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As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
We provide a new approach for the efficient matrix-free application of the transpose of the Jacobian for the spectral element method for the adjoint based solution of partial differential equation (PDE) constrained optimization. This…
Using an explicit Euler substitution it was obtained a system of differential equations, which can be used to find the solution of time-dependent 1-dimentional Schr\H{o}dinger equation for a general form of the time-dependent potential.
This paper introduces a new class of numerical methods for the time integration of evolution equations set as Cauchy problems of ODEs or PDEs. The systematic design of these methods mixes the Runge-Kutta collocation formalism with…
Grid-based discretizations of the time dependent Schr\"odinger equation coupled to an external magnetic field are converted to manifest gauge invariant discretizations. This is done using generalizations of ideas used in classical lattice…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
Partial differential equation (PDE)-constrained optimization, where an optimization problem is subject to PDE constraints, arises in various applications such as design, control, and inference. Solving such problems is computationally…
We introduce a general differentiable solver for time-dependent deformation problems with contact and friction. Our approach uses a finite element discretization with a high-order time integrator coupled with the recently proposed…
The task of integrating a large number of independent ODE systems arises in various scientific and engineering areas. For nonstiff systems, common explicit integration algorithms can be used on GPUs, where individual GPU threads…
In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving…
The definition of partial differential equation (PDE) models usually involves a set of parameters whose values may vary over a wide range. The solution of even a single set of parameter values may be quite expensive. In many cases, e.g.,…
We develop a theoretical foundation for the application of Nesterov's accelerated gradient descent method (AGD) to the approximation of solutions of a wide class of partial differential equations (PDEs). This is achieved by proving the…
The Parareal algorithm is used to solve time-dependent problems considering multiple solvers that may work in parallel. The key feature is a initial rough approximation of the solution that is iteratively refined by the parallel solvers. We…
We show how the highly accurate and efficient Constant Perturbation (CP) technique for steady-state Schr\"odinger problems can be used in the solution of time-dependent Schr\"odinger problems with explicitly time-dependent Hamiltonians,…
Multi-physics simulation often involve multiple different scales. The ARKODE ODE solver package in the SUNDIALS library addresses multi-scale problems with a multi-rate time-integrator that can work with a right-hand side that has fast…
Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…
A finite element based computational scheme is developed and employed to assess a duality based variational approach to the solution of the linear heat and transport PDE in one space dimension and time, and the nonlinear system of ODEs of…
A novel derivation of non-stationary solutions of 3D Euler equations for incompressible inviscid flow is considered here. Such a solution is the product of 2 separated parts: - one consisting of the spatial component and the other being…
A methodology to reduce the computational cost of time domain computations of eddy currents problems is proposed and implemented in a parallel computing environment. It is based on the modal decomposition of the current density and it is…
This study investigates the use of continuous-time dynamical systems for sparse signal recovery. The proposed dynamical system is in the form of a nonlinear ordinary differential equation (ODE) derived from the gradient flow of the Lasso…