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We present the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm, recently proposed in [Li and Hu, {\it J. Comput. Phys.}, 2021], for efficiently solving subdiffusion equations with heterogeneous coefficients in long time. This…

Numerical Analysis · Mathematics 2024-06-14 Guanglian Li

In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…

Numerical Analysis · Mathematics 2018-09-24 Bangti Jin , Buyang Li , Zhi Zhou

A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…

Materials Science · Physics 2022-12-08 Guglielmo Macrelli

The Parareal algorithm allows to solve evolution problems exploiting parallelization in time. Its convergence and stability have been proved under the assumption of regular (smooth) inputs. We present and analyze here a new Parareal…

Numerical Analysis · Mathematics 2019-04-09 Martin J. Gander , Iryna Kulchytska-Ruchka , Innocent Niyonzima , Sebastian Schöps

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…

Analysis of PDEs · Mathematics 2013-10-02 Vicente Vergara , Rico Zacher

The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…

Analysis of PDEs · Mathematics 2021-02-09 Dohyun Kwon , Alpár Richárd Mészáros

The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where…

Numerical Analysis · Mathematics 2010-11-30 X. Dai , C. Le Bris , F. Legoll , Y. Maday

Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…

Statistical Mechanics · Physics 2014-08-05 Jacopo Bertolotti

We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…

Numerical Analysis · Mathematics 2013-10-31 V. A. Bokil , N. L. Gibson , S. L. Nguyen , E. A. Thomann , E. Waymire

The high cost of sequential time integration is one major constraint that limits the speedup of a time-parallel algorithm like the Parareal algorithm due to the difficulty of coarsening time steps in a stiff numerical problem. To address…

Computational Physics · Physics 2025-03-06 Weifan Liu

This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

This work studies the parameter-dependent diffusion equation in a two-dimensional domain consisting of locally mirror symmetric layers. It is assumed that the diffusion coefficient is a constant in each layer. The goal is to find…

Numerical Analysis · Mathematics 2024-12-20 Antti Autio , Antti Hannukainen

We investigate the error of the (semidiscrete) Galerkin method applied to a semilinear subdiffusion equation in the presence of a nonsmooth initial data. The diffusion coefficient is allowed to depend on time. It is well-known that in such…

Numerical Analysis · Mathematics 2022-03-01 Łukasz Płociniczak

For a family of second-order parabolic systems with bounded measurable, rapidly oscillating and time-dependent periodic coefficients, we investigate the sharp convergence rates of weak solutions in $L^2$. Both initial-Dirichlet and…

Analysis of PDEs · Mathematics 2016-04-25 Jun Geng , Zhongwei Shen

We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…

Probability · Mathematics 2008-08-26 Rémi Rhodes

In this paper we study the asymptotic nonlinear dynamics of scalar semilinear parabolic problems reaction-diffusion type when the diffusion coefficient becomes large in a subregion which is interior to the domain. We obtain, under suitable…

Analysis of PDEs · Mathematics 2024-05-28 Leonardo Pires , Alexandre Nolasco de Carvalho

For time-dependent partial differential equations, parallel-in-time integration using the "parallel full approximation scheme in space and time" (PFASST) is a promising way to accelerate existing space-parallel approaches beyond their…

Numerical Analysis · Mathematics 2018-06-07 Matthias Bolten , Dieter Moser , Robert Speck