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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…

Numerical Analysis · Mathematics 2025-11-04 Mikhail A. Botchev

Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…

Numerical Analysis · Mathematics 2026-04-02 Giancarlo Antonino Antonucci , Raphael Andreas Hauser , Debasmita Samaddar , James Buchanan

In this contribution the usage of the Parareal method is proposed for the time-parallel solution of the eddy current problem. The method is adapted to the particular challenges of the problem that are related to the differential algebraic…

Computational Engineering, Finance, and Science · Computer Science 2018-02-08 Sebastian Schöps , Innocent Niyonzima , Markus Clemens

In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution…

Analysis of PDEs · Mathematics 2017-02-08 Mokhtar Kirane , Erkan Nane , Nguyen Huy Tuan

Higher-order time integration methods that unconditionally preserve the positivity and linear invariants of the underlying differential equation system cannot belong to the class of general linear methods. This poses a major challenge for…

Numerical Analysis · Mathematics 2022-02-24 Thomas Izgin , Stefan Kopecz , Andreas Meister

We present a convergence analysis of the parallel-in-time integration method known as the Parareal algorithm for degenerate differential-algebraic systems arising from quasi-static Biot models, which govern coupled flow and deformation in…

Numerical Analysis · Mathematics 2026-01-22 Iñigo Jimenez-Ciga , Francisco Gaspar , Kundan Kumar , Florin A. Radu

In this article we are interested in the boundary stabilization in finite time of one-dimensional linear hyperbolic balance laws with coefficients depending on time and space. We extend the so called "backstepping method" by introducing…

Optimization and Control · Mathematics 2020-11-30 Jean-Michel Coron , Long Hu , Guillaume Olive , Peipei Shang

Time-periodic weak solutions for a coupled hyperbolic-parabolic system are obtained. A linear heat and wave equation are considered on two respective $d$-dimensional spatial domains that share a common $(d-1)$-dimensional interface…

Analysis of PDEs · Mathematics 2026-01-30 Stanislav Mosny , Boris Muha , Sebastian Schwarzacher , Justin T. Webster

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…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

In this paper, we investigate the initial value problem for symmetric hyperbolic systems on globally hyperbolic Lorentzian manifolds with potentials that are both nonlocal in time and space. When the potential is retarded and uniformly…

Analysis of PDEs · Mathematics 2025-07-08 Felix Finster , Simone Murro , Gabriel Schmid

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…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears

The Parareal algorithm was invented in 2001 in order to parallelize the solution of evolution problems in the time direction. It is based on parallel fine time propagators called F and sequential coarse time propagators called G, which…

Numerical Analysis · Mathematics 2024-09-05 Martin J. Gander , Mario Ohlberger , Stephan Rave

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

A novel structure-preserving numerical method to solve random hyperbolic systems of conservation laws is presented. The method uses a concept of generalized, measure-valued solutions to random conservation laws. This yields a linear partial…

Numerical Analysis · Mathematics 2025-10-29 Shaoshuai Chu , Michael Herty , Maria Lukacova-Medvidova , Yizhou Zhou

We introduce a time-parallel algorithm for solving numerically almost integrable Hamiltonian systems in action-angle coordinates. This algorithm is a refinement of that introduced by Saha, Stadel and Tremaine in 1997 (SST97) for the same…

Numerical Analysis · Computer Science 2011-06-21 Hugo Jiménez-Pérez , Jacques Laskar

We propose a new parallel Discontinuous Galerkin method for the approximation of hyperbolic systems of conservation laws. The method remains stable with large time steps, while keeping the complexity of an explicit scheme: it does not…

Numerical Analysis · Mathematics 2024-02-27 Pierre Gerhard , Philippe Helluy , Victor Michel-Dansac , Bruno Weber

We give a strongly polynomial time algorithm which determines whether or not a bivariate polynomial is real stable. As a corollary, this implies an algorithm for testing whether a given linear transformation on univariate polynomials…

Data Structures and Algorithms · Computer Science 2016-10-04 Prasad Raghavendra , Nick Ryder , Nikhil Srivastava

This paper focuses on efficient steady-state computations of induction machines. In particular, the periodic Parareal algorithm with initial-value coarse problem (PP-IC) is considered for acceleration of classical time-stepping simulations…

Computational Engineering, Finance, and Science · Computer Science 2020-02-19 Denys Bast , Iryna Kulchytska-Ruchka , Sebastian Schöps , Oliver Rain

This paper considers one of the fundamental parallel-in-time methods for the solution of ordinary differential equations, Parareal, and extends it by adopting a neural network as a coarse propagator. We provide a theoretical analysis of the…

Numerical Analysis · Mathematics 2024-08-20 Marta M. Betcke , Lisa Maria Kreusser , Davide Murari

We propose a numerical method to solve general hyperbolic systems in any space dimension using forward Euler time stepping and continuous finite elements on non-uniform grids. The properties of the method are based on the introduction of an…

Numerical Analysis · Mathematics 2015-09-25 Jean-Luc Guermond , Bojan Popov