Related papers: An asymptotic parallel-in-time method for highly o…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…
A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…
We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…
We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…
A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…
A parallel algorithm for computing the finite difference solution to the elliptic equations with non-separable variables is presented. The resultant matrix is symmetric positive definite, thus the preconditioning conjugate gradient or the…
We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…
This work is devoted to the numerical simulation of nonlinear Schr\"odinger and Klein-Gordon equations. We present a general strategy to construct numerical schemes which are uniformly accurate with respect to the oscillation frequency.…
We present a new hybrid numerical method for multiscale partial differential equations, which simultaneously captures the global macroscopic information and resolves the local microscopic events over regions of relatively small size. The…
We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…
This paper presents novel and efficient strategies to spatially adapt the amount of computational effort applied based on the local dynamics of a free surface flow, for both classic weakly compressible SPH (WCSPH) and predictive-corrective…
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
We develop a novel and efficient iterative scheme for solving incompressible steady Navier-Stokes equations. The method is an adaptation of the Incremental Viscosity Splitting approximation for unsteady flows to steady equations. At each…
This paper presents a new resolution strategy for multi-scale streamer discharge simulations based on a second order time adaptive integration and space adaptive multiresolution. A classical fluid model is used to describe plasma…
In this paper, we propose and analyze an adaptive time-stepping fully discrete scheme which possesses the optimal strong convergence order for the stochastic nonlinear Schr\"odinger equation with multiplicative noise. Based on the splitting…
In this paper, a scalable iterative projection-type algorithm for solving non-stationary systems of linear inequalities is considered. A non-stationary system is understood as a large-scale system of inequalities in which coefficients and…
We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…
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 solutions to the Eikonal equation are computed using variants of the fast marching method, the fast sweeping method, and the fast iterative method. In this paper, we provide a unified view of these algorithms that highlights their…