Related papers: Improved accuracy for time-splitting methods for t…
The error behavior of exponential operator splitting methods for nonlinear Schr{\"o}dinger equations in the semiclassical regime is studied. For the Lie and Strang splitting methods, the exact form of the local error is determined and the…
In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…
We consider a control constrained parabolic optimal control problem and use variational discretization for its time semi-discretization. The state equation is treated with a Petrov-Galerkin scheme using a piecewise constant Ansatz for the…
This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…
We present a loosely coupled, non-iterative time-splitting scheme based on Robin-Robin coupling conditions. We apply a novel unified analysis for this scheme applied to both a Parabolic/Parabolic coupled system and a Parabolic/Hyperbolic…
We prove linear convergence for a new family of modified Dirichlet--Neumann methods applied to quasilinear parabolic equations, as well as the convergence of the Robin--Robin method. Such nonoverlapping domain decomposition methods are…
This paper is concerned with the time-step condition of commonly-used linearized semi-implicit schemes for nonlinear parabolic PDEs with Galerkin finite element approximations. In particular, we study the time-dependent nonlinear Joule…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent…
We present a detailed convergence analysis for an operator splitting scheme proposed in [C. Liu et al.,J. Comput. Phys., 436, 110253, 2021] for a reaction-diffusion system with detailed balance. The numerical scheme has been constructed…
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.…
We provide general product formulas for the solutions of non-autonomous abstract Cauchy problems. The main technical tool is the application of evolution semigroup methods, allowing the direct application of existing results on autonomous…
In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at…
We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…
We construct a higher-order adaptive method for strong approximations of exit times of It\^o stochastic differential equations (SDE). The method employs a strong It\^o--Taylor scheme for simulating SDE paths, and adaptively decreases the…
We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…
A component-splitting method is proposed to improve convergence characteristics for implicit time integration of compressible multicomponent reactive flows. The characteristic decomposition of flux jacobian of multicomponent Navier-Stokes…
We evaluate the performance of novel numerical methods for solving one-dimensional nonlinear fractional dispersive and dissipative evolution equations. The methods are based on affine combinations of time-splitting integrators and…