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In recent years, GPU-accelerated optimization solvers based on second-order methods (e.g., interior-point methods) have gained momentum with the advent of mature and efficient GPU-accelerated direct sparse linear solvers, such as cuDSS.…

Optimization and Control · Mathematics 2025-11-25 Alexis Montoison , François Pacaud , Sungho Shin , Mihai Anitescu

In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…

Numerical Analysis · Mathematics 2023-01-02 Tommaso Buvoli , Ben S. Southworth

Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…

Numerical Analysis · Mathematics 2023-05-01 Robert C. Kirby

A cell-centered implicit-explicit updated Lagrangian finite volume scheme on unstructured grids is proposed for a unified first order hyperbolic formulation of continuum fluid and solid mechanics. The scheme provably respects the stiff…

Numerical Analysis · Mathematics 2022-01-26 Walter Boscheri , Simone Chiocchetti , Ilya Peshkov

The efficiency of boundary element methods depends crucially on the time required for setting up the stiffness matrix. The far-field part of the matrix can be approximated by compression schemes like the fast multipole method or…

Mathematical Software · Computer Science 2017-10-19 Steffen Börm , Sven Christophersen

In this manuscript, we propose matrix- and tensor-oriented methods for the numerical solution of the multidimensional evolutionary space-fractional complex Ginzburg--Landau equation. After a suitable spatial semidiscretization, the…

Numerical Analysis · Mathematics 2025-10-27 Marco Caliari , Fabio Cassini

This work presents a fast direct solver strategy for electromagnetic integral equations in the high-frequency regime. The new scheme relies on a suitably preconditioned combined field formulation and results in a single skeleton form plus…

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Computational Engineering, Finance, and Science · Computer Science 2024-01-26 Kasia Świrydowicz , Nicholson Koukpaizan , Maksudul Alam , Shaked Regev , Michael Saunders , Slaven Peleš

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. Unlike other recent work in this area, the proposed methods support mixed…

Numerical Analysis · Mathematics 2023-01-04 Rujeko Chinomona , Daniel R. Reynolds

High-order discretizations of partial differential equations (PDEs) necessitate high-order time integration schemes capable of handling both stiff and nonstiff operators in an efficient manner. Implicit-explicit (IMEX) integration based on…

Numerical Analysis · Mathematics 2022-01-19 Steven Roberts , Arash Sarshar , Adrian Sandu

In this paper, we develop new techniques for solving the large, coupled linear systems that arise from fully implicit Runge-Kutta methods. This method makes use of the iterative preconditioned GMRES algorithm for solving the linear systems,…

Numerical Analysis · Mathematics 2017-03-08 Will Pazner , Per-Olof Persson

Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…

Numerical Analysis · Mathematics 2025-06-24 Robert C. Kirby , John D. Stephens

Implicit time integration is key to robustly simulating stiff materials and large deformations, but its performance is often dominated by repeatedly solving large linear systems. Adaptive coarsening can reduce this cost by concentrating…

Graphics · Computer Science 2026-05-07 Xuan Wang , Zhaofeng Luo , Minchen Li , Taku Komura , Kemeng Huang

In this article, we propose novel boundary treatment algorithms to avoid order reduction when implicit-explicit Runge-Kutta time discretization is used for solving convection-diffusion-reaction problems with time-dependent Di\-richlet…

Numerical Analysis · Mathematics 2024-10-07 V. González-Tabernero , J. G. López-Salas , M. J. Castro-Díaz , J. A. García-Rodríguez

A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…

Numerical Analysis · Mathematics 2015-01-14 Balázs Kovács , Christian Andreas Power Guerra

An additive Runge-Kutta method is used for the time stepping, which integrates the linear stiff terms by an explicit singly diagonally implicit Runge-Kutta (ESDIRK) method and the nonlinear terms by an explicit Runge-Kutta (ERK) method. In…

Numerical Analysis · Mathematics 2024-05-08 Ke Chen , Daniel Appelö , Tracy Babb , Per-Gunnar Martinsson

Modern graphics hardware is designed for highly parallel numerical tasks and promises significant cost and performance benefits for many scientific applications. One such application is lattice quantum chromodyamics (lattice QCD), where the…

High Energy Physics - Lattice · Physics 2010-12-06 M. A. Clark , R. Babich , K. Barros , R. C. Brower , C. Rebbi

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

Stiff systems of ordinary differential equations (ODEs) and sparse training data are common in scientific problems. This paper describes efficient, implicit, vectorized methods for integrating stiff systems of ordinary differential…

Numerical Analysis · Mathematics 2023-10-16 Mark C. Messner , Tianchen Hu , Tianju Chen

Adaptive finite elements combined with geometric multigrid solvers are one of the most efficient numerical methods for problems such as the instationary Navier-Stokes equations. Yet despite their efficiency, computations remain expensive…

Numerical Analysis · Mathematics 2025-12-23 Manuel Liebchen , Robert Jendersie , Utku Kaya , Christian Lessig , Thomas Richter