Related papers: PML method for the stochastic acoustic scattering …
We consider a 2D stochastic wave equation driven by a Gaussian noise, which is temporally white and spatially colored described by the Riesz kernel. Our first main result is the functional central limit theorem for the spatial average of…
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit $\epsilon\to 0$, where the small parameter $\epsilon$ is the diffuse interface thickness. We…
We study an inverse random obstacle scattering problems in $\mathbb{R}^2$ where the scatterer is formulated by a Gaussian process defined on the angular parameter domain. Equipped with a modified covariance function which is mathematically…
This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…
We present a fast direct solver for the volume scattering problem of the Helmholtz equation. The algorithm is faster than existing methods. Moreover, discretization for our method is much simpler and more accurate than that for finite…
The Wigner-Smith (WS) time delay matrix relates a lossless system's scattering matrix to its frequency derivative. First proposed in the realm of quantum mechanics to characterize time delays experienced by particles during a collision,…
Numerical discretization of the large-scale Maxwell's equations leads to an ill-conditioned linear system that is challenging to solve. The key requirement for successive solutions of this linear system is to choose an efficient solver. In…
An exact time-dependent solution for the wave function $\psi(r,t)$ of a particle moving in the presence of an asymmetric rectangular well/barrier potential varying in one dimension is obtained by applying a novel for this problem approach…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
We study overlapping Schwarz methods for the Helmholtz equation posed in any dimension with large, real wavenumber and smooth variable wave speed. The radiation condition is approximated by a Cartesian perfectly-matched layer (PML). The…
A space-time collocation method (STCM) using asymptotically-constant basis functions is proposed and applied to the quantum Hamiltonian constraint for a loop-quantized treatment of the Schwarzschild interior. Canonically, these descriptions…
Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…
In this paper, we introduce a new algorithm to deal with the stalling effect in the LMS algorithm used in adaptive filters. We modify the update rule of the tap weight vectors by adding noise, generated by a noise generator. The properties…
Uniform large deviations for the laws of the paths of the solutions of the stochastic nonlinear Schrodinger equation when the noise converges to zero are presented. The noise is a real multiplicative Gaussian noise. It is white in time and…
This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…
Consider the interaction of biharmonic waves with a periodic array of cavities, characterized by the Kirchhoff--Love model. This paper investigates the perfectly matched layer (PML) formulation and its numerical soution to the governing…
In this paper, we consider the direct and inverse problem of scattering of time-harmonic waves by an unbounded rough interface with a buried impenetrable obstacle. We first study the well-posedness of the direct problem with a local source…
We consider a stochastic partial differential equation with reflection at 0 and with the constraint of conservation of the space average. The equation is driven by the derivative in space of a space--time white noise and contains a double…
The boundary element method is an efficient algorithm for simulating acoustic propagation through homogeneous objects embedded in free space. The conditioning of the system matrix strongly depends on physical parameters such as density,…