相关论文: Exponential integrators for the stochastic Manakov…
A comprehensive algebro-geometric integration of the two component Nonlinear Vector Schr\"odinger equation (Manakov system) is developed. The allied spectral variety is a trigonal Riemann surface, which is described explicitly and the…
The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of…
In this article we propose a generalization of the theory of diffusion approximation for random ODE to a nonlinear system of random Schr\"{o}dinger equations. This system arises in the study of pulse propagation in randomly birefringent…
We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…
In this paper, we establish the law of the iterated logarithm for a wide class of non-stationary, continuous-time Markov processes evolving on Polish spaces. Specifically, our result applies to certain additive functionals of processes…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
For semilinear stochastic evolution equations whose coefficients are more general than the classical global Lipschitz, we present results on the strong convergence rates of numerical discretizations. The proof of them provides a new…
We consider a one-dimensional harmonic oscillator with a random frequency, focusing on both the standard and the generalized Lyapunov exponents, $\lambda$ and $\lambda^\star$ respectively. We discuss the numerical difficulties that arise in…
The numerical simulation of three-dimensional charged-particle dynamics (CPD) under strong magnetic field is a basic and challenging algorithmic task in plasma physics. In this paper, we introduce a new methodology to design two-scale…
In this paper, we study a strong inverse approximation theorem and saturation order for the family of Kantorovich exponential sampling operators. The class of log-uniformly continuous and bounded functions, and class of log-H\"{o}lderian…
We introduce a dispersionless integrable system which interpolates between the dispersionless Kadomtsev-Petviashvili equation and the hyper-CR equation. The interpolating system arises as a symmetry reduction of the anti--self--dual…
Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…
We consider the inverse scattering problem on the energy interval in three dimensions. We are focused on stability and instability questions for this problem. In particular, we prove an exponential instability estimate which shows…
We derive a nonlinear envelope equation to describe the propagation of broadband optical pulses in second order nonlinear materials. The equation is first order in the propagation coordinate and is valid for arbitrarily wide pulse…
This paper investigates the equations of motion for a relativistic charged particle in a general magnetic field. By reformulating the dynamics in four-dimensional spacetime and separating the linear and nonlinear parts, we construct an…
The article is devoted to the expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on the generalized iterated Fourier series converging pointwise. The case of Fourier-Legendre…
In the present article, we review a continual effort on generalization of the Trotter formula to higher-order exponential product formulas. The exponential product formula is a good and useful approximant, particularly because it conserves…
We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
This work concerns the nonlinear filtering problem of multiscale McKean-Vlasov stochastic systems where the whole systems depend on distributions of fast components. First of all, we prove that the slow component of the original system…