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We propose a new class of high-order time-marching schemes with dissipation user-control and unconditional stability for parabolic equations. High-order time integrators can deliver the optimal performance of highly-accurate and robust…

Numerical Analysis · Mathematics 2021-02-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

Numerical Analysis · Mathematics 2021-10-15 Fabio Nobile , Tommaso Vanzan

This paper focuses on efficient steady-state computations of induction machines. In particular, the periodic Parareal algorithm with initial-value coarse problem (PP-IC) is considered for acceleration of classical time-stepping simulations…

Computational Engineering, Finance, and Science · Computer Science 2020-02-19 Denys Bast , Iryna Kulchytska-Ruchka , Sebastian Schöps , Oliver Rain

We propose and analyze a general framework called nonlinear preconditioned primal-dual with projection for solving nonconvex-nonconcave and non-smooth saddle-point problems. The framework consists of two steps. The first is a nonlinear…

Optimization and Control · Mathematics 2024-01-11 Lu Zhang , Hongxia Wang , Hui Zhang

We present an explicit multiscale algorithm for solving differential equations for problems with high-frequency modes that can be averaged over by separating and scaling the fast and slow dynamics within a single equation. We introduce a…

Plasma Physics · Physics 2026-05-29 Maxwell H. Rosen , Manaure Francisquez , Gregory W. Hammett

This paper presents a new algorithm for the parallel in time (PiT) numerical simulation of time dependent partial/ordinary differential equations. We propose a reliable alternative to the well know parareal in time algorithm, by formulating…

Numerical Analysis · Mathematics 2022-03-22 Mohamed Kamel Riahi

This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic differential equations (SDEs), with the goal of improving…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-16 Hassan Razavi , Ángel F. García-Fernández , Simo Särkkä

The ubiquity of semilinear parabolic equations has been illustrated in their numerous applications ranging from physics, biology, to materials and social sciences. In this paper, we consider a practically desirable property for a class of…

Numerical Analysis · Mathematics 2020-05-26 Qiang Du , Lili Ju , Xiao Li , Zhonghua Qiao

We consider the Cauchy problem for a system of fully nonlinear parabolic equations. In this paper, we shall show the existence of global-in-time solutions to the problem. Our condition to ensure the global existence is specific to the fully…

Analysis of PDEs · Mathematics 2022-02-11 Takahiro Kosugi , Ryuichi Sato

We consider a PDE-constrained optimization problem of tracking type with parabolic state equation. The solution to the problem is characterized by the Karush-Kuhn-Tucker (KKT) system, which we formulate using a strong variational…

Numerical Analysis · Mathematics 2024-07-26 Kent-Andre Mardal , Jarle Sogn , Stefan Takacs

We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…

Analysis of PDEs · Mathematics 2012-10-18 Sebastiano Boscarino , Philippe G. LeFloch , Giovanni Russo

This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…

Numerical Analysis · Mathematics 2020-04-07 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

We introduce a micro-macro parareal algorithm for the time-parallel integration of multiscale-in-time systems. The algorithm first computes a cheap, but inaccurate, solution using a coarse propagator (simulating an approximate slow…

Numerical Analysis · Mathematics 2013-02-11 Frederic Legoll , Tony Lelievre , Giovanni Samaey

Explicit step-truncation tensor methods have recently proven successful in integrating initial value problems for high-dimensional partial differential equations (PDEs). However, the combination of non-linearity and stiffness may introduce…

Numerical Analysis · Mathematics 2023-03-21 Abram Rodgers , Daniele Venturi

Laplace transform method has proved to be very efficient and easy to parallelize for the solution of time-dependent problems. However, the synchronization delay among processors implies an upper bound on the expectable acceleration factor,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-05 Frederic Magoules , Qinmeng Zou

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

Numerical Analysis · Mathematics 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu

In this work, we consider the modeling of inclusions in the material using an unfitted finite element method. In the unfitted methods, structured background meshes are used and only the underlying finite element space is modified to…

Numerical Analysis · Mathematics 2021-03-26 Hardik Kothari , Rolf Krause

We study the numerical approximation of a coupled hyperbolic-parabolic system by a family of discontinuous Galerkin space-time finite element methods. The model is rewritten as a first-order evolutionary problem that is treated by the…

Numerical Analysis · Mathematics 2024-06-21 Markus Bause , Sebastian Franz

This article demonstrates the applicability of the parallel-in-time method Parareal to the numerical solution of the Einstein gravity equations for the spherical collapse of a massless scalar field. To account for the shrinking of the…

General Relativity and Quantum Cosmology · Physics 2017-05-23 Andreas Kreienbuehl , Pietro Benedusi , Daniel Ruprecht , Rolf Krause

We report on the development of a computational framework for the parallel, mesh-adaptive solution of systems of hyperbolic conservation laws like the time-dependent Euler equations in compressible gas dynamics or Magneto-Hydrodynamics…

Computational Physics · Physics 2007-05-23 J. Dreher , R. Grauer