Related papers: A time-parallel algorithm for almost integrable Ha…
In the paper "Linear time algorithm to cover and hit a set of line segments optimally by two axis-parallel squares", TCS Volume 769 (2019), pages 63--74, the LHIT problem is proposed as follows: For a given set of non-intersecting line…
We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…
Measurement data is often sampled irregularly i.e. not on equidistant time grids. This is also true for Hamiltonian systems. However, existing machine learning methods, which learn symplectic integrators, such as SympNets [20] and…
In this paper, we investigate the strong convergence analysis of parareal algorithms for stochastic Maxwell equations with the damping term driven by additive noise. The proposed parareal algorithms proceed as two-level temporal…
In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…
We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…
The high cost of sequential time integration is one major constraint that limits the speedup of a time-parallel algorithm like the Parareal algorithm due to the difficulty of coarsening time steps in a stiff numerical problem. To address…
Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…
Recently, the ParaOpt algorithm was proposed as an extension of the time-parallel Parareal method to optimal control. ParaOpt uses quasi-Newton steps that each require solving a system of matching conditions iteratively. The…
A space-time collocation method (STCM) using asymptotically-constant basis functions is proposed and applied to the quantum Hamiltonian constraint for a loop-quantized treatment of the Schwarzschild interior. Canonically, these descriptions…
We provide a systematic comparison of two numerical methods to solve the widely used nonlinear Schr\"odinger equation. The first one is the standard second order split-step (SS2) method based on operator splitting approach. The second one…
Time-parallel methods can reduce the wall clock time required for the accurate numerical solution of differential equations by parallelizing across the time-dimension. In this paper, we present and test the convergence behavior of a…
In this manuscript, we propose efficient stochastic semi-explicit symplectic schemes tailored for nonseparable stochastic Hamiltonian systems (SHSs). These semi-explicit symplectic schemes are constructed by introducing augmented…
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…
Recently, our group developed explicit symplectic methods for curved spacetimes that are not split into several explicitly integrable parts, but are via appropriate time transformations. Such time-transformed explicit symplectic integrators…
This article demonstrates the applicability of the parallel-in-time method Parareal to the numerical solution of the Einstein gravity equations for the spherical collapse of a massless scalar field. To account for the shrinking of the…
In this paper, we propose a stochastic forward-backward-forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces. Applications to composite monotone inclusion and minimization problems are…
An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…
We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm,…
Among various variants of the traveling salesman problem, the s-t-path graph TSP has the special feature that we know the exact integrality ratio, 3/2, and an approximation algorithm matching this ratio. In this paper, we go below this…