Related papers: Structured Backward Error for the WKB method
We perform a systematic WKB expansion to all orders for a one-dimensional system with potential $V(x)=U_0/\cos^2{(\alpha x)}$. We are able to sum the series to the exact energy spectrum. Then we show that at any finite order the error of…
Backward error analysis offers a method for assessing the quality of numerical programs in the presence of floating-point rounding errors. However, techniques from the numerical analysis literature for quantifying backward error require…
In this paper we obtain a Wong-Zakai approximation to solutions of backward doubly stochastic differential equations.
A method is suggested for treating those complicated physical problems for which exact solutions are not known but a few approximation terms of a calculational algorithm can be derived. The method permits one to answer the following rather…
We introduce the deep multi-FBSDE method for robust approximation of coupled forward-backward stochastic differential equations (FBSDEs), focusing on cases where the deep BSDE method of Han, Jentzen, and E (2018) fails to converge. To…
In this paper, we propose a novel, computationally efficient reduced order method to solve linear parabolic inverse source problems. Our approach provides accurate numerical solutions without relying on specific training data. The forward…
In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…
Extended formulation of Full Waveform Inversion (FWI), called Wavefield Reconstruction Inversion (WRI), offers potential benefits of decreasing the nonlinearity of the inverse problem by replacing the explicit inverse of the ill-conditioned…
We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…
In boundary integral methods it is often necessary to evaluate layer potentials on or close to the boundary, where the underlying integral is difficult to evaluate numerically. Quadrature by expansion (QBX) is a new method for dealing with…
The harmonic balance method is the most commonly used method for solving periodic solutions of nonlinear dynamic systems, but the high-order approximation of nonlinear terms requires sophisticated formula derivation, which limits its…
Causal structure learning (CSL), a prominent technique for encoding cause-and-effect relationships among variables, through Bayesian Networks (BNs). Although recovering causal structure solely from data is a challenge, the integration of…
We develop a unified framework for analyzing quantum mechanical resonances using the exact WKB method. The non-perturbative formulation based on the exact WKB method works for incorporating the Zel'dovich regularization, the complex scaling…
The Rosenbrock-Krylov family of time integration schemes is an extension of Rosenbrock-W methods that employs a specific Krylov based approximation of the linear system solutions arising within each stage of the integrator. This work…
We propose a new randomized method for solving systems of nonlinear equations, which can find sparse solutions or solutions under certain simple constraints. The scheme only takes gradients of component functions and uses Bregman…
In this paper, we use the WKB approximation method to approximately solve a deformed Schrodinger-like differential equation: $\left[ -\hbar^{2} \partial_{\xi}^{2}g^{2}\left( -i\hbar\alpha\partial_{\xi}\right) -p^{2}\left( \xi\right) \right]…
Weak Galerkin (WG) refers to general finite element methods for partial differential equations in which differential operators are approximated by weak forms through the usual integration by parts. In particular, WG methods allow the use of…
The spectral deferred correction method is a variant of the deferred correction method for solving ordinary differential equations. A benefit of this method is that is uses low order schemes iteratively to produce a high order…
A method is presented to obtain an inner-approximation of the backward reachable set (BRS) of a given target tube, along with an admissible controller that maintains trajectories inside this tube. The proposed optimization algorithms are…
Path integral derivations are presented for two recently developed complex trajectory techniques for the propagation of wave packets, Complex WKB and BOMCA. Complex WKB is derived using a standard saddle point approximation of the path…