrodinger equation applicable to problems of non-perturbative nature. The method works by identifying three different scales in the problem, which then are treated independently: An…
Using a Fourier spectral method, we provide a detailed numerically investigation of dispersive Schr\"odinger type equations involving a fractional Laplacian. By an appropriate choice of the dispersive exponent, both mass and energy sub- and…
We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…
In this paper we focus on the subdiffusive Black Scholes model. The main part of our work consists of the finite difference method as a numerical approach to the option pricing in the considered model. We derive the governing fractional…
A new exponentially fitted version of the Discrete Variational Derivative method for the efficient solution of oscillatory complex Hamiltonian Partial Differential Equations is proposed. When applied to the nonlinear Schroedinger equation,…
We build Gaussian wave packets for the linear Schr\"odinger equation and its finite difference space semi-discretization and illustrate the lack of uniform dispersive properties of the numerical solutions as established in Ignat, Zuazua,…
We present a generalization of the often-used Crank-Nicolson (CN) method of obtaining numerical solutions of the time-dependent Schr\"odinger equation. The generalization yields numerical solutions accurate to order $(\Delta x)^{2r-1}$ in…
This article presents a finite element scheme with Newton's method for solving the time-fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank-Nicolson scheme based on backward Euler convolution…
We present new approaches for solving constrained multicomponent nonlinear Schr\"odinger equations in arbitrary dimensions. The idea is to introduce an artificial time and solve an extended damped second order dynamic system whose…
In the last few decades, numerical simulation for nonlinear oscillators has received a great deal of attention, and many researchers have been concerned with the design and analysis of numerical methods for solving oscillatory problems. In…
From the mathematical side, nonlinear Schr\"odinger equations are usually investigated via variational methods, that cease to work in higher dimensions. This thesis tries to overcome this problem by focusing on spherically symmetric…
We prove the optimal strong convergence rate of a fully discrete scheme, based on a splitting approach, for a stochastic nonlinear Schr\"odinger (NLS) equation. The main novelty of our method lies on the uniform a priori estimate and…
In this paper, we study loaded modified diffusion equation (the Hallaire equation with the fractional derivative with respect to time). The compact finite difference scheme of Crank-Nicholson type of higher order is developed for…
An initial-boundary value problem for the $n$-dimensional ($n\geq 2$) time-dependent Schr\"odinger equation in a semi-infinite (or infinite) parallelepiped is considered. Starting from the Numerov-Crank-Nicolson finite-difference scheme, we…
We present four frequently used finite difference methods and establish the error bounds for the discretization of the Dirac equation in the massless and nonrelativistic regime, involving a small dimensionless parameter $0< \varepsilon \ll…
Efficient and energy stable high order time marching schemes are very important but not easy to construct for the study of nonlinear phase dynamics. In this paper, we propose and study two linearly stabilized second order semi-implicit…
Preserving scalar boundedness is important for numerical schemes used in turbulent compressible multi-component flow simulations to prevent unphysical results and unstable simulations. However, ensuring scalar boundedness for high-order,…
We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…
Non-hydrostatic atmospheric models often use semi-implicit temporal discretisations in order to negate the time step limitation of explicitly resolving the fast acoustic and gravity waves. Solving the resulting system to machine precision…
In this paper, we propose and analyze a fully discrete finite element projection method for the magnetohydrodynamic (MHD) equations. A modified Crank--Nicolson method and the Galerkin finite element method are used to discretize the model…