Related papers: Filtered finite difference methods for nonlinear S…
The numerical integration of the Schr\"odinger equation by discretization of time is explored for the curved manifolds arising from finite representations based on evolving basis states. In particular, the unitarity of the evolution is…
In this work, we present two numerical methods to approximate solutions of systems of dissipative sine-Gordon equations that arise in the study of one-dimensional, semi-infinite arrays of Josephson junctions coupled through superconducting…
In this paper we suggest a new approach for the multichannel Coulomb scattering problem. The Schr\"{o}dinger equation for the problem is reformulated in the form of a set of inhomogeneous equations with a finite-range driving term. The…
In this work, we analyze a Crank-Nicolson type time stepping scheme for the subdiffusion equation, which involves a Caputo fractional derivative of order $\alpha\in (0,1)$ in time. It hybridizes the backward Euler convolution quadrature…
We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…
In this paper, we investigate the numerical solutions of the cubic nonlinear Schrodinger equation via the exponential B-spline collocation method. Crank-Nicolson formulas are used for time discretization of the target equation. A…
Semi-infinite programming can be used to model a large variety of complex optimization problems. The simple description of such problems comes at a price: semi-infinite problems are often harder to solve than finite nonlinear problems. In…
Schr\"odinger equations with nonlinearities concentrated in some regions of space are good models of various physical situations and have interesting mathematical properties. We show that in the semiclassical limit it is possible to…
We introduce novel dynamical low-rank methods for solving large-scale matrix differential equations, motivated by algorithms from randomized numerical linear algebra. In terms of performance (cost and accuracy), our methods overperform…
Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…
This paper presents a linear, decoupled, mass- and energy-conserving numerical scheme for the multi-dimensional coupled nonlinear Schr\"odinger (CNLS) system. The scheme combines the fourth-order compact difference approximation in space…
We present a finite difference method to solve a new type of nonlocal hydrodynamic equations that arise in the theory of spatially inhomogeneous Bloch oscillations in semiconductor superlattices. The hydrodynamic equations describe the…
In this article, a compact finite difference method is proposed for pricing European and American options under jump-diffusion models. Partial integro-differential equation and linear complementary problem governing European and American…
Motivated by the paraxial narrow-angle approximation of the Helmholtz equation in domains of variable topography that appears as an important application in Underwater Acoustics, we analyze a general Schr\"odinger-type equation posed on…
We present a novel numerical routine (oscode) with a C++ and Python interface for the efficient solution of one-dimensional, second-order, ordinary differential equations with rapidly oscillating solutions. The method is based on a…
We investigate discretizations of the integrable discrete nonlinear Schr\"odinger dynamical system and related symplectic structures. We develop an effective scheme of invariant reducing the corresponding infinite system of ordinary…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
The higher-order nonlinear Schrodinger equation (Dysthe's equation in the context of water-waves) models the time evolution of the slowly modulated amplitude of a wave-packet in dispersive partial differential equations (PDE). These…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…