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We consider the numerical integration of the Schr\"odinger equation with a time-dependent Hamiltonian given as the sum of the kinetic energy and a time-dependent potential. Commutator-free (CF) propagators are exponential propagators that…
In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…
In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…
Filon-Clenshaw-Curtis rules are among rapid and accurate quadrature rules for computing highly oscillatory integrals. In the implementation of the Filon-Clenshaw-Curtis rules in the case when the oscillator function is not linear, its…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
In this paper we propose and analyse composite Filon-Clenshaw-Curtis quadrature rules for integrals of the form $I_{k}^{[a,b]}(f,g) := \int_a^b f(x) \exp(\mathrm{i}kg(x)) \rd x $, where $k \geq 0$, $f$ may have integrable singularities and…
In this paper, we propose a numerical method to approximate the solution of the time-dependent Schr\"odinger equation with periodic boundary condition in a high-dimensional setting. We discretize space by using the Fourier pseudo-spectral…
In this work, a new collocation approach using a combination of a wavelet operational matrix method and the exponential spline interpolation is proposed to solve the time-fractional convection-diffusion equation with variable coefficients.…
Extreme mass-ratio inspirals (EMRIs) are expected to have considerable eccentricity when emitting gravitational waves (GWs) in the LISA band. Developing GW templates that remain phase accurate over these long inspirals requires the use of…
A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with…
In this paper, we study the problem of finding the solution of a multi-dimensional time fractional reactiondiffusion equation with nonlinear source from the final value data. We prove that the present problem is not well-posed. Then…
This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…
In this paper, we study two variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian motions. One is the incomplete Taylor scheme which excludes…
In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…
This paper analyzes a time-stepping discontinuous Galerkin method for fractional diffusion-wave problems. This method uses piecewise constant functions in the temporal discretization and continuous piecewise linear functions in the spatial…
In this paper, we propose and analyze high order efficient schemes for the time fractional Allen-Cahn equation. The proposed schemes are based on the L1 discretization for the time fractional derivative and the extended scalar auxiliary…
The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…
This paper addresses differential inference in time-varying parametric probabilistic models, like graphical models with changing structures. Instead of estimating a high-dimensional model at each time point and estimating changes later, we…
This article analysis differential equations which represents damped and fractional oscillators. First, it is shown that prior to using physical quantities in fractional calculus, it is imperative that they are turned dimensionless.…
Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…