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In this paper, we present two Hermite polynomial based approaches to derive one-step numerical integrators for mechanical systems. These methods are based on discretizing the configuration using Hermite polynomials which leads to numerical…
The Rosenbrock-Krylov family of time integration schemes is an extension of Rosenbrock-W methods that employs a specific Krylov based approximation of the linear system solutions arising within each stage of the integrator. This work…
Domain decomposition based time integrators allow the usage of parallel and distributed hardware, making them well-suited for the temporal discretization of parabolic systems, in general, and degenerate parabolic problems, in particular.…
In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…
In recent years, two important techniques for geometric numerical discretization have been developed. In computational electromagnetics, spatial discretization has been improved by the use of mixed finite elements and discrete differential…
We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…
We present a new time discretization scheme adapted to the structure of GENERIC systems. The scheme is variational in nature and is based on a conditional incremental minimization. The GENERIC structure of the scheme provides stability and…
Most numerical methods for time integration use real time steps. Complex time steps provide an additional degree of freedom, as we can select the magnitude of the step in both the real and imaginary directions. By time stepping along…
A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…
The present work addresses the Cauchy problem for an abstract nonlinear system of coupled hyperbolic equations associated with the Timoshenko model in a real Hilbert space. Our purpose is to develop and delve into a temporal discretization…
As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…
The current algorithms are based on linear model, for example, Precision Time Protocol (PTP) which requires frequent synchronization in order to handle the effects of clock frequency drift. This paper introduces a nonlinear approach to…
Large-scale cosmological simulations are an indispensable tool for modern cosmology. To enable model-space exploration, fast and accurate predictions are critical. In this paper, we show that the performance of such simulations can be…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…
Within this paper, we introduce partially and fully decoupled time stepping schemes for linear thermo-poroelasticity. This means that the mechanics, heat, and flow equations can be solved sequentially. We provide sufficient conditions on…
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…
In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…
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…
Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…
A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…