Related papers: Embedded Zassenhaus Expansion to Operator Splittin…
A component-splitting method is proposed to improve convergence characteristics for implicit time integration of compressible multicomponent reactive flows. The characteristic decomposition of flux jacobian of multicomponent Navier-Stokes…
In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…
This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
Coupled multi-physics problems are encountered in countless applications and pose significant numerical challenges. Although monolithic approaches offer possibly the best solution strategy, they often require ad-hoc preconditioners and…
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
Schr\"odinger equations with time-dependent potentials are of central importance in quantum physics and theoretical chemistry, where they aid in the simulation and design of systems and processes at atomic scales. Numerical approximation of…
Computational Fluid Dynamics (CFD) simulations are often constrained by the memory-bound nature of sparse matrix-vector operations, which eventually limits performance on modern high-performance computing (HPC) systems. This work introduces…
In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…
Time dependent Schr\"odinger equations with conservative force field U commonly constitute a major challenge in the numerical approximation, especially when they are analysed in the semiclassical regime. Extremely high oscillations…
Operator splitting methods allow to split the operator describing a complex dynamical system into a sequence of simpler subsystems and treat each part independently. In the modeling of dynamical problems, systems of (possibly coupled)…
We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…
The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…
We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
Stable partitioned techniques for simulating unsteady fluid-structure interaction (FSI) are known to be computationally expensive when high added-mass is involved. Multiple coupling strategies have been developed to accelerate these…
We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…
A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…
We present novel coupling schemes for partitioned multi-physics simulation that combine four important aspects for strongly coupled problems: implicit coupling per time step, fast and robust acceleration of the corresponding iterative…
We introduce an algorithm to improve the error scaling of product formulas by randomly sampling the generator of their exact error unitary. Our approach takes an arbitrary product formula of time $t$, $S_k(t)$ with error $O(t^{k+1})$ and…
The design of microfluidic devices is a cumbersome and tedious process that can be significantly improved by simulation. Methods based on Computational Fluid Dynamics (CFD) are considered state-of-the-art, but require extensive compute time…