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Implicit-Explicit (IMEX) schemes are widely used for time integration methods for approximating solutions to a large class of problems. In this work, we develop accurate a posteriori error estimates of a quantity of interest for…

Numerical Analysis · Mathematics 2016-10-19 Jehanzeb H. Chaudhry , J. B. Collins , John N. Shadid

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

This work focuses on the numerical study of a recently published class of Runge-Kutta methods designed for mixed-precision arithmetic. We employ the methods in solving partial differential equations on modern hardware. In particular we…

Numerical Analysis · Mathematics 2024-12-24 Ivo Dravins , Marcel Koch , Victoria Griehl , Katharina Kormann

A selection of algorithms for the rational approximation of matrix-valued functions are discussed, including variants of the interpolatory AAA method, the RKFIT method based on approximate least squares fitting, vector fitting, and a method…

Numerical Analysis · Mathematics 2021-04-21 Ion Victor Gosea , Stefan Güttel

Cell collective migration plays a crucial role in a variety of physiological processes. In this work, we propose the Runge-Kutta random feature method to solve the nonlinear and strongly coupled multiphase flow problems of cells, in which…

Numerical Analysis · Mathematics 2024-12-10 Yangtao Deng , Qiaolin He

We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the…

Numerical Analysis · Mathematics 2019-07-09 Jinhong Jia , Xiangcheng Zheng , Hong Wang

Recently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge-Kutta methods. We generalize this approach to multistep…

Numerical Analysis · Mathematics 2020-11-26 Hendrik Ranocha , Lajos Lóczi , David I. Ketcheson

The matrix-completion problem has attracted a lot of attention, largely as a result of the celebrated Netflix competition. Two popular approaches for solving the problem are nuclear-norm-regularized matrix approximation (Candes and Tao,…

Methodology · Statistics 2014-10-10 Trevor Hastie , Rahul Mazumder , Jason Lee , Reza Zadeh

Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic Gamma distributed DDEs are not currently available. Accordingly, modellers often resort…

Numerical Analysis · Mathematics 2021-04-09 Tyler Cassidy , Peter Gillich , Antony R. Humphries , Christiaan H. van Dorp

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

In this paper, we consider the matrices approximated in H2 format. The direct solution, as well as the preconditioning, of systems with such matrices is a challenging problem. We propose a non-extensive sparse factorization of the H2 matrix…

Numerical Analysis · Mathematics 2018-05-01 Daria Sushnikova , Ivan Oseledets

Strong stability preserving (SSP) Runge-Kutta methods are desirable when evolving in time problems that have discontinuities or sharp gradients and require nonlinear non-inner-product stability properties to be satisfied. Unlike the case…

Numerical Analysis · Mathematics 2018-10-12 Leah Isherwood , Zachary J. Grant , Sigal Gottlieb

Systems driven by multiple physical processes are central to many areas of science and engineering. Time discretization of multiphysics systems is challenging, since different processes have different levels of stiffness and characteristic…

Numerical Analysis · Mathematics 2022-01-19 Adrian Sandu , Michael Günther , Steven Roberts

In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…

Numerical Analysis · Mathematics 2024-12-03 Jianguo Huang , Yuejin Xu

This article extends the theory of classical finite-difference summation-by-parts (FD-SBP) time-marching methods to the generalized summation-by-parts (GSBP) framework. Dual-consistent GSBP time-marching methods are shown to retain: A and…

Numerical Analysis · Mathematics 2016-01-26 Pieter D. Boom , David W. Zingg

In this paper, we consider the task of efficiently computing the numerical solution of evolutionary complex Ginzburg--Landau equations on Cartesian product domains with homogeneous Dirichlet/Neumann or periodic boundary conditions. To this…

Numerical Analysis · Mathematics 2024-06-19 Marco Caliari , Fabio Cassini

Many important differential equations model quantities whose value must remain positive or stay in some bounded interval. These bounds may not be preserved when the model is solved numerically. We propose to ensure positivity or other…

Numerical Analysis · Mathematics 2021-11-10 Stephan Nüßlein , Hendrik Ranocha , David I Ketcheson

We investigate a high-order, fully explicit, asymptotic-preserving scheme for a kinetic equation with linear relaxation, both in the hydrodynamic and diffusive scalings in which a hyperbolic, resp. parabolic, limiting equation exists. The…

Numerical Analysis · Mathematics 2014-05-21 Pauline Lafitte , Annelies Lejon , Giovanni Samaey

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner

A high-order finite element method is proposed to solve the nonlinear convection-diffusion equation on a time-varying domain whose boundary is implicitly driven by the solution of the equation. The method is semi-implicit in the sense that…

Numerical Analysis · Mathematics 2022-01-03 Chuwen Ma , Weiying Zheng
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