Related papers: A time-parallel algorithm for almost integrable Ha…
We provide a quantum algorithm for simulating the dynamics of sparse Hamiltonians with complexity sublogarithmic in the inverse error, an exponential improvement over previous methods. Specifically, we show that a $d$-sparse Hamiltonian $H$…
The time integration of semilinear parabolic problems by exponential methods of different kinds is considered. A new algorithm for the implementation of these methods is proposed. The algorithm evaluates the operators required by the…
We propose an approximation scheme for a class of semilinear parabolic equations that are convex and coercive in their gradients. Such equations arise often in pricing and portfolio management in incomplete markets and, more broadly, are…
The dilation method is a practical way to experimentally simulate non-Hermitian, especially $\cal PT$-symmetric quantum systems. However, the time-dependent dilation problem cannot be explicitly solved in general. In this paper, we present…
We propose a new explicit pseudo-energy and momentum conserving scheme for the time integration of Hamiltonian systems. The scheme, which is formally second-order accurate, is based on two key ideas: the integration during the time-steps of…
Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…
The parallel full approximation scheme in space and time (PFASST) is a parallel-in-time integrator that allows to integrate multiple time-steps simultaneously. It has been shown to extend scaling limits of spatial parallelization strategies…
This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…
This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…
The hyperbolic model (HM) time integration scheme tackles parabolic problems by adding a small artificial second order time derivative term. Described by Samarskii in his 1971 book, the scheme reappeared as the generalized Du Fort-Frankel…
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…
In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…
We design a Quasi-Polynomial time deterministic approximation algorithm for computing the integral of a multi-dimensional separable function, supported by some underlying hyper-graph structure, appropriately defined. Equivalently, our…
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…
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…
The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…
A parareal algorithm based on an exponential $\theta$-scheme is proposed for the stochastic Schr\"odinger equation with weak damping and additive noise. It proceeds as a two-level temporal parallelizable integrator with the exponential…
Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…
We present a time-parallelization method that enables to accelerate the computation of quantum optimal control algorithms. We show that this approach is approximately fully efficient when based on a gradient method as optimization solver:…