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This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…

Numerical Analysis · Mathematics 2025-08-20 Yanyan Shi , Christian Lubich

We consider a nonlinear Klein--Gordon equation in the nonrelativistic limit regime with initial data in the form of a modulated highly oscillatory exponential. In this regime of a small scaling parameter $\varepsilon$, the solution exhibits…

Numerical Analysis · Mathematics 2026-02-04 Yanyan Shi , Christian Lubich

The semiclassical Schr\"odinger equation with time-dependent potentials is an important model to study electron dynamics under external controls in the mean-field picture. In this paper, we propose two multiscale finite element methods to…

Computational Engineering, Finance, and Science · Computer Science 2019-09-17 Jingrun Chen , Sijing Li , Zhiwen Zhang

We consider a nonlinear Klein--Gordon equation in the nonrelativistic limit regime with highly oscillatory initial data in the form of a modulated plane wave. In this regime, the solution exhibits rapid oscillations in both time and space,…

Numerical Analysis · Mathematics 2026-02-05 Yanyan Shi , Christian Lubich

In this paper, we propose two time-splitting finite element methods to solve the semiclassical nonlinear Schr\"odinger equation (NLSE) with random potentials. We then introduce the multiscale finite element method (MsFEM) to reduce the…

Numerical Analysis · Mathematics 2025-02-12 Panchi Li , Zhiwen Zhang

In this paper we focus on the subdiffusive Black Scholes model. The main part of our work consists of the finite difference method as a numerical approach to the option pricing in the considered model. We derive the governing fractional…

Computational Engineering, Finance, and Science · Computer Science 2021-04-19 Grzegorz Krzyżanowski , Marcin Magdziarz , Łukasz Płociniczak

Recently there has been a growing interest in computational methods for quantum scattering equations that avoid the traditional decomposition of wave functions and scattering amplitudes into partial waves.The aim of the present work is to…

Computational Physics · Physics 2015-06-16 Zeki C. Kuruoglu

We consider the numerical solution of time-dependent space tempered fractional diffusion equations. The use of Crank-Nicolson in time and of second-order accurate tempered weighted and shifted Gr\"unwald difference in space leads to dense…

Numerical Analysis · Mathematics 2022-10-12 D. Ahmad , M. Donatelli , M. Mazza , S. Serra-Capizzano , K. Trotti

We propose two novel data-driven dynamic mode decomposition (DMD)-type methods, the Crank--Nicolson DMD and the semi-implicit DMD, to predict the highly oscillatory dynamics of the semiclassical Schr\"odinger equations efficiently and…

Numerical Analysis · Mathematics 2026-03-31 Yizhe Feng , Weiguo Gao , Jia Yin

We describe a short, reproducible workflow for applying finite differences on nonuniform grids determined by a positive weight function g. The grid is obtained by equidistribution, mapping uniform computational coordinates $\xi\in[0,1]$ to…

Numerical Analysis · Mathematics 2025-08-06 Mário B. Amaro

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

In recent years, an increasing attention has been paid to quantum heterostructures with tailored functionalities, such as heterojunctions and quantum matematerials, in which quantum dynamics of electrons can be described by the…

Numerical Analysis · Mathematics 2024-12-20 Jingrun Chen , Dingjiong Ma , Zhiwen Zhang

We analyze a Crank-Nicolson finite difference discretization for the perturbed (2+1)D nonlinear Schr\"odinger equation with saturable nonlinearity and a perturbation of cubic loss. We show the boundedness, the existence and uniqueness of a…

Numerical Analysis · Mathematics 2024-06-04 Anh-Ha Le , Toan T. Huynh , Quan M. Nguyen

The purpose of this work is to test the application of the finite element method to quantum mechanical problems, in particular for solving the Schroedinger equation. We begin with an overview of quantum mechanics, and standard numerical…

High Energy Physics - Lattice · Physics 2009-09-29 Avtar S. Sehra

We report on a number of careful numerical experiments motivated by the semiclassical (zero-dispersion, \epsilon\downarrow 0) limit of the focusing nonlinear Schr\"odinger equation. Our experiments are designed to study the evolution of a…

Exactly Solvable and Integrable Systems · Physics 2012-07-05 Long Lee , Gregory Lyng , Irena Vankova

This paper proposes and analyzes a fully discrete scheme that discretizes space with an ultra-weak local discontinuous Galerkin scheme and time with the Crank--Nicolson method for the nonlinear biharmonic Schr\"odinger equation. We first…

Numerical Analysis · Mathematics 2022-04-15 Lu Zhang

In this paper, we propose a mass- and modified energy-conservative relaxation Crank-Nicolson finite element method for the Schr\"{o}dinger-Poisson equation. Utilizing only a single auxiliary variable, we simultaneously reformulate the…

Numerical Analysis · Mathematics 2025-09-23 Huini Liu , Nianyu Yi , Peimeng Yin

We present four frequently used finite difference methods and establish the error bounds for the discretization of the Dirac equation in the massless and nonrelativistic regime, involving a small dimensionless parameter $0< \varepsilon \ll…

Numerical Analysis · Mathematics 2021-05-03 Ying Ma , Jia Yin

In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang

We provide a posteriori error estimates in the $L^\infty(L^2)-$norm for relaxation time discrete and fully discrete schemes for a class of evolution nonlinear Schr\"odinger equations up to the critical exponent. In particular for the…

Numerical Analysis · Mathematics 2016-05-24 Theodoros Katsaounis , Irene Kyza
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