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We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…
We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…
In this paper, we introduce a higher-order multiscale method for time-dependent problems with highly oscillatory coefficients. Building on the localized orthogonal decomposition (LOD) framework, we construct enriched correction operators to…
We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
We propose an accurate algorithm for a novel sum-of-exponentials (SOE) approximation of kernel functions, and develop a fast algorithm for convolution quadrature based on the SOE, which allows an order $N$ calculation for $N$ time steps of…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
We present a method to rapidly approximate convolution quadrature (CQ) approximations, based on a piecewise polynomial interpolation of the Laplace domain operator, which we call the \emph{parsimonious} convolution quadrature method. For…
Change-point problems have appeared in a great many applications for example cancer genetics, econometrics and climate change. Modern multiscale type segmentation methods are considered to be a statistically efficient approach for multiple…
We revisit Matrix Balancing, a pre-conditioning task used ubiquitously for computing eigenvalues and matrix exponentials. Since 1960, Osborne's algorithm has been the practitioners' algorithm of choice and is now implemented in most…
We provide new insights into the a priori theory for a time-stepping scheme based on least-squares finite element methods for parabolic first-order systems. The elliptic part of the problem is of general reaction-convection-diffusion type.…
There have been several algorithms designed to optimise matrix multiplication. From schoolbook method with complexity $O(n^3)$ to advanced tensor-based tools with time complexity $O(n^{2.3728639})$ (lowest possible bound achieved), a lot of…
This paper introduces Exp-ParaDiag, a novel time-parallel method that combines the strength of exponential integrators into the ParaDiag framework. We develop and analyze Exp-ParaDiag based on first and second order accurate exponential…
We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…
Quartic eigenvalue problem $(\lambda^4 A + \lambda^3 B + \lambda^2C + \lambda D + E)x = \mathbf{0}$ naturally arises e.g. when solving the Orr-Sommerfeld equation in the analysis of the stability of the {Poiseuille} flow, in theoretical…
In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…
We consider the problem of estimating parameters in large-scale weakly nonlinear inverse problems for which the underlying governing equations is a linear, time-dependent, parabolic partial differential equation. A major challenge in…
Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is…
The objective of this work is the introduction and investigation of favourable time integration methods for the Gross--Pitaevskii equation with rotation term. Employing a reformulation in rotating Lagrangian coordinates, the equation takes…
A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…