相关论文: Pseudospectral versus finite-differences schemes i…
Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…
We discuss a numerical scheme to solve the continuum Kardar-Parisi-Zhang equation in generic spatial dimensions. It is based on a momentum-space discretization of the continuum equation and on a pseudo-spectral approximation of the…
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…
An improved scheme for computing coupling parameters of the Kardar-Parisi-Zhang equation from a collection of successive interface profiles, is presented. The approach hinges on a spectral representation of this equation. An appropriate…
We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear growth in space, Lipschitz in measure and non-constant…
A class of nonstandard pseudospectral time domain (PSTD) schemes for solving time-dependent hyperbolic and parabolic partial differential equations (PDEs) is introduced. These schemes use the Fourier collocation spectral method to compute…
Standard finite difference (SFD) schemes often suffer from limited stability regions, especially when applied in explicit setup to partial differential equations. To address this challenge, this study investigates the efficacy of…
We demonstrate and explain that conventional finite difference schemes for direct numerical integration do not approximate the continuum Kardar-Parisi-Zhang (KPZ) equation due to microscopic roughness. The effective diffusion coefficient is…
We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…
A new integration scheme, combining the stability and the precision of usual pseudo-spectral codes with the locality of finite differences methods, is introduced. It turns out to be particularly suitable for the study of front and…
Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…
Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…
To investigate universal behavior and effects of long-range temporal correlations in kinetic roughening, we perform extensive simulations on the Kardar-Parisi-Zhang (KPZ) equation with temporally correlated noise based on pseudospectral…
In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain…
We prove strong convergence of a semi-discrete finite difference method for the KdV and modified KdV equations. We extend existing results to non-smooth data (namely, in $L^2$), without size restrictions. Our approach uses a fourth order…
Partial Least Squares (PLS) is a widely used method for data integration, designed to extract latent components shared across paired high-dimensional datasets. Despite decades of practical success, a precise theoretical understanding of its…
We consider in this work the convergence of a split-step Euler type scheme (SSM) for the numerical simulation of interacting particle Stochastic Differential Equation (SDE) systems and McKean-Vlasov Stochastic Differential Equations…
In a parallel discrete-event simulation (PDES) scheme, tasks are distributed among processing elements (PEs), whose progress is controlled by a synchronization scheme. For lattice systems with short-range interactions, the progress of the…
A symplectic pseudospectral time-domain (SPSTD) scheme is developed to solve Schrodinger equation. Instead of spatial finite differences in conventional finite-difference time-domain (FDTD) method, the fast Fourier transform is used to…
After we derive the Serre system of equations of water wave theory from a generalized variational principle, we present some of its structural properties. We also propose a robust and accurate finite volume scheme to solve these equations…