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An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…
This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…
Low-rank methods for kinetic equations have attracted increasing attention due to their effectiveness in reducing the high dimensionality of phase space. In our previous work [G. Wang & J. Hu, J. Comput. Phys. 558 (2026) 114884], we…
We employ the enclosure method to reconstruct unknown inclusions within an object that is governed by a semilinear elliptic equation with power-type nonlinearity. Motivated by [16], we tried to solve the problem without using special…
Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…
This study proposes an algorithm for modeling compressible flows in spherical shells in nearly incompressible and weakly compressible regimes based on an implicit direction splitting approach. The method retains theoretically expected…
A modified Chorin-Teman (Euler non-incremental) projection method and a modified Euler incremental projection method for non inf-sup stable mixed finite elements are analyzed. The analysis of the classical Euler non-incremental and Euler…
Developing efficient solvers for large-scale multi-term linear matrix equations remains a central challenge in numerical linear algebra and is still largely unresolved. This paper introduces a methodology leveraging CUR decomposition for…
Numerically obtaining the inverse of a function is a common task for many scientific problems, often solved using a Newton iteration method. Here we describe an alternative scheme, based on switching variables followed by spline…
The integration of surface normals for the purpose of computing the shape of a surface in 3D space is a classic problem in computer vision. However, even nowadays it is still a challenging task to devise a method that combines the…
The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…
The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly…
The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…
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…
We have proposed new algorithms for the numerical integration of the equations of motion for classical spin systems. In close analogy to symplectic integrators for Hamiltonian equations of motion used in Molecular Dynamics these algorithms…
Consider the scattering of a time-harmonic plane wave by a rigid obstacle embedded in a homogeneous and isotropic elastic medium in two dimensions. In this paper, a novel boundary integral formulation is proposed and its highly accurate…
Stratified fluids composed of a sequence of alternate layers show interesting macroscopic properties, which may be quite different from those of the individual constituent fluids. On a macroscopic scale, such systems can be considered a…
A common way to numerically solve Fokker-Planck equations is the Chang-Cooper method in space combined with one of the Euler methods in time. However, the explicit Euler method is only conditionally positive, leading to severe restrictions…
The explicit split-operator algorithm is often used for solving the linear and nonlinear time-dependent Schr\"{o}dinger equations. However, when applied to certain nonlinear time-dependent Schr\"{o}dinger equations, this algorithm loses…
To obtain new integrable nonlinear differential equations there are some well-known methods such as Lax equations with different Lax representations. There are also some other methods which are based on integrable scalar nonlinear partial…