Related papers: General multi-steps variable-coefficient formulati…
In this article we describe the novel method to construct fundamental solutions for operators with variable coefficients. That method was introduced in "A note on the fundamental solution for the Tricomi-type equation in the hyperbolic…
Multi-frequency, highly-oscillatory Hamiltonian problems derive from the mathematical modelling of many real life applications. We here propose a variant of Hamiltonian Boundary Value Methods (HBVMs), which is able to efficiently deal with…
We present a fast, unconditionally energy-stable numerical scheme for simulating vesicle deformation under osmotic pressure using a phase-field approach. The model couples an Allen-Cahn equation for the biomembrane interface with a…
We propose a numerical method to solve general hyperbolic systems in any space dimension using forward Euler time stepping and continuous finite elements on non-uniform grids. The properties of the method are based on the introduction of an…
Many physical, biological and neural systems behave as coupled oscillators, with characteristic phase coupling across different frequencies. Methods such as $n:m$ phase locking value and bi-phase locking value have previously been proposed…
We develop and analyze a new approach for simultaneously computing multiple solutions to the Helmholtz equation for different frequencies and different forcing functions. The new Multi-Frequency WaveHoltz (MFWH) algorithm is an extension of…
We investigate the persistency of quasi-periodic solutions to multi-dimensional nonlinear Schr\"{o}dinger equations (NLS) involving Gevrey smooth nonlinearity with an arbitrary Gevrey index $\alpha>1$. By applying the Craig-Wayne-Bourgain…
In this paper, a variable-coefficient symbolic computation approach is proposed to solve the multiple rogue wave solutions of nonlinear equation with variable coefficients. As an application, a (2+1)-dimensional variable-coefficient…
Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…
This paper presents a novel semi-analytical collocation method to solve multi-term variable-order time fractional partial differential equations (VOTFPDEs). In the proposed method it employs the Fourier series expansion for spatial…
The periodic solutions of a type of nonlinear hyperbolic partial differential equations with a localized nonlinearity are investigated. For instance, these equations are known to describe several acoustical systems with fluid-structure…
We construct a new compact semi-explicit three-level in time fourth-order finite-difference scheme for numerical solving the general multidimensional acoustic wave equation, where both the speed of sound and density of a medium are…
In this paper, we consider a finite difference grid-based semi-Lagrangian approach in solving the Vlasov-Poisson (VP) system. Many of existing methods are based on dimensional splitting, which decouples the problem into solving linear…
We present fast, spatially dispersionless and unconditionally stable high-order solvers for Partial Differential Equations (PDEs) with variable coefficients in general smooth domains. Our solvers, which are based on (i) A certain "Fourier…
As a phase space language for quantum mechanics, the Wigner function approach bears a close analogy to classical mechanics and has been drawing growing attention, especially in simulating quantum many-body systems. However, deterministic…
This paper is concerned with the periodic (in time) solutions to an one-dimensional semilinear wave equation with $x$-dependent coefficient. Such a model arises from the forced vibrations of a nonhomogeneous string and propagation of…
We present a new numerical multiscale integrator for stiff and highly oscillatory dynamical systems. The new algorithm can be seen as an improved version of the seamless Heterogeneous Multiscale Method by E, Ren, and Vanden-Eijnden and the…
We establish the existence of multi-bump solutions for the following class of quasilinear problems $$ - \Delta_{ p(x) } u + \big( \lambda V(x) + Z(x) \big) u ^{ p(x)-1 } = f(x,u) \text{ in } \mathbb R^N, \, u \ge 0 \text{ in } \mathbb R^N,…
We develop a numerical framework to implement the cumulative density function (CDF) method for obtaining the probability distribution of the system state described by a kinematic wave model. The approach relies on Monte Carlo Simulations…
Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…