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We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…
Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…
The process by which a nuclear projectile is decelerated by the electrons of the condensed matter it traverses is currently being studied by following the explicit dynamics of projectile and electrons from first principles in a simulation…
We introduce a novel artificial compressibility technique to approximate the incompressible Navier-Stokes equations with variable fluid properties such as density and dynamical viscosity. The proposed scheme used the couple pressure and…
Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…
We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…
We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive,…
The von Neumann equation with delta self-interaction kernel serves as a statistical model for nonlinear waves, and it exhibits a bifurcation between stable and unstable regimes. In oceanography it is known as the Alber equation, and its…
This work concerns the analysis of the discontinuous Galerkin spectral element method (DGSEM) with implicit time stepping for the numerical approximation of nonlinear scalar conservation laws in multiple space dimensions. We consider either…
One of the most significant drawbacks of the all-electron ab initio diffusion Monte Carlo (DMC) is that its computational cost drastically increases with the atomic number ($Z$), which typically scales with $Z^{\sim 6}$. In this study, we…
Analog quantum optimization methods, such as quantum annealing, are promising and at least partially noise tolerant ways to solve hard optimization and sampling problems with quantum hardware. However, they have thus far failed to…
A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…
We describe a set of techniques for performing large scale ab initio calculations using multigrid accelerations and a real-space grid as a basis. The multigrid methods provide effective convergence acceleration and preconditioning on all…
This paper presents stability and accuracy analysis of a high-order explicit time stepping scheme introduced by \cite[Section 2.2]{Buvoli2019}, which exhibits superior stability compared to classical Adams-Bashforth. A conjecture that is…
In this paper, we consider numerical approximations for solving the nonlinear magneto-hydrodynamical system, that couples the Navier-Stokes equations and Maxwell equations together. A challenging issue to solve this model numerically is…
In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…
Numerical simulation of compressible fluid flows is performed using the Euler equations. They include the scalar advection equation for the density, the vector advection equation for the velocity and a given pressure dependence on the…
A second order accurate, linear numerical method is analyzed for the Landau-Lifshitz equation with large damping parameters. This equation describes the dynamics of magnetization, with a non-convexity constraint of unit length of the…
In this paper we consider the inverse problem of identifying the initial data in a fractionally damped wave equation from time trace measurements on a surface, as relevant in photoacoustic or thermoacoustic tomography. We derive and analyze…
We propose a new family of high order staggered semi-implicit discontinuous Galerkin (DG) methods for the simulation of natural convection problems. Assuming small temperature fluctuations, the Boussinesq approximation is valid and the flow…