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The treatment of the differential PDE constraint poses a key challenge in computing the numerical solution of the Serre-Green-Naghdi (SGN) equations. In this work, we introduce a constant coefficient preconditioner for the SGN constraint…
The Time Domain-Electric Field Integral Equation (TD-EFIE) and its differentiated version are widely used to simulate the transient scattering of a time dependent electromagnetic field by a Perfect Electrical Conductor (PEC). The time…
Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or data assimilation. In many such problems, the dominant…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…
In this contribution the usage of the Parareal method is proposed for the time-parallel solution of the eddy current problem. The method is adapted to the particular challenges of the problem that are related to the differential algebraic…
Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…
In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…
The implicit Euler method integrates systems of ordinary differential equations $$\frac{d x}{d t}=G(t,x(t))$$ with differentiable right-hand side $G : {\mathbb R} \times {\mathbb R}^n \rightarrow {\mathbb R}^n$ from an initial state $x=x(0)…
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.
Dynamical low-rank approximation allows for solving large-scale matrix differential equations (MDEs) with significantly fewer degrees of freedom and has been applied to a growing number of applications. However, most existing techniques…
Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…
An extended immersed boundary method utilizing a semi-implicit direct forcing approach for the simulation of confined incompressible viscous thermal flow problems is presented. The method utilizes a Schur complement approach to enforce the…
This paper addresses some numerical and theoretical aspects of dual Schur domain decomposition methods for linear first-order transient partial differential equations. In this work, we consider the trapezoidal family of schemes for…
This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…
We analyse three time integration schemes for unfitted methods in fluid structure interaction. In Alghorithm 1 we propose a fully discrete monolithic algorithm with P1 P1 stabilized finite elements for the fluid problem; for this alghorithm…
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…
Immersed boundary methods simplify mesh generation by embedding the domain of interest into an extended domain that is easy to mesh, introducing the challenge of dealing with cells that intersect the domain boundary. Combined with explicit…
For low-frequency electromagnetic problems, where wave-propagation effects can be neglected, eddy current formulations are commonly used as a simplification of the full Maxwell's equations. In this setup, time-domain simulations, needed to…
We propose two efficient energetic spectral-element methods in time for marching nonlinear gradient systems with the phase-field Allen--Cahn equation as an example: one fully implicit nonlinear method and one semi-implicit linear method.…
Time integration of ODEs or time-dependent PDEs with required resolution of the fastest time scales of the system, can be very costly if the system exhibits multiple time scales of different magnitudes. If the different time scales are…