In this paper, the generalized nonlinear Schrodinger equation （GNLSE） is solved by an adaptive split-step Fourier method （ASSFM）. It is found that ASSFM must be used to solve GNLSE to ensure precision when the sol...In this paper, the generalized nonlinear Schrodinger equation （GNLSE） is solved by an adaptive split-step Fourier method （ASSFM）. It is found that ASSFM must be used to solve GNLSE to ensure precision when the soliton selffrequency shift is remarkable and the photonic crystal fibre （PCF） parameters vary with the frequency considerably. The precision of numerical simulation by using ASSFM is higher than that by using split-step Fourier method in the process of laser pulse propagation in PCFs due to the fact that the variation of fibre parameters with the peak frequency in the pulse spectrum can be taken into account fully.展开更多
A class of general modified split-step balanced methods proposed in the paper can be applied to solve stiff stochastic differential systems with m-dimensional multiplicative noise.Compared to some other already report...A class of general modified split-step balanced methods proposed in the paper can be applied to solve stiff stochastic differential systems with m-dimensional multiplicative noise.Compared to some other already reported split-step balanced methods,the drift increment function of the methods can be taken from any chosen one-step ordinary differential equations(ODEs)solver.The schemes is proved to be strong convergent with order one.For the mean-square stability analysis,the investigation is confined to two cases.Some numerical experiments are reported to testify the performance and the effectiveness of the methods.展开更多
In this paper,we investigate the mean-square convergence of the split-step q-scheme for nonlinear stochastic differential equations with jumps.Under some standard assumptions,we rigorously prove that the strong rate o...In this paper,we investigate the mean-square convergence of the split-step q-scheme for nonlinear stochastic differential equations with jumps.Under some standard assumptions,we rigorously prove that the strong rate of convergence of the splitstep q-scheme in strong sense is one half.Some numerical experiments are carried out to assert our theoretical result.展开更多
This paper deals with numerical solutions of nonlinear stiff stochastic differential equations with jump-diffusion and piecewise continuous arguments.By combining compensated split-step methods and balanced methods,a ...This paper deals with numerical solutions of nonlinear stiff stochastic differential equations with jump-diffusion and piecewise continuous arguments.By combining compensated split-step methods and balanced methods,a class of compensated split-step balanced(CSSB)methods are suggested for solving the equations.Based on the one-sided Lipschitz condition and local Lipschitz condition,a strong convergence criterion of CSSB methods is derived.It is proved under some suitable conditions that the numerical solutions produced by CSSB methods can preserve the mean-square exponential stability of the corresponding analytical solutions.Several numerical examples are presented to illustrate the obtained theoretical results and the effectiveness of CSSB methods.Moreover,in order to show the computational advantage of CSSB methods,we also give a numerical comparison with the adapted split-step backward Euler methods with or without compensation and tamed explicit methods.展开更多
In this paper,we investigate the stability of the split-step theta(SST)method for a class of nonlinear regime-switching jump systems–neutral stochastic delay differential equations(NSDDEs)with Markov switching and ju...In this paper,we investigate the stability of the split-step theta(SST)method for a class of nonlinear regime-switching jump systems–neutral stochastic delay differential equations(NSDDEs)with Markov switching and jumps.As we know,there are few results on the stability of numerical solutions for NSDDEs with Markov switching and jumps.The purpose of this paper is to enrich conclusions in such respect.It first devotes to show that the trivial solution of the NSDDE with Markov switching and jumps is exponentially mean square stable and asymptotically mean square stable under some suitable conditions.If the drift coefficient also satisfies the linear growth condition,it then proves that the SST method applied to the NSDDE with Markov switching and jumps shares the same conclusions with the exact solution.Moreover,a numerical example is demonstrated to illustrate the obtained results.展开更多
Non-uniform step-size distribution is implemented for split-step based nonlinear compensation in singlechannel 112-Gb/s 16 quadrature amplitude modulation （QAM） transmission. Numerical simulations of the system incl...Non-uniform step-size distribution is implemented for split-step based nonlinear compensation in singlechannel 112-Gb/s 16 quadrature amplitude modulation （QAM） transmission. Numerical simulations of the system including a 20 × 80 km uncompensated link are performed using logarithmic step size distribution to compensate signal distortions. 50% of reduction in number of steps with respect to using constant step sizes is observed. The performance is further improved by optimizing nonlinear calculating position （NLCP） in case of using constant step sizes while NLCP optimization becomes unnecessary when using logarithmic step sizes, which reduces the computational effort due to uniformly distributed nonlinear phase for all successive steps.展开更多
We consider the mean-square stability of the so-called improved split-step theta method for stochastic differential equations. First, we study the mean-square stability of the method for linear test equations with rea...We consider the mean-square stability of the so-called improved split-step theta method for stochastic differential equations. First, we study the mean-square stability of the method for linear test equations with real parameters. When θ 3/2, the improved split-step theta methods can reproduce the mean-square stability of the linear test equations for any step sizes h > 0. Then, under a coupled condition on the drift and diffusion coefficients, we consider exponential mean-square stability of the method for nonlinear non-autonomous stochastic differential equations. Finally, the obtained results are supported by numerical experiments.展开更多
In this article, two split-step finite difference methods for Schrodinger-KdV equations are formulated and investigated. The main features of our methods are based on:(i) The applications of split-step technique for S...In this article, two split-step finite difference methods for Schrodinger-KdV equations are formulated and investigated. The main features of our methods are based on:(i) The applications of split-step technique for Schrodingerlike equation in time.(ii) The utilizations of high-order finite difference method for KdV-like equation in spatial discretization.(iii) Our methods are of spectral-like accuracy in space and can be realized by fast Fourier transform efficiently. Numerical experiments are conducted to illustrate the efficiency and accuracy of our numerical methods.展开更多
文摘In this paper, the generalized nonlinear Schrodinger equation （GNLSE） is solved by an adaptive split-step Fourier method （ASSFM）. It is found that ASSFM must be used to solve GNLSE to ensure precision when the soliton selffrequency shift is remarkable and the photonic crystal fibre （PCF） parameters vary with the frequency considerably. The precision of numerical simulation by using ASSFM is higher than that by using split-step Fourier method in the process of laser pulse propagation in PCFs due to the fact that the variation of fibre parameters with the peak frequency in the pulse spectrum can be taken into account fully.
基金National Natural Science Foundation of China(No.11171352)
文摘A class of general modified split-step balanced methods proposed in the paper can be applied to solve stiff stochastic differential systems with m-dimensional multiplicative noise.Compared to some other already reported split-step balanced methods,the drift increment function of the methods can be taken from any chosen one-step ordinary differential equations(ODEs)solver.The schemes is proved to be strong convergent with order one.For the mean-square stability analysis,the investigation is confined to two cases.Some numerical experiments are reported to testify the performance and the effectiveness of the methods.
基金supported by the National Natural Science Foundations of China under grant numbers Nos.11571206,91130003 and 11171189.
文摘In this paper,we investigate the mean-square convergence of the split-step q-scheme for nonlinear stochastic differential equations with jumps.Under some standard assumptions,we rigorously prove that the strong rate of convergence of the splitstep q-scheme in strong sense is one half.Some numerical experiments are carried out to assert our theoretical result.
基金supported by National Natural Science Foundation of China(Grant No.11971010)Scientific Research Project of Education Department of Hubei Province(Grant No.B2019184)。
文摘This paper deals with numerical solutions of nonlinear stiff stochastic differential equations with jump-diffusion and piecewise continuous arguments.By combining compensated split-step methods and balanced methods,a class of compensated split-step balanced(CSSB)methods are suggested for solving the equations.Based on the one-sided Lipschitz condition and local Lipschitz condition,a strong convergence criterion of CSSB methods is derived.It is proved under some suitable conditions that the numerical solutions produced by CSSB methods can preserve the mean-square exponential stability of the corresponding analytical solutions.Several numerical examples are presented to illustrate the obtained theoretical results and the effectiveness of CSSB methods.Moreover,in order to show the computational advantage of CSSB methods,we also give a numerical comparison with the adapted split-step backward Euler methods with or without compensation and tamed explicit methods.
基金This work is partially supported by the National Natural Science Foundation of China(Nos.1190139&11671149,11871225)the Natural Science Foundation of Guangdong Province(No.2017A030312006).
文摘In this paper,we investigate the stability of the split-step theta(SST)method for a class of nonlinear regime-switching jump systems–neutral stochastic delay differential equations(NSDDEs)with Markov switching and jumps.As we know,there are few results on the stability of numerical solutions for NSDDEs with Markov switching and jumps.The purpose of this paper is to enrich conclusions in such respect.It first devotes to show that the trivial solution of the NSDDE with Markov switching and jumps is exponentially mean square stable and asymptotically mean square stable under some suitable conditions.If the drift coefficient also satisfies the linear growth condition,it then proves that the SST method applied to the NSDDE with Markov switching and jumps shares the same conclusions with the exact solution.Moreover,a numerical example is demonstrated to illustrate the obtained results.
基金funding of the Erlangen Graduate School in Advanced Optical Technologies (SAOT) by the German National Science Foundation(DFG) in the framework of the excellence initiative
文摘Non-uniform step-size distribution is implemented for split-step based nonlinear compensation in singlechannel 112-Gb/s 16 quadrature amplitude modulation （QAM） transmission. Numerical simulations of the system including a 20 × 80 km uncompensated link are performed using logarithmic step size distribution to compensate signal distortions. 50% of reduction in number of steps with respect to using constant step sizes is observed. The performance is further improved by optimizing nonlinear calculating position （NLCP） in case of using constant step sizes while NLCP optimization becomes unnecessary when using logarithmic step sizes, which reduces the computational effort due to uniformly distributed nonlinear phase for all successive steps.
基金supported by National Natural Science Foundation of China (Grant Nos. 91130003 and 11371157)the Scientific Research Innovation Team of the University “Aviation Industry Economy” (Grant No. 2016TD02)
文摘We consider the mean-square stability of the so-called improved split-step theta method for stochastic differential equations. First, we study the mean-square stability of the method for linear test equations with real parameters. When θ 3/2, the improved split-step theta methods can reproduce the mean-square stability of the linear test equations for any step sizes h > 0. Then, under a coupled condition on the drift and diffusion coefficients, we consider exponential mean-square stability of the method for nonlinear non-autonomous stochastic differential equations. Finally, the obtained results are supported by numerical experiments.
基金supported by the Fundamental Research Funds for the Central Universities under Grant No. 2012089:31541111213China Postdoctoral Science Foundation Funded Project under Grant No.2012M511615the State Key Program of National Natural Science of China under Grant No.61134012
基金Supported by the National Natural Science Foundation of China under Grant No.11571181
文摘In this article, two split-step finite difference methods for Schrodinger-KdV equations are formulated and investigated. The main features of our methods are based on:(i) The applications of split-step technique for Schrodingerlike equation in time.(ii) The utilizations of high-order finite difference method for KdV-like equation in spatial discretization.(iii) Our methods are of spectral-like accuracy in space and can be realized by fast Fourier transform efficiently. Numerical experiments are conducted to illustrate the efficiency and accuracy of our numerical methods.
基金Supported by Foundamental of Research Funds for the Centre Universities (No.2021RC05)National Natural Science Foundation of China (No.61675046, No.61935005)。
