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A high-performance parallel algorithm is proposed for modeling the propagation of acoustic and elastic waves in inhomogeneous media. An initial boundary-value problem is replaced by a series of boundary-value problems for a constant…

Numerical Analysis · Mathematics 2011-01-25 Alexey G. Fatyanov , Andrew V. Terekhov

We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…

Numerical Analysis · Mathematics 2022-10-11 Nicolas A. Labanda , Pouria Behnoudfar , Victor M. Calo

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

In this article we introduce a novel coupled algorithm for massively parallel direct numerical simulations of electrophoresis in microfluidic flows. This multiphysics algorithm employs an Eulerian description of fluid and ions, combined…

Computational Engineering, Finance, and Science · Computer Science 2018-05-29 Dominik Bartuschat , Ulrich Rüde

We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…

Numerical Analysis · Mathematics 2019-11-15 Hamid Mirchi , Davod Khojasteh Salkuyeh

In this paper we propose two variants of the substructuring preconditioner for solving three-dimensional elliptic-type equations with strongly discontinuous coefficients. In the new preconditioners, we use the simplest coarse solver…

Numerical Analysis · Mathematics 2016-11-29 Qiya Hu , Shaoliang Hu

We present a space-time multigrid method based on tensor-product space-time finite element discretizations. The method is facilitated by the matrix-free capabilities of the {\ttfamily deal.II} library. It addresses both high-order…

Numerical Analysis · Mathematics 2024-08-12 Nils Margenberg , Peter Munch

Multiphase flow is a critical process in a wide range of applications, including oil and gas recovery, carbon sequestration, and contaminant remediation. Numerical simulation of multiphase flow requires solving of a large, sparse linear…

Numerical Analysis · Mathematics 2018-03-14 Quan M. Bui , Lu Wang , Daniel Osei-Kuffuor

The multigrid algorithm is an efficient numerical method for solving a variety of elliptic partial differential equations (PDEs). The method damps errors at progressively finer grid scales, resulting in faster convergence compared to…

Numerical Analysis · Mathematics 2021-05-06 Francisco Holguin , GS Sidharth , Gavin Portwood

For the parallel computation of partial differential equations, one key is the grid partitioning. It requires that each process owns the same amount of computations, and also, the partitioning quality should be proper to reduce the…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-02-02 Hui Liu , Tao Cui , Wei Leng , Linbo Zhang

The accurate and efficient representation of atmospheric dynamics remains a central challenge in numerical weather prediction. A particular difficulty arises from the strong anisotropy of the atmosphere, in which horizontal and vertical…

Numerical Analysis · Mathematics 2026-03-18 Daniel Witt , Thomas Bendall , Jemma Shipton

Pressure projection is the single most computationally expensive step in an unsteady incompressible fluid simulation. This work demonstrates the ability of data-driven methods to accelerate the approximate solution of the Poisson equation…

Fluid Dynamics · Physics 2023-02-14 Gabriel D Weymouth

We develop a parallel-in-time multigrid preconditioner for augmented systems. These saddle-point systems are foundational to numerical optimization. Our preconditioner, when paired with a suitable optimization method, accelerates the…

Optimization and Control · Mathematics 2025-12-08 Radoslav Vuchkov , Eric C. Cyr , Aurya Javeed , Denis Ridzal

An algorithm for simulating self-gravitating cosmological astrophysical fluids is presented. The advantages include a large dynamic range, parallelizability, high resolution per grid element and fast execution speed. The code is based on a…

Astrophysics · Physics 2009-10-30 Ue-Li Pen

Elliptic equations play a crucial role in turbulence models for magnetic confinement fusion. Regardless of the chosen modeling approach - whether gyrokinetic, gyrofluid, or drift-fluid - the Poisson equation and Amp\`{e}re's law lead to…

We consider the primal and dual forms of the optimality conditions for PDE-contrained optimization problems arising in Data-Driven Computational Mechanics when specialized to the reaction-diffusion context. Starting with the continuous…

Numerical Analysis · Mathematics 2025-12-24 Ramon Codina , Roberto Federico Ausas , Pedro Balbão Bazon , Cristian Guillermo Gebhardt

The solution for non-linear, complex partial differential Equations (PDEs) is achieved through numerical approximations, which yield a linear system of equations. This approach is prevalent in Computational Fluid Dynamics (CFD), but it…

Fluid Dynamics · Physics 2024-09-06 Ferdin Sagai Don Bosco , Dhamotharan S , Rut Lineswala , Abhishek Chopra

Despite the extensive application of nonlinear Model Predictive Control (MPC) in automated driving, balancing its computational efficiency with respect to the control performance and constraint satisfaction remains a challenge in emergency…

Systems and Control · Electrical Eng. & Systems 2024-10-22 Leila Gharavi , Bart De Schutter , Simone Baldi

The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). However when the spatial dimensions are high, the number of…

Numerical Analysis · Mathematics 2020-07-21 Xiaozhi Zhu , Yong-Tao Zhang

This paper presents a large-scale parallel solver, specifically designed to tackle the challenges of solving high-dimensional and high-contrast linear systems in heat transfer topology optimization. The solver incorporates an interpolation…

Numerical Analysis · Mathematics 2025-01-14 Yingjie Zhou , Changqing Ye , Yucheng Liu , Shubin Fu , Eric T. Chung