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Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the…

Numerical Analysis · Mathematics 2019-09-11 Yongtao Zhou , Jorge L. Suzuki , Chengjian Zhang , Mohsen Zayernouri

This paper presents a non-intrusive framework for integrating existing unsteady partial differential equation (PDE) solvers into a parallel-in-time simultaneous optimization algorithm. The time-parallelization is provided by the…

Optimization and Control · Mathematics 2018-03-01 Stefanie Günther , Nicolas R. Gauger , Jacob B. Schroder

The manuscript presents a new technique for computing the exponential of skew-Hermitian operators. Principal advantages of the proposed method include: stability even for large time-steps, the possibility to parallelize in time over many…

Numerical Analysis · Mathematics 2014-02-24 T. S. Haut , T. Babb , P. G. Martinsson , B. A. Wingate

Constructing fast samplers for unconditional diffusion and flow-matching models has received much attention recently; however, existing methods for solving inverse problems, such as super-resolution, inpainting, or deblurring, still require…

Computer Vision and Pattern Recognition · Computer Science 2024-11-04 Kushagra Pandey , Ruihan Yang , Stephan Mandt

Lie symmetry analysis is applied to study the nonlinear rotating shallow water equations. The 9-dimensional Lie algebra of point symmetries admitted by the model is found. It is shown that the rotating shallow water equations are related…

Analysis of PDEs · Mathematics 2016-02-08 Alexander Chesnokov

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

An advanced full-wave time-domain numerical model for reverse saturable absorption (RSA) is presented and verified against established methods. Rate equations, describing atomic relaxations and excitation dynamics, are coupled to Maxwell…

Optics · Physics 2018-11-27 Shaimaa I. Azzam , Alexander V. Kildishev

Scale-resolving simulations of high Reynolds number incompressible flows are often limited by the Courant-Friedrichs-Lewy (CFL) stability restriction imposed by explicit time-stepping schemes, resulting in small time step sizes and long…

Fluid Dynamics · Physics 2026-04-20 Henrik Wüstenberg , Alexandra Liosi , Spencer J. Sherwin , Joaquim Peiró , David Moxey

The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…

Numerical Analysis · Mathematics 2024-06-21 Sina Ober-Blöbaum , Theresa Wenger , Tobias Gail , Sigrid Leyendecker

We present an algorithm to simulate the many-body depletion interaction between anisotropic colloids in an implicit way, integrating out the degrees of freedom of the depletants, which we treat as an ideal gas. Because the depletant…

Soft Condensed Matter · Physics 2015-08-31 Jens Glaser , Andrew S. Karas , Sharon C. Glotzer

We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…

Numerical Analysis · Mathematics 2024-03-29 Margherita Guido , Daniel Kressner , Paolo Ricci

Simulating diffusion in heterogeneous media presents a significant computational challenge, as resolving microscopic physical scales traditionally demands excessively fine computational grids. To overcome this barrier, we extend the…

Numerical Analysis · Mathematics 2026-05-12 Eric T. Chung , Lijian Jiang , Mengnan Li , Yajun Wang

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

The dynamical low-rank approximation of time-dependent matrices is a low-rank factorization updating technique. It leads to differential equations for factors of the matrices, which need to be solved numerically. We propose and analyze a…

Numerical Analysis · Mathematics 2013-01-09 Christian Lubich , Ivan Oseledets

Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Giovanni Naldi , Gabriella Puppo , Matteo Semplice

We present a simple algorithm to switch between $N$-body time integrators in a reversible way. We apply it to planetary systems undergoing arbitrarily close encounters and highly eccentric orbits, but the potential applications are broader.…

Earth and Planetary Astrophysics · Physics 2023-03-08 David M. Hernandez , Walter Dehnen

Cloud and precipitation microphysics packages in atmospheric general circulation models typically use first-order time integration methods with a large time step, requiring ad hoc limiters and substepping of the sedimentation scheme to…

Atmospheric and Oceanic Physics · Physics 2026-03-13 Justin Dong , Sean P. Santos , Steven B. Roberts , Christopher J. Vogl , Carol S. Woodward

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

In this paper we extend the polynomial time integration framework to include exponential integration for both partitioned and unpartitioned initial value problems. We then demonstrate the utility of the exponential polynomial framework by…

Numerical Analysis · Mathematics 2021-02-05 Tommaso Buvoli

We establish higher order convergence rates in periodic homogenization of fully nonlinear uniformly parabolic Cauchy problems accompanied with rapidly oscillating initial data. Such result is new even for linear problems. Here we construct…

Analysis of PDEs · Mathematics 2019-12-04 Sunghan Kim , Ki-Ahm Lee
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