Related papers: A Parallel Algorithm for Solving the 3d Schrodinge…
In this paper we present a parallelization strategy on distributed memory systems for the Fast Kinetic Scheme --- a semi-Lagrangian scheme developed in [J. Comput. Phys., Vol. 255, 2013, pp 680-698] for solving kinetic equations. The…
We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…
Optimization with time-dependent partial differential equations (PDEs) as constraints {appears} in many science and engineering applications. The associated first-order necessary optimality system consists of one forward and one backward…
We show that the method of splitting the operator ${\rm e}^{\epsilon(T+V)}$ to fourth order with purely positive coefficients produces excellent algorithms for solving the time-dependent Schr\"odinger equation. These algorithms require…
The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions. We firstly obtain a fully discrete scheme via using the linear finite element method to…
This report discusses two new ideas for using perturbation methods to solve the time-independent Schr\"odinger equation. The first concept begins with rewriting the perturbation equations in a form that is closely related to matrix…
The eigenvalue-function pair of the 3D Schr\"odinger equation can be efficiently computed by use of high order, imaginary time propagators. Due to the diffusion character of the kinetic energy operator in imaginary time, algorithms…
We show that a pseudospectral representation of the wavefunction using multiple spatial domains of variable size yields a highly accurate, yet efficient method to solve the time-dependent Schr\"odinger equation. The overall spatial domain…
In this paper we describe a numerical method designed for modelling different kinds of astrophysical flows in three dimensions. Our method is a standard explicit finite difference method employing the local shearing-box technique. To model…
This paper proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking…
We develop and analyze new scheduling algorithms for solving sparse triangular linear systems (SpTRSV) in parallel. Our approach produces highly efficient synchronous schedules for the forward- and backward-substitution algorithm. Compared…
The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…
In this paper, we design, analyze and implement efficient time parallel method for a class of fourth order time-dependent partial differential equations (PDEs), namely biharmonic heat equation, linearized Cahn-Hilliard (CH) equation and the…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…
We consider the linear time-dependent Schr\"odinger equation with a time-dependent smooth potential on an unbounded domain. A Galerkin spectral method with a tensor-product Hermite basis is used as a discretization in space. Discretizing…
We present a parallel algorithm for solving backward stochastic differential equations (BSDEs in short) which are very useful theoretic tools to deal with many financial problems ranging from option pricing option to risk management. Our…
The time-dependent Schrodinger equation is solved for two model problems for a non-Hermitian quantum system.A simple matrix model system is used to examine two critical problems for these systems: complex and non-observable energies and…
This paper proposes a frequency/time hybrid integral-equation method for the time dependent wave equation in two and three-dimensional spatial domains. Relying on Fourier Transformation in time, the method utilizes a fixed…
In this paper, we present a novel local and parallel two-grid finite element scheme for solving the Stokes equations, and rigorously establish its a priori error estimates. The scheme admits simultaneously small scales of subproblems and…