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The multi-frontal direct solver is the state-of-the-art algorithm for the direct solution of sparse linear systems. This paper provides computational complexity and memory usage estimates for the application of the multi-frontal direct…

Numerical Analysis · Computer Science 2012-04-10 Nathan Collier , David Pardo , Maciej Paszynski , Victor M. Calo

We consider two-level finite element discretization methods for the stream function formulation of the Navier-Stokes equations. The two-level method consists of solving a small nonlinear system on the coarse mesh, then solving a linear…

Numerical Analysis · Mathematics 2025-10-20 Faisal Fairag

Stabilised mixed velocity-pressure formulations are one of the widely-used finite element schemes for computing the numerical solutions of laminar incompressible Navier-Stokes. In these formulations, the Newton-Raphson scheme is employed to…

Computational Engineering, Finance, and Science · Computer Science 2020-07-15 Chennakesava Kadapa , Wulf G Dettmer , Djordje Peric

Fluid simulations are often performed using the incompressible Navier-Stokes equations (INSE), leading to sparse linear systems which are difficult to solve efficiently in parallel. Recently, kinetic methods based on the…

Graphics · Computer Science 2021-01-29 Yixin Chen , Wei Li , Rui Fan , Xiaopei Liu

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

Numerical Analysis · Mathematics 2022-11-28 Hailong Qiu

Many real-life problems of practical importance -- spanning a wide range of applications from chip design to bioinformatics -- represent constraint satisfaction problems, where classical solvers have to rely on heuristic approximations due…

Emerging Technologies · Computer Science 2026-03-03 Recep Bugra Uludag , Ahmet Efe , Ismail Akturk , Ulya R Karpuzcu

In multiscale, multi-physics applications, there is an increasing need for coupling numerical solvers that are each applied to a different part of the problem. Here we consider the case of coupling a Lattice Boltzmann fluid model and a…

Computational Physics · Physics 2007-05-23 Jonas Latt , Bastien Chopard , Paul Albuquerque

Efficiently solving large-scale linear systems is a critical challenge in electromagnetic simulations, particularly when using the Crank-Nicolson Finite-Difference Time-Domain (CN-FDTD) method. Existing iterative solvers are commonly…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-24 Haoyuan Zhang , Yaqian Gao , Xinxin Zhang , Jialin Li , Runfeng Jin , Yidong Chen , Feng Zhang , Wu Yuan , Wenpeng Ma , Shan Liang , Jian Zhang , Zhonghua Lu

In this work, we detail the GPU-porting of an in-house pseudo-spectral solver tailored towards large-scale simulations of interface-resolved simulation of drop- and bubble-laden turbulent flows. The code relies on direct numerical…

Fluid Dynamics · Physics 2024-06-04 Alessio Roccon

This paper presents an experimental evaluation of parallel-in-time Kalman filters and smoothers using graphics processing units (GPUs). In particular, the paper evaluates different all-prefix-sum algorithms, that is, parallel scan…

Computation · Statistics 2025-11-14 Simo Särkkä , Ángel F. García-Fernández

Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…

Mathematical Software · Computer Science 2026-05-25 Xiaoye Sherry Li , Yang Liu

An alternating direction method of multipliers (ADMM) solver is described for optimal resource allocation problems with separable convex quadratic costs and constraints and linear coupling constraints. We describe a parallel implementation…

Optimization and Control · Mathematics 2019-07-09 Zawar Qureshi , Sebastian East , Mark Cannon

This paper is concerned with a blood flow problem coupled with a slow plaque growth at the artery wall. In the model, the micro (fast) system is the Navier-Stokes equation with a periodically applied force and the macro (slow) system is a…

Numerical Analysis · Mathematics 2022-10-21 Zhaoyang Wang , Ping Lin , Lei Zhang

This paper presents and analyzes two robust, efficient, and optimally accurate fully discrete finite element algorithms for computing the parameterized Navier-Stokes Equations (NSEs) flow ensemble. The timestepping algorithms are…

Numerical Analysis · Mathematics 2024-10-22 Neethu Suma Raveendran , Md Abdul Aziz , Muhammad Mohebujjaman

This paper presents a low-communication-overhead parallel method for solving the 3D incompressible Navier-Stokes equations. A fully-explicit projection method with second-order space-time accuracy is adopted. Combined with fast Fourier…

Fluid Dynamics · Physics 2021-04-21 Jiabin Xie , Jianchao He , Yun Bao , Xi Chen

We consider the numerical solution of large scale time-harmonic Maxwell equations. To this day, this problem remains difficult, in particular because the equations are neither Hermitian nor semi-definite. Our approach is to compare…

Numerical Analysis · Mathematics 2025-07-18 Elise Fressart , Sébastien Dubois , Loïc Gouarin , Marc Massot , Michel Nowak , Nicole Spillane

Earth system models are complex integrated models of atmosphere, ocean, sea ice, and land surface. Coupling the components can be a significant challenge due to the difference in physics, temporal, and spatial scales. This study explores…

Numerical Analysis · Mathematics 2023-04-12 Shinhoo Kang , Alp Dener , Aidan Hamilton , Hong Zhang , Emil M. Constantinescu , Robert L. Jacob

The simulation of partial differential equations is a central subject of numerical analysis and an indispensable tool in science, engineering and related fields. Existing approaches, such as finite elements, provide (highly) efficient tools…

Numerical Analysis · Mathematics 2022-01-19 Nils Margenberg , Christian Lessig , Thomas Richter

A high-performance gas kinetic solver using multi-level parallelization is developed to enable pore-scale simulations of rarefied flows in porous media. The Boltzmann model equation is solved by the discrete velocity method with an…

Computational Physics · Physics 2017-12-05 Minh Tuan Ho , Lianhua Zhu , Lei Wu , Peng Wang , Zhaoli Guo , Zhi-Hui Li , Yonghao Zhang

Direct Multisearch (DMS) is a Derivative-free Optimization class of algorithms suited for computing approximations to the complete Pareto front of a given Multiobjective Optimization problem. It has a well-supported convergence analysis and…

Optimization and Control · Mathematics 2021-05-10 S. Tavares , C. P. Brás , A. L. Custódio , V. Duarte , P. Medeiros