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Related papers: Multi-Adaptive Time-Integration

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In this work, an approximate family of implicit multiderivative Runge-Kutta (MDRK) time integrators for stiff initial value problems is presented. The approximation procedure is based on the recent Approximate Implicit Taylor method (Baeza…

Numerical Analysis · Mathematics 2023-02-07 Jeremy Chouchoulis , Jochen Schütz

We introduce an explicit, adaptive time-stepping scheme for the simulation of SPDEs with one-sided Lipschitz drift coefficients. Strong convergence rates are proven for the full space-time discretisation with multiplicative trace-class…

Numerical Analysis · Mathematics 2019-08-27 Stuart Campbell , Gabriel Lord

We derive and analyze a hybridizable discontinuous Galerkin (HDG) method for approximating weak solutions to the equations of time-harmonic linear elasticity on a bounded Lipschitz domain in three dimensions. The real symmetry of the stress…

Numerical Analysis · Mathematics 2016-11-18 Allan Hungria , Daniele Prada , Francisco-Javier Sayas

Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…

Numerical Analysis · Mathematics 2018-04-13 Christopher Rackauckas , Qing Nie

Parametric partial differential equations (PDEs) are fundamental for modeling a wide range of physical and engineering systems influenced by uncertain or varying parameters. Traditional neural network-based solvers, such as Physics-Informed…

Machine Learning · Computer Science 2025-12-29 Qiuqi Li , Yiting Liu , Jin Zhao , Wencan Zhu

We present an adaptive algorithm for effectively solving rough differential equations (RDEs) using the log-ODE method. The algorithm is based on an error representation formula that accurately describes the contribution of local errors to…

Numerical Analysis · Mathematics 2023-07-25 Christian Bayer , Simon Breneis , Terry Lyons

Based on current trends in computer architectures, faster compute speeds must come from increased parallelism rather than increased clock speeds, which are currently stagnate. This situation has created the well-known bottleneck for…

Numerical Analysis · Mathematics 2021-07-07 Masumi Sugiyama , Jacob B. Schroder , Ben S. Southworth , Stephanie Friedhoff

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca

We present in this paper algorithms for solving stiff PDEs on the unit sphere with spectral accuracy in space and fourth-order accuracy in time. These are based on a variant of the double Fourier sphere method in coefficient space with…

Numerical Analysis · Mathematics 2017-12-27 Hadrien Montanelli , Yuji Nakatsukasa

A framework for performing dynamic mesh adaptation with the discontinuous Galerkin method (DGM) is presented. Adaptations include modifications of the local mesh step size (h-adaptation) and the local degree of the approximating polynomials…

Computational Physics · Physics 2013-01-29 Sascha M. Schnepp , Thomas Weiland

We propose a space-time scheme that combines an unfitted finite element method in space with a discontinuous Galerkin time discretisation for the accurate numerical approximation of parabolic problems with moving domains or interfaces. We…

Numerical Analysis · Mathematics 2023-01-23 Santiago Badia , Hridya Dilip , Francesc Verdugo

In this work we recast parametrized time dependent optimal control problems governed by partial differential equations in a saddle point formulation and we propose reduced order methods as an effective strategy to solve them. Indeed, on one…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

We present a robust and efficient target-based mesh adaptation methodology, building on hybridized discontinuous Galerkin schemes for (nonlinear) convection-diffusion problems, including the compressible Euler and Navier-Stokes equations.…

Numerical Analysis · Mathematics 2014-11-12 Michael Woopen , Georg May , Jochen Schütz

For time integration of transient eddy current problems commonly implicit time integration methods are used, where in every time step one or several nonlinear systems of equations have to be linearized with the Newton-Raphson method due to…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Jennifer Dutiné , Markus Clemens , Sebastian Schöps , Georg Wimmer

This work focuses on the development of efficient solvers for the pseudo-stress formulation of the unsteady Stokes problem, discretised by means of a discontinuous Galerkin method on polytopal grids (PolyDG). The introduction of the…

Numerical Analysis · Mathematics 2026-02-04 Paola F. Antonietti , Alessandra Cancrini , Gabriele Ciaramella

We present a multirate method that is particularly suited for integrating the systems of Ordinary Differential Equations (ODEs) that arise in step models of surface evolution. The surface of a crystal lattice, that is slightly miscut from a…

Numerical Analysis · Mathematics 2008-10-15 Pak-Wing Fok , Rodolfo R. Rosales

We study dynamical Galerkin schemes for evolutionary partial differential equations (PDEs), where the projection operator changes over time. When selecting a subset of basis functions, the projection operator is non-differentiable in time…

Numerical Analysis · Mathematics 2022-12-09 Rodrigo M. Pereira , Natacha Nguyen van yen , Kai Schneider , Marie Farge

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

In this paper a new high order semi-implicit discontinuous Galerkin method (SI-DG) is presented for the solution of the incompressible Navier-Stokes equations on staggered space-time adaptive Cartesian grids (AMR) in two and three…

Numerical Analysis · Mathematics 2017-08-02 Francesco Fambri , Michael Dumbser
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