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Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or data assimilation. In many such problems, the dominant…

Numerical Analysis · Mathematics 2026-02-12 Nayef Shkeir , Tobias Grafke

Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…

Numerical Analysis · Mathematics 2016-08-09 Daniel Stone , Gabriel Lord

It is shown that exterior complex scaling provides for complete absorption of outgoing flux in numerical solutions of the time-dependent Schr\"odinger equation with strong infrared fields. This is demonstrated by computing high harmonic…

Computational Physics · Physics 2014-05-19 Armin Scrinzi

We optimize a numerical time-stabilization routine for the phase-field crystal (PFC) models of solidification. By numerical experiments, we showcase that our approach can improve the accuracy of underlying time integration schemes by a few…

Materials Science · Physics 2023-07-06 Maik Punke , Steven M. Wise , Axel Voigt , Marco Salvalaglio

Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…

Computational Engineering, Finance, and Science · Computer Science 2023-09-11 Xiaojing Tang , Dong Wu , Zhengtong Wang , Oskar Haidn , Xiangyu Hu

We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…

Numerical Analysis · Mathematics 2016-05-11 Vu Thai Luan , Mayya Tokman , Greg Rainwater

The long-time behaviour of splitting integrators applied to nonlinear Schr\"odinger equations in a weakly nonlinear setting is studied. It is proven that the energy is nearly conserved on long time intervals. The analysis includes all…

Numerical Analysis · Mathematics 2018-03-01 Ludwig Gauckler

The Rosenbrock-Krylov family of time integration schemes is an extension of Rosenbrock-W methods that employs a specific Krylov based approximation of the linear system solutions arising within each stage of the integrator. This work…

Numerical Analysis · Mathematics 2019-10-08 Paul Tranquilli , Ross Glandon , Adrian Sandu

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

Computational Physics · Physics 2014-08-08 David A. Sivak , John D. Chodera , Gavin E. Crooks

The numerical integration of the Schr\"odinger equation by discretization of time is explored for the curved manifolds arising from finite representations based on evolving basis states. In particular, the unitarity of the evolution is…

Computational Physics · Physics 2021-11-29 Jessica F. K. Halliday , Emilio Artacho

The efficient evaluation of high-dimensional integrals is of importance in both theoretical and practical fields of science, such as data science, statistical physics, and machine learning. However, exact computation methods suffer from the…

Statistics Theory · Mathematics 2017-12-15 Radislav Vaisman , Robert Salomone , Dirk P. Kroese

Coupled nonlinear Schr\"odinger equations model various physical phenomena, such as wave propagation in nonlinear optics, multi-component Bose-Einstein condensates, and shallow water waves. Despite their extensive applications, analytical…

Numerical Analysis · Mathematics 2024-07-29 Nate Lovett , Harish Bhatt

We describe a new algorithm for the integration of self-gravitating fluid systems using SPH method. We split the Hamiltonian of a self-gravitating fluid system to the gravitational potential and others (kinetic and internal energies) and…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 Takayuki R. Saitoh , Junichiro Makino

Stiff and chaotic differential equations are challenging for time-stepping numerical methods. For explicit methods, the required time step resolution significantly exceeds the resolution associated with the smoothness of the exact solution…

Numerical Analysis · Mathematics 2024-02-28 Jan Scheffel

Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main…

Numerical Analysis · Mathematics 2023-09-26 Martin J. Gander , Davide Palitta

A typical procedure to integrate numerically the time dependent Schr\"o\-din\-ger equation involves two stages. In the first one carries out a space discretization of the continuous problem. This results in the linear system of differential…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , Ander Murua

Background: Path integrals are a powerful tool for solving problems in quantum theory that are not amenable to a treatment by perturbation theory. Most path integral computations require an analytic continuation to imaginary time. While…

Nuclear Theory · Physics 2020-07-01 W. N. Polyzou , Ekaterina Nathanson

We consider the problem of numerically solving the Schr\"odinger equation with a potential that is quasi periodic in space and time. We introduce a numerical scheme based on a newly developed multi-time scale and averaging technique. We…

Chaotic Dynamics · Physics 2016-07-26 Tal Kachman , Shmuel Fishman , Avy Soffer

We propose an efficient approach for time integration of Klein-Gordon equations with highly oscillatory in time input terms. The new methods are highly accurate in the entire range, from slowly varying up to highly oscillatory regimes. Our…

Numerical Analysis · Mathematics 2023-05-23 Karolina Kropielnicka , Karolina Lademann , Katharina Schratz

This paper is concerned with the development and testing of advanced time-stepping methods suited for the integration of time-accurate, real-world applications of computational fluid dynamics (CFD). The performance of several time…

Computational Engineering, Finance, and Science · Computer Science 2017-10-03 Arash Sarshar , Paul Tranquilli , Brent Pickering , Andrew McCall , Adrian Sandu , Christopher J. Roy
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