Two discrete-time orthogonal spline collocation schemes are formulated and analyzed for solving the linear time-dependent Schrr odinger equation in two space variables. These are Crank-Nicolson and alternating direction implicit (ADI) schemes employing C 1 piecewise polynomial spaces of arbitrary degree 3 in each space variable. The stability of the schemes is examined and optimal order a prior...

Article history: Received 9 July 2014 Accepted 19 August 2014 Available online xxxx

Article history: Received 30 October 2009 Received in revised form 17 October 2010 Accepted 12 November 2010 Available online 19 November 2010

This paper presents an unconditionally stable leapfrog alternating-direction-implicit finite-difference time-domain (ADIFDTD) method for lossy media. Conductivity terms of lossy media are incorporated into the leapfrog ADI-FDTD method in an analogous manner as the conventional explicit FDTD method since the leapfrog ADI-FDTD method is a perturbation of the conventional explicit FDTD method. Imp...

The solution of large-scale Lyapunov equations is a crucial problem for several fields of modern applied mathematics, e. g., balanced truncation model order reduction. The low-rank version of the alternating directions implicit method (LR-ADI) is an iterative algorithm that computes approximate lowrank factors of the solution. In order to achieve a fast convergence it requires adequate shift pa...

We present a sparse grid high-order alternating direction implicit (ADI) scheme for option pricing in stochastic volatility models. The scheme is second-order in time and fourth-order in space. Numerical experiments confirm the computational efficiency gains achieved by the sparse grid combination technique.

The Poisson-Boltzmann (PB) model is an effective approach for the electrostatics analysis of solvated biomolecules. The nonlinearity associated with the PB equation is critical when the underlying electrostatic potential is strong, but is extremely difficult to solve numerically. In this paper, we construct two operator splitting alternating direction implicit (ADI) schemes to efficiently and s...

In this paper, we have proposed a pentadiagonal alternating-direction-implicit (Penta-ADI) finite-difference time-domain (FDTD) method for the two-dimensional Schrödinger equation. Through the separation of complex wave function into real and imaginary parts, a pentadiagonal system of equations for the ADI method is obtained, which results in our Penta-ADI method. The Penta-ADI method is furthe...

The lumped network alternating direction implicit finite difference time domain (LN-ADI-FDTD) technique is proposed as an extension of the conventional ADI-FDTD method in this paper, which allows the lumped networks to be inserted into some ADI-FDTD cells. Based on the piecewise linear recursive convolution (PLRC) technique, the current expression of the loaded place can be obtained. Then, subs...