Related papers: Two operator splitting methods for three-dimension…
The key difficulty to develop efficient high-order methods for integrating stochastic differential equations lies in the calculations of the multiple stochastic integrals. This letter suggests a scheme to compute the stochastic integrals…
A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…
This paper is concerned with numerical analysis of two fully discrete Chorin-type projection methods for the stochastic Stokes equations with general non-solenoidal multiplicative noise. The first scheme is the standard Chorin scheme and…
Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…
The Schr\"odinger equation in the presence of an external electromagnetic field is an important problem in computational quantum mechanics. It also provides a nice example of a differential equation whose flow can be split with benefit into…
In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…
The Douglas--Rachford and Peaceman--Rachford splitting methods are common choices for temporal discretizations of evolution equations. In this paper we combine these methods with spatial discretizations fulfilling some easily verifiable…
Operator splitting methods tailored to coupled linear port-Hamiltonian systems are developed. We present algorithms that are able to exploit scalar coupling, as well as multirate potential of these coupled systems. The obtained algorithms…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
We introduce a high-order spline geometric approach for the initial boundary value problem for Maxwell's equations. The method is geometric in the sense that it discretizes in structure preserving fashion the two de Rham sequences of…
In this paper, we present an energy-preserving exponentially integrable numerical method for stochastic wave equation with cubic nonlinearity and additive noise. We first apply the spectral Galerkin method to discretizing the original…
We present two strategies for designing passivity preserving higher order discretization methods for Maxwell's equations in nonlinear Kerr-type media. Both approaches are based on variational approximation schemes in space and time. This…
In this work, we develop a space--time Chebyshev spectral collocation method for three-dimensional Maxwell's equations and combine it with tensor-network techniques in Tensor-Train (TT) format. Under constant material parameters, the…
Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…
In this paper, we rigorously analyze the energy, momentum and magnetic moment behaviours of two splitting methods for solving charged-particle dynamics. The near-conservations of these invariants are given for the system under constant…
In this article we investigate the numerical solution of a scalar semilinear stochastic delay differential equation (SDDE) where the linear instantaneous feedback and nonlinear delayed feedback terms are perturbed by a pair of standard…
We study the systematic numerical approximation of Maxwell's equations in dispersive media. Two discretization strategies are considered, one based on a traditional leapfrog time integration method and the other based on convolution…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
We present a variationally separable splitting technique for the generalized-$\alpha$ method for solving parabolic partial differential equations. We develop a technique for a tensor-product mesh which results in a solver with a linear cost…
In this paper, we propose energy-conserving Eulerian solvers for the two-species Vlasov-Amp\`{e}re (VA) system and apply the methods to simulate current-driven ion-acoustic instability. The algorithm is generalized from our previous work…