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This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

数值分析 · 数学 2020-03-13 Ronald Gonzales , Yury Gryazin , Yun Teck Lee

The time dependent complex Schr\"odinger equation with cubic nonlinearity is solved by constructing differential quadrature algorithm based on sinc functions. Reduction to a coupled system of real equations enables to approach the space…

数值分析 · 数学 2018-04-11 Alper Korkmaz

We present a different view on stochastic optimization, which goes back to the splitting schemes for approximate solutions of ODE. In this work, we provide a connection between stochastic gradient descent approach and first-order splitting…

机器学习 · 统计学 2020-04-21 Daniil Merkulov , Ivan Oseledets

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

数值分析 · 数学 2017-12-04 Nicholas Hale , Sheehan Olver

We established a new eighth-order iterative method, consisting of three steps, for solving nonlinear equations. Per iteration the method requires four evaluations (three function evaluations and one evaluation of the first derivative).…

数值分析 · 数学 2013-04-18 J. P. Jaiswal , Neha Choubey

Semi-Lagrangian schemes with various splitting methods, and with different reconstruction/interpolation strategies have been applied to kinetic simulations. For example, the order of spatial accuracy of the algorithms proposed in {[Qiu and…

数值分析 · 数学 2015-06-17 Andrew Christlieb , Wei Guo , Maureen Morton , Jing-Mei Qiu

We explore the class of exponential integrators known as exponential time differencing (ETD) method in this letter to design low complexity nonlinear Fourier transform (NFT) algorithms that compute discrete approximations of the scattering…

计算物理 · 物理学 2019-08-27 Vishal Vaibhav

An important problem in fiber-optic communications is to invert the nonlinear Schr\"odinger equation in real time to reverse the deterministic effects of the channel. Interestingly, the popular split-step Fourier method (SSFM) leads to a…

信息论 · 计算机科学 2018-04-10 Christian Häger , Henry D. Pfister

Quantum algorithms offer an exponential advantage with respect to the number of dependent variables for solving certain nonlinear ordinary differential equations (ODEs). These algorithms typically begin by transforming the original…

量子物理 · 物理学 2025-12-09 Judd Katz , Gopikrishnan Muraleedharan , Abhijeet Alase

We deal with an initial-boundary value problem for the multidimensional acoustic wave equation, with the variable speed of sound. For a three-level semi-explicit in time higher-order vector compact scheme, we prove stability and derive 4th…

数值分析 · 数学 2026-01-01 Alexander Zlotnik , Timofey Lomonosov

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…

数值分析 · 数学 2026-02-13 Erik Weyl , Andreas Bartel , Manuel Schaller

We present several methods, which utilize symplectic integration techniques based on two and three part operator splitting, for numerically solving the equations of motion of the disordered, discrete nonlinear Schr\"odinger (DDNLS)…

计算物理 · 物理学 2016-04-11 Enrico Gerlach , Jan Meichsner , Charalampos Skokos

We consider in this paper a class of composite optimization problems whose objective function is given by the summation of a general smooth and nonsmooth component, together with a relatively simple nonsmooth term. We present a new class of…

最优化与控制 · 数学 2015-10-27 Guanghui Lan

This paper improves the convergence and robustness of a multigrid-based solver for the cross sections of the driven Schroedinger equation. Adding an Coupled Channel Correction Step (CCCS) after each multigrid (MG) V-cycle efficiently…

计算物理 · 物理学 2015-09-18 Siegfried Cools , Wim Vanroose

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

数值分析 · 数学 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

We present a parallel version of the well-known Split-Step Fourier method (SSF) for solving the Nonlinear Schr\"odinger equation, a mathematical model describing wave packet propagation in fiber optic lines. The algorithm is implemented…

计算物理 · 物理学 2007-05-23 S. M. Zoldi , V. Ruban , A. Zenchuk , S. Burtsev

On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…

数值分析 · 计算机科学 2011-12-07 Petr N. Vabishchevich

Most numerical methods for time integration use real-valued time steps. Complex time steps, however, can provide an additional degree of freedom, as we can select the magnitude of the time step in both the real and imaginary directions. We…

数值分析 · 数学 2026-01-13 Jithin D. George , Julian Koellermeier , Samuel Y. Jung , Niall M. Mangan

We construct a compact fourth-order scheme, in space and time, for the time-dependent Maxwell's equations given as a first-order system on a staggered (Yee) grid. At each time step, we update the fields by solving positive definite…

数值分析 · 数学 2023-07-07 Idan Versano , Eli Turkel , Semyon Tsynkov

We consider the Vlasov-Poisson equation in a Hamiltonian framework and derive new time splitting methods based on the decomposition of the Hamiltonian functional between the kinetic and electric energy. Assuming smoothness of the solutions,…

数值分析 · 数学 2015-10-08 Fernando Casas , Nicolas Crouseilles , Erwan Faou , Michel Mehrenberger