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相关论文: Improved uniform error bounds on a Lawson-type exp…

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We study stochastic optimization from a joint continuous-discrete point of view. Starting from a second-order stochastic differential equation interpreted as a noisy accelerated gradient flow, we discretize the dynamics by a fully implicit…

最优化与控制 · 数学 2026-05-07 Valentin Leplat , Roland Hildebrand

In this paper, we propose two novel fourth-order integrators that exhibit uniformly high accuracy and long-term near conservations for solving the nonlinear Dirac equation (NLDE) in the nonrelativistic regime. In this regime, the solution…

数值分析 · 数学 2025-03-21 Lina Wang , Bin Wang , Jiyong Li

In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…

数值分析 · 数学 2024-12-19 Katharina Klioba , Mark Veraar

This study investigates the use of continuous-time dynamical systems for sparse signal recovery. The proposed dynamical system is in the form of a nonlinear ordinary differential equation (ODE) derived from the gradient flow of the Lasso…

信息论 · 计算机科学 2023-03-30 Tadashi Wadayama , Ayano Nakai-Kasai

We introduce efficient and robust exponential-type integrators for Klein-Gordon equations which resolve the solution in the relativistic regime as well as in the highly-oscillatory non-relativistic regime without any step-size restriction,…

数值分析 · 数学 2017-01-19 Simon Baumstark , Erwan Faou , Katharina Schratz

We present and analyze two numerical methods for the logarithmic Schr{\"o}dinger equation (LogSE) consisting of a regularized splitting method and a regularized conservative Crank-Nicolson finite difference method (CNFD). In order to avoid…

数值分析 · 数学 2020-12-16 Weizhu Bao , Rémi Carles , Chunmei Su , Qinglin Tang

We present different regularizations and numerical methods for the nonlinear Schr\"odinger equation with singular nonlinearity (sNLSE) including the regularized Lie-Trotter time-splitting (LTTS) methods and regularized Lawson-type…

数值分析 · 数学 2022-11-01 Weizhu Bao , Yue Feng , Ying Ma

This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…

数值分析 · 数学 2020-08-10 Xiaojie Wang

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

数值分析 · 数学 2020-08-04 Ruisheng Qi , Xiaojie Wang

We establish optimal error bounds on time-splitting methods for the nonlinear Schr\"odinger equation with low regularity potential and typical power-type nonlinearity $ f(\rho) = \rho^\sigma $, where $ \rho:=|\psi|^2 $ is the density with $…

数值分析 · 数学 2024-04-09 Weizhu Bao , Ying Ma , Chushan Wang

Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

We compare the long-time error bounds and spatial resolution of finite difference methods with different spatial discretizations for the Dirac equation with small electromagnetic potentials characterized by $\varepsilon \in (0, 1]$ a…

数值分析 · 数学 2021-05-24 Yue Feng , Jia Yin

This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…

数值分析 · 数学 2020-08-10 Ruisheng Qi , Xiaojie Wang

We propose an exponential integrator Fourier pseudospectral method DEI-FP for solving the "Good" Boussinesq (GB) equation. The numerical scheme is based on a Deuflhard-type exponential integrator and a Fourier pseudospectral method for…

数值分析 · 数学 2019-10-09 Chunmei Su , Wenqi Yao

This article is concerned with a new filtered two-step variational integrator for solving the charged-particle dynamics in a mildly non-uniform moderate or strong magnetic field with a dimensionless parameter $\varepsilon$ inversely…

数值分析 · 数学 2026-03-05 Ting Li , Bin Wang

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

数值分析 · 数学 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

We consider a nonlinear Klein--Gordon equation in the nonrelativistic limit regime with initial data in the form of a modulated highly oscillatory exponential. In this regime of a small scaling parameter $\varepsilon$, the solution exhibits…

数值分析 · 数学 2026-02-04 Yanyan Shi , Christian Lubich

We introduce a novel spatial discretization technique for the reliable and efficient simulation of magnetization dynamics governed by the Landau-Lifshitz (LL) equation. The overall discretization error is systematically decomposed into…

数值分析 · 数学 2026-01-21 Zetao Ma , Rui Du , Lei Zhang

We propose a novel class of uniformly accurate integrators for the Klein--Gordon equation which capture classical $c=1$ as well as highly-oscillatory non-relativistic regimes $c\gg1$ and, at the same time, allow for low regularity…

数值分析 · 数学 2022-01-13 María Cabrera Calvo , Katharina Schratz

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

数值分析 · 数学 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou