相关论文: The extrapolated explicit midpoint scheme for vari…
There is a vast literature on numerical valuation of exotic options using Monte Carlo, binomial and trinomial trees, and finite difference methods. When transition density of the underlying asset or its moments are known in closed form, it…
In this article we present a modified S-iteration process that we combine with inertial extrapolation to find a common solution to the split monotone inclusion problem and the fixed point problem in real Hilbert space.Our goal is to…
In this paper, an efficient algorithm is presented by the extrapolation technique to improve the accuracy of finite difference schemes for solving the fractional boundary value problems with non-smooth solution. Two popular finite…
We study numerical methods for solving a system of quasilinear stochastic partial differential equations known as the stochastic Landau-Lifshitz-Bloch (LLB) equation on a bounded domain in $\mathbb R^d$ for $d=1,2$. Our main results are…
We analyze a variable-step extension of a family of arbitrarily high-order exponential time differencing multistep (ETD-MS) schemes recently developed by the authors. We prove that the schemes are unconditionally stable in the sense that a…
For the quadratic Lagrange interpolation function, an algorithm is proposed to provide explicit and verified bound for the interpolation error constant that appears in the interpolation error estimation. The upper bound for the…
Aitken extrapolation normally applied to convergent fixed point iteration is extended to extrapolate the solution of a divergent iteration. In addition, higher order Aitken extrapolation is introduced that enables successive decomposition…
In this paper, we investigate the use of a mass lumped fully explicit time stepping scheme for the discretisation of the wave equation with underlying material parameters that vary at arbitrarily fine scales. We combine the leapfrog scheme…
In this paper we present a novel multiscale splitting approach to solve multiscale Schroedinger equation, which have large different time-scales. The energy potential is based on highly oscillating functions, which are magnitudes faster…
We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation…
In this work, we consider the construction of efficient surrogates for the stochastic version of the Landau-Lifshitz-Gilbert (LLG) equation using model order reduction techniques, in particular, the Reduced Basis (RB) method. The Stochastic…
The method of sub-iteration, which was previously applied to the higher-order coupled cluster amplitude equations, is extended to the case of the coupled cluster $\Lambda$ equations. The sub-iteration procedure for the $\Lambda$ equations…
In this paper we present two optimized eight-step symmetric implicit methods with phase-lag order ten and infinite (phase-fitted). The methods are constructed to solve numerically the radial time-independent Schr\"odinger equation with the…
In this work we develop a dynamically adaptive sparse grids (SG) method for quasi-optimal interpolation of multidimensional analytic functions defined over a product of one dimensional bounded domains. The goal of such approach is to…
We propose a $\theta$-linear scheme for the numerical solution of the quasi-static Maxwell-Landau-Lifshitz-Gilbert (MLLG) equations. Despite the strong nonlinearity of the Landau-Lifshitz-Gilbert equation, the proposed method results in a…
Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…
We describe an algorithm, based on Euler's method, for solving Volterra integro-differential equations. The algorithm approximates the relevant integral by means of the composite Trapezium Rule, using the discrete nodes of the independent…
This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…
In this work, we further investigate the application of the well-known Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for numerically solving initial-value…
This paper presents a class of novel high-order fully-discrete entropy stable (ES) discontinuous Galerkin (DG) schemes with explicit time discretization. The proposed methodology exploits a critical observation from [4] that the cell…