Related papers: An asymptotic parallel-in-time method for highly o…
Two ocean models are considered for geophysical flow simulations: the multi-layer shallow water equations and the multi-layer primitive equations. For the former, we investigate the parallel performance of exponential time differencing…
A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…
In this contribution, we address the numerical solutions of high-order asymptotic equivalent partial differential equations with the results of a lattice Boltzmann scheme for an inhomogeneous advection problem in one spatial dimension. We…
The paper suggests a preconditioning type method for fast solving of elliptic equations with oscillating quasiperiodic coefficients $A_\epsilon$ specified by the small parameter $\epsilon>0$. We use an iteration method generated by an…
In this work, we study and extend a class of semi-Lagrangian exponential methods, which combine exponential time integration techniques, suitable for integrating stiff linear terms, with a semi-Lagrangian treatment of nonlinear advection…
Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…
We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…
We present a scaling technique which transforms the evolution problem for a nonlinear wave equation with small initial data to a linear wave equation with a distributional source. The exact solution of the latter uniformly approximates the…
The nonlinear gyrokinetic equations describe plasma turbulence in laboratory and astrophysical plasmas. To solve these equations, massively parallel codes have been developed and run on present-day supercomputers. This paper describes…
We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…
We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…
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…
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…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
In this paper, we develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then,…
Asynchronous iterations are more and more investigated for both scaling and fault-resilience purpose on high performance computing platforms. While so far, they have been exclusively applied within space domain decomposition frameworks,…
We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…
This article examines the accuracy for large times of asymptotic expansions from periodic homogenization of wave equations. As usual, $\epsilon$ denotes the small period of the coefficients in the wave equation. We first prove that the…
The motions of a passive scalar $\hat{a}$ in a general high-frequency oscillating flow are studied. Our aim is threefold: (i) to obtain different classes of general solutions; (ii) to identify, classify, and develop related asymptotic…
This study deals with higher-ordered asymptotic equations for the water-waves problem. We considered the higher-order/extended Boussinesq equations over a flat bottom topography in the well-known long wave regime. Providing an existence and…