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The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…

Numerical Analysis · Mathematics 2021-11-30 Aili Shao

We develop new numerical schemes for Vlasov--Poisson equations with high-order accuracy. Our methods are based on a spatially monotonicity-preserving (MP) scheme and are modified suitably so that positivity of the distribution function is…

Computational Physics · Physics 2017-11-08 Satoshi Tanaka , Kohji Yoshikawa , Takashi Minoshima , Naoki Yoshida

We consider the approximation of the ground state of the one-dimensional cubic nonlinear Schr{\"o}dinger equation by a normalized gradient algorithm combined with linearly implicit time integrator, and finite difference space approximation.…

Numerical Analysis · Mathematics 2016-03-09 Erwan Faou , Tiphaine Jézéquel

We present hybrid OpenMP/MPI (Open Multi-Processing/Message Passing Interface) parallelized versions of earlier published C programs (D. Vudragovic et al., Comput. Phys. Commun. 183, 2021 (2012)) for calculating both stationary and…

A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the construction of a tensor decomposition of the solution whose rank is adapted at each time step.…

Numerical Analysis · Mathematics 2017-04-05 Virginie Ehrlacher , Damiano Lombardi

For the stationary Gross-Pitaevskii equation with harmonic real and linear imaginary potentials in the space of one dimension, we study the ground state in the limit of large densities (large chemical potentials), where the solution…

Analysis of PDEs · Mathematics 2014-05-29 Clement Gallo , Dmitry Pelinovsky

In this paper we present extensions of the schemes proposed in \cite{GM14} that lead to a decoupling of the velocity components in the momentum equation. The new schemes reduce the solution of the incompressible Navier-Stokes equations to a…

Numerical Analysis · Mathematics 2016-02-23 Jean-Luc Guermond , Peter Minev

In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…

Computational Finance · Quantitative Finance 2023-09-12 Chinonso Nwankwo , Weizhong Dai , Tony Ware

We study the time evolution of an ideal system composed of two harmonic oscillators coupled through a quadratic Hamiltonian with arbitrary interaction strength. We solve its dynamics analytically by employing tools from symplectic geometry.…

An error analysis of a splitting method applied to the Zakharov system is given. The numerical method is a Lie-Trotter splitting in time that is combined with a Fourier collocation in space to a fully discrete method. First-order…

Numerical Analysis · Mathematics 2017-12-21 Ludwig Gauckler

The paper develops high-order physical-constraint-preserving (PCP) methods for general relativistic hydrodynamic (GRHD) equations, equipped with a general equation of state. Here the physical constraints, describing the admissible states of…

Numerical Analysis · Mathematics 2017-05-10 Kailiang Wu

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a…

Numerical Analysis · Mathematics 2022-07-20 Xiaobing Feng , Akash Ashirbad Panda , Andreas Prohl

Symplectic schemes are powerful methods for numerically integrating Hamiltonian systems, and their long-term accuracy and fidelity have been proved both theoretically and numerically. However direct applications of standard symplectic…

Plasma Physics · Physics 2019-06-26 Jianyuan Xiao , Hong Qin

Within the framework of imaginary-time evolution for matrix product states, we introduce a cluster version of the infinite time-evolving block decimation algorithm for simulating quantum many-body systems, addressing the computational…

Strongly Correlated Electrons · Physics 2025-09-01 Tao Yang , Rui Wang , Z. Y. Xie , Baigeng Wang

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

Numerical Analysis · Mathematics 2021-05-12 Keita Sana , Beljadid Abdelaziz , Bourgault Yves

We present a new high-order accurate computational fluid dynamics model based on the incompressible Navier-Stokes equations with a free surface for the accurate simulation of nonlinear and dispersive water waves in the time domain. The…

Numerical Analysis · Mathematics 2024-06-06 Anders Melander , Max E. Bitsch , Dong Chen , Allan P. Engsig-Karup

A high-order numerical method is developed for solving the Cahn-Hilliard-Navier-Stokes equations with the Flory-Huggins potential. The scheme is based on the $Q_k$ finite element with mass lumping on rectangular grids, the second-order…

Numerical Analysis · Mathematics 2024-07-24 Yali Gao , Daozhi Han , Sayantan Sarkar

We present a novel methodology for constructing arbitrarily high-order structure-preserving methods tailored for damped Hamiltonian systems. This method combines the idea of exponential integrator and energy-preserving collocation methods,…

Numerical Analysis · Mathematics 2024-08-14 Lu Li

The generalized-$\alpha$ method encompasses a wide range of time integrators. The method possesses high-frequency dissipation while minimizing unwanted low-frequency dissipation and the numerical dissipation can be controlled by the user.…

Numerical Analysis · Mathematics 2019-02-15 Quanling Deng , Pouria Behnoudfar , Victor M. Calo