Related papers: A High Order Time Splitting Method Based on Integr…
We propose a parareal based time parallelization scheme in the phase-space for the particle-in-Fourier (PIF) discretization of the Vlasov-Poisson system used in kinetic plasma simulations. We use PIF with a coarse tolerance for the…
A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the construction of a tensor decomposition of the solution whose rank is adapted at each time step.…
A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main…
The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…
We propose a new class of high-order time-marching schemes with dissipation user-control and unconditional stability for parabolic equations. High-order time integrators can deliver the optimal performance of highly-accurate and robust…
We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…
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…
Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…
In this paper, we generalize a high order semi-Lagrangian (SL) discontinuous Galerkin (DG) method for multi-dimensional linear transport equations without operator splitting developed in Cai et al. (J. Sci. Comput. 73: 514-542, 2017) to the…
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…
Calculating cost-effective solutions to particle dynamics in viscous flows is an important problem in many areas of industry and nature. We implement a second-order symmetric splitting method on the governing equations for a rigid…
A single-step high-order implicit time integration scheme for the solution of transient and wave propagation problems is presented. It is constructed from the Pad\'e expansions of the matrix exponential solution of a system of first-order…
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…
In contrast with the diffusion equation which smoothens the initial data to $C^\infty$ for $t>0$ (away from the corners/edges of the domain), the subdiffusion equation only exhibits limited spatial regularity. As a result, one generally…
Three non-equilibrium photoionisation algorithms for hydrodynamical grid-based simulation codes are compared in terms of accuracy, timestepping criteria, and parallel scaling. Explicit methods with first-order time accuracy for photon…
We discuss a spectral method for the numerical solution of the Vlasov-Poisson system where the velocity space is decomposed by means of an Hermite basis. We describe a semi-implicit time discretization that extends the range of numerical…
This paper presents a sequence of deferred correction (DC) schemes built recursively from the implicit midpoint scheme for the numerical solution of general first order ordinary differential equations (ODEs). It is proven that each scheme…
Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…
This paper studies delayed stochastic algorithms for weakly convex optimization in a distributed network with workers connected to a master node. Recently, Xu et al. 2022 showed that an inertial stochastic subgradient method converges at a…
This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank-Nicolson method for the time…