位置：成果数据库 > 期刊 > 期刊详情页
An energy conservative difference scheme for the nonlinear fractional Schr？dinger equations
  • ISSN号：0021-9991
  • 期刊名称：Journal of Computational Physics
  • 时间：0
  • 页码：-
  • 相关项目：随机微分方程高性能数值算法理论与应用
作者： Wang Pengde|Huang Chengming|
同期刊论文项目
随机微分方程高性能数值算法理论与应用
期刊论文 84 会议论文 4
同项目期刊论文
Convergence analysis for spectral approximation to a scalar transport equation with a random wave sp
Galerkin Methods for Stochastic Hyperbolic Problems Using Bi-Orthogonal Polynomials,
Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal
Mean square stability and dissipativity of two classes of theta methods for systems of stochastic de
On dscrete least square projection in unbounded domain with random evaluations and its application t
Energy-dissipation splitting finite-difference time-domain method for Maxwell equations with perfect
Two energy-conserved splitting methods for three-dimensional time-domain Maxwell's equations
Stochastic multisymplectic integrators for stochastiec nonlinear Schroedinger equations
Block boundary value methods for solving Volterra integral and integro-differential equations
A new fourth-order numerical algorithm for a class of nonlinear wave equations
Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay di
Preserving exponential mean square stability and decay rates in two classes of theta approximations
Strong convergence of split-step theta methods for non-autonomous stochastic differential equations
On the choice of design points for least square polynomial chaos method with application to uncertai
A stochastic multi-symplectic scheme for stochastic Maxwell equations？ with additive noise
Preservation of physical properties of stochastic Maxwell equations with additive noise via stochast
An explicit second-order numerical scheme to solve decoupled forward backward stochastic equations
Second-order schemes for solving decoupled forward backward stochastic differential equations
A numerical method and its error estimates for the decoupled forward-backward stochastic differentia
Exponential mean square stability of the theta approximations for neutral stochastic differential de
Stochastic exponential integrator for finite element spatial discretization of stochastic elastic eq
Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
Compact and efficient conservative schemes for coupled nonlinear Schrodinger equations
Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods
Stochastic collocation on unstructured multivariate meshes
Convergence analysis for three parareal solvers
Multivariate discrete least-squares approximations with a new type of collocation grid
The stochastic Θ-method for nonlinear stochastic Volterra integro-differential equations
Mean-square stability of Milstein methods for stochastic pantograph equations
Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
A generalized θ-scheme for solving backward stochastic differential equations
Dissipativity of multistep Runge-Kutta methods for nonlinear Volterra delay-integro-differential equ
Exponential mean square stability of numerical methods for systems of stochastic differential equati
Random dynamics of the stochastic Boussinesq equations driven by Levy noises
A derivative-free explicit method with order 1.0 for solving stochastic delay differential equations
A family of new fourth-order solvers for a nonlinear damped wave equation
Application of a Fourth-Order Compact ADI Method to Solve a Two-Dimensional Linear Hyperbolic Equati
A Compact Difference Scheme Combined With Extrapolation Techniques for a Class of Neutral Delay Para
A New Linearized Compact Multisplitting Scheme for the Nonlinear Convection-Reaction-Diffusion Equat
Generalized Jacobi-Gauss-Lobatto Interpolation
Error estimates of the Crank-Nicolson ccheme for solving backward stochastic differential equations
A component-based Eulerian--Lagrangian formulation for multicomponent multiphase compositional flow
Delay-Dependent Dissipativity of Nonlinear Delay Differential Equations
Numerical Solution of Fractional Integro-Differential Equations by a Hybrid Collocation Method
Generating functions for stochastic symplectic methods
A sparse-grid method for multi-dimensional backward stochastic differential equations
SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS
STRONG PREDICTOR-CORRECTOR APPROXIMATION FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS