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In this note we present a multigrid preconditioning method for solving quadratic optimization problems constrained by a fractional diffusion equation. Multigrid methods within the all-at-once approach to solve the first order-order…

Optimization and Control · Mathematics 2020-10-29 Harbir Antil , Andrei Dr{ă}g{ă}nescu , Kiefer Green

In this work, we propose two-level space-time domain decomposition preconditioners for parabolic problems discretized using finite elements. They are motivated as an extension to space-time of balancing domain decomposition by constraints…

Numerical Analysis · Computer Science 2017-01-16 Santiago Badia , Marc Olm

The aim of this paper is to develop and analyze high-order time stepping schemes for solving semilinear subdiffusion equations. We apply the $k$-step BDF convolution quadrature to discretize the time-fractional derivative with order…

Numerical Analysis · Mathematics 2020-03-10 Kai Wang , Zhi Zhou

We develop a space-time mortar mixed finite element method for parabolic problems. The domain is decomposed into a union of subdomains discretized with non-matching spatial grids and asynchronous time steps. The method is based on a…

Numerical Analysis · Mathematics 2021-10-06 Manu Jayadharan , Michel Kern , Martin Vohralík , Ivan Yotov

In this paper, we are concerned with the global pressure formulation of immiscible incompressible two-phase flow between different rock types. We develop for this problem two robust schemes based on domain decomposition (DD) methods and…

Analysis of PDEs · Mathematics 2020-01-08 Elyes Ahmed

Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…

Numerical Analysis · Mathematics 2019-08-28 Hans De Sterck , Stephanie Friedhoff , Alexander J. M. Howse , Scott P. MacLachlan

In this article, we systematically explain how to apply the analytical technique called the invariant subspace method to find various types of analytical solutions for a coupled nonlinear time-fractional system of partial differential…

Analysis of PDEs · Mathematics 2024-06-17 K. S. Priyendhu , P. Prakash , M. Lakshmanan

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…

Numerical Analysis · Mathematics 2021-12-23 Alan F. Hegarty , Eugene O'Riordan

We examine the use of a two-level deflation preconditioner combined with GMRES to locally solve the subdomain systems arising from applying domain decomposition methods to Helmholtz problems. Our results show that the direct solution method…

Numerical Analysis · Mathematics 2023-05-03 Niall Bootland , Vandana Dwarka , Pierre Jolivet , Victorita Dolean , Cornelis Vuik

The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…

Optimization and Control · Mathematics 2016-03-17 Tuan T. Nguyen , Mircea Lazar , Hans Butler

In this paper, we propose an exact general algorithm for solving non-convex optimization problems, where the non-convexity arises due to the presence of an inverse S-shaped function. The proposed method involves iteratively approximating…

Optimization and Control · Mathematics 2023-07-27 Arka Das , Ankur Sinha , Sachin Jayaswal

In this article, we discuss an exact algorithm for solving mixed integer concave minimization problems. A piecewise inner-approximation of the concave function is achieved using an auxiliary linear program that leads to a bilevel program,…

Optimization and Control · Mathematics 2022-08-31 Ankur Sinha , Arka Das , Guneshwar Anand , Sachin Jayaswal

In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

Numerical Analysis · Mathematics 2022-07-13 Jonas Zeifang , Jochen Schuetz

We study a decoupling iterative algorithm based on domain decomposition for the time-dependent nonlinear Stokes-Darcy model, in which different time steps can be used in the flow region and in the porous medium. The coupled system is…

Numerical Analysis · Mathematics 2020-07-06 Thi-Thao-Phuong Hoang , Hyesuk Lee

This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…

Numerical Analysis · Mathematics 2025-02-06 Dmitrii Chaikovskii , Ye Zhang , Aleksei Liubavin

This article presents the first complete application of a quantum time-marching algorithm for simulating multidimensional linear transport phenomena with arbitrary boundaries, whereby the success probabilities are problem intrinsic. The…

Quantum Physics · Physics 2026-04-13 Sergio Bengoechea , Paul Over , Thomas Rung

A computationally quick and conceptually simple method to recover time delay of the chaotic system from scalar time series is developed in this paper. We show that the orbits in the incomplete two-dimensional reconstructed phase-space will…

Chaotic Dynamics · Physics 2016-11-15 Shengli Zhu , Lu Gan

This work considers numerical methods for the time-dependent Schr\"{o}dinger equation of incommensurate systems. By using a plane wave method for spatial discretization, the incommensurate problem is lifted to a higher dimension that…

Computational Physics · Physics 2021-03-30 Ting Wang , Huajie Chen , Aihui Zhou , Yuzhi Zhou

The paper develops a hybrid method for solving a system of advection--diffusion equations in a bulk domain coupled to advection--diffusion equations on an embedded surface. A monotone nonlinear finite volume method for equations posed in…

Computational Physics · Physics 2018-06-05 Alexey Y. Chernyshenko , Maxim A. Olshanskii , Yuri V. Vassilevski