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We introduce a new class of finite differences schemes to approximate one dimensional dissipative semilinear hyperbolic systems with a BGK structure. Using precise analytical time-decay estimates of the local truncation error, it is…

Numerical Analysis · Mathematics 2012-07-27 Denise Aregba-Driollet , Maya Briani , Roberto Natalini

We propose a novel second order in time numerical scheme for Cahn-Hilliard-Navier- Stokes phase field model with matched density. The scheme is based on second order convex-splitting for the Cahn-Hilliard equation and pressure-projection…

Numerical Analysis · Mathematics 2016-11-25 Daozhi Han , Xiaoming Wang

In this work we define, analyze, and compare different numerical schemes that can be used to study the ground state properties of Bose-Fermi systems, such as mixtures of different atomic species under external forces or self-bound quantum…

Computational Engineering, Finance, and Science · Computer Science 2025-10-22 Tomasz Świsłocki , Krzysztof Gawryluk , Mirosław Brewczyk , Tomasz Karpiuk

We propose a Lawson-time-splitting extended Fourier pseudospectral (LTSeFP) method for the numerical integration of the Gross-Pitaevskii equation with time-dependent potential that is of low regularity in space. For the spatial…

Numerical Analysis · Mathematics 2025-04-29 Bo Lin , Ying Ma , Chushan Wang

Inspired by natural cooling processes, dissipation has become a promising approach for preparing low-energy states of quantum systems. However, the potential of dissipative protocols remains unclear beyond certain commuting Hamiltonians.…

Quantum Physics · Physics 2026-02-27 Yongtao Zhan , Zhiyan Ding , Jakob Huhn , Johnnie Gray , John Preskill , Garnet Kin-Lic Chan , Lin Lin

Ground state of the energy-critical Gross-Pitaevskii equation with a harmonic potential can be constructed variationally. It exists in a finite interval of the eigenvalue parameter. The supremum norm of the ground state vanishes at one end…

Analysis of PDEs · Mathematics 2023-02-09 Dmitry E. Pelinovsky , Szymon Sobieszek

The ground state of the energy super-critical Gross--Pitaevskii equation with a harmonic potential converges in the energy space to the singular solution in the limit of large amplitudes. The ground state can be represented by a solution…

Analysis of PDEs · Mathematics 2021-12-16 Dmitry E. Pelinovsky , Szymon Sobieszek

A symplectic, symmetric, second-order scheme is constructed for particle evolution in a time-dependent field with a fixed spatial step. The scheme is implemented in one space dimension and tested, showing excellent adequacy to experiment…

Computational Physics · Physics 2012-07-12 Alberto Ruzzon , Yves Elskens , Fabrice Doveil

This paper proposes an explicit computational method for solving a three-dimensional system of nonlinear elastodynamic sine-Gordon equations subject to appropriate initial and boundary conditions. The time derivative is approximated by…

Numerical Analysis · Mathematics 2025-06-19 Eric Ngondiep

In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…

Optimization and Control · Mathematics 2021-12-08 Quoc Tran-Dinh , Yang Luo

Two numerical methods with graded temporal grids are analyzed for fractional evolution equations. One is a low-order discontinuous Galerkin (DG) discretization in the case of fractional order $0<\alpha<1$, and the other one is a low-order…

Numerical Analysis · Mathematics 2020-03-09 Binjie Li , Tao Wang , Xiaoping Xie

In this article, we employ the construction of the time-marching Discontinuous Petrov-Galerkin (DPG) scheme we developed for linear problems to derive high-order multistage DPG methods for non-linear systems of ordinary differential…

Numerical Analysis · Mathematics 2024-05-02 Judit Muñoz-Matute , Leszek Demkowicz

We develop a high-order, explicit method for acoustic scattering in three space dimensions based on a combined-field time-domain integral equation. The spatial discretization, of Nystr\"om type, uses Gaussian quadrature on panels combined…

Numerical Analysis · Mathematics 2020-01-29 Alex H. Barnett , Leslie Greengard , Tom Hagstrom

The use of combinatorial optimization algorithms has contributed substantially to the major progress that has occurred in recent years in the understanding of the physics of disordered systems, such as the random-field Ising model. While…

Disordered Systems and Neural Networks · Physics 2023-02-22 Manoj Kumar , Martin Weigel

In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based on recent developments in variable splitting and partially…

Optimization and Control · Mathematics 2020-12-02 Rui Gao , Filip Tronarp , Simo Särkkä

This paper is dedicated to the construction of high-order (in both space and time) finite-difference schemes for both forward and backward PDEs and PIDEs, such that option prices obtained by solving both the forward and backward equations…

Computational Finance · Quantitative Finance 2014-03-10 Andrey Itkin

In this paper, we present the two-step trigonometrically fitted symmetric Obrechkoff methods with algebraic order of twelve. The method is based on the symmetric two-step Obrechkoff method, with 12 algebraic order, high phase-lag order and…

Numerical Analysis · Mathematics 2014-11-04 Ali Shokri , Hosein Saadat

In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such…

Numerical Analysis · Mathematics 2020-06-30 Rongjun Cao , Minghua Chen , Michael K. Ng , Yu-Jiang Wu

We present a higher-order finite volume method for solving elliptic PDEs with jump conditions on interfaces embedded in a 2D Cartesian grid. Second, fourth, and sixth order accuracy is demonstrated on a variety of tests including problems…

Numerical Analysis · Mathematics 2023-08-09 Will Thacher , Hans Johansen , Daniel Martin

Computing the volume of a polytope in high dimensions is computationally challenging but has wide applications. Current state-of-the-art algorithms to compute such volumes rely on efficient sampling of a Gaussian distribution restricted to…

Computation · Statistics 2022-02-22 Augustin Chevallier , Frédéric Cazals , Paul Fearnhead