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A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

We consider the coupled system of equations that describe flow in fractured porous media. To describe such types of problems, multicontinuum and multiscale approaches are used. Because in multicontinuum models, the permeability of each…

Numerical Analysis · Mathematics 2023-05-31 Maria Vasilyeva

Parametric linear programming is a central operation for polyhedral computations, as well as in certain control applications.Here we propose a task-based scheme for parallelizing it, with quasi-linear speedup over large problems.This type…

Computational Geometry · Computer Science 2020-10-01 Camille Coti , David Monniaux , Hang Yu

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

In this paper we propose and analyze three parallel hybrid extragradient methods for finding a common element of the set of solutions of equilibrium problems involving pseudomonotone bifunctions and the set of fixed points of nonexpansive…

Optimization and Control · Mathematics 2015-12-24 Dang Van Hieu , Le Dung Muu , Pham Ky Anh

We consider the parallel-in-time solution of hyperbolic partial differential equation (PDE) systems in one spatial dimension, both linear and nonlinear. In the nonlinear setting, the discretized equations are solved with a preconditioned…

Numerical Analysis · Mathematics 2025-10-10 O. A. Krzysik , H. De Sterck , R. D. Falgout , J. B. Schroder

Electromagnetic computations, where the wavelength is small in relation to the geometry of interest, become computationally demanding. In order to manage computations for realistic problems like electromagnetic scattering from aircraft, the…

Computational Engineering, Finance, and Science · Computer Science 2018-01-12 Afshin Zafari , Elisabeth Larsson , Marco Righero , M. Alessandro Francavilla , Giorgio Giordanengo , Francesca Vipiana , Giuseppe Vecchi

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

The so-called "global polytropic model" is based on the assumption of hydrostatic equilibrium for the solar system, or for a planet's system of statellites (like the jovian system), described by the Lane-Emden differential equation. A…

Earth and Planetary Astrophysics · Physics 2014-10-14 Vassilis Geroyannis , Florendia Valvi , Themis Dallas

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

Numerical Analysis · Mathematics 2014-02-24 Terry Haut , Beth Wingate

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

Dynamical Systems · Mathematics 2023-08-24 Gregory Kozyreff

In this paper, we decide to compare two new approaches based on Rational and Exponential Bessel functions (RBs and EBs) to solve several well-known class of Lane-Emden type models. The problems, which define in some models of non-Newtonian…

Numerical Analysis · Mathematics 2017-08-25 Kourosh Parand , Amin Ghaderi

The demand for substantial increases in the spatial resolution of global weather- and climate- prediction models makes it necessary to use numerically efficient and highly scalable algorithms to solve the equations of large scale…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Eike H. Mueller , Robert Scheichl

Many problems in fluid modelling require the efficient solution of highly anisotropic elliptic partial differential equations (PDEs) in "flat" domains. For example, in numerical weather- and climate-prediction an elliptic PDE for the…

Numerical Analysis · Mathematics 2015-02-11 Andreas Dedner , Eike Hermann Müller , Robert Scheichl

We discuss a numerical algorithm for solving nonlinear integro-differential equations, and illustrate our findings for the particular case of Volterra type equations. The algorithm combines a perturbation approach meant to render a…

Computational Physics · Physics 2008-11-26 Bogdan Mihaila , Ruth E. Shaw

In this paper, the use of partitioned linear multistep methods (PLMM) as time integrators for the numerical approximation of some partial differential equations (pdes) is studied. We consider the periodic initial-value problem of two…

Numerical Analysis · Mathematics 2025-11-06 Begoña Cano , Angel Durán , Melquíades Rodríguez

A multilevel correction scheme is proposed to solve defective and nodefective of nonsymmetric partial differential operators by the finite element method. The method includes multi correction steps in a sequence of finite element spaces. In…

Numerical Analysis · Mathematics 2016-09-27 Hehu Xie , Zhimin Zhang