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This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

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…

Numerical Analysis · Mathematics 2021-01-21 Jochen Schütz , David C. Seal , Jonas Zeifang

We present a MATLAB toolbox for five different classes of exponential integrators for solving (mildly) stiff ordinary differential equations or time-dependent partial differential equations. For the efficiency of such exponential…

Numerical Analysis · Mathematics 2014-04-18 Georg Jansing

We describe how long-term solar system orbit integration could be implemented on a parallel computer. The interesting feature of our algorithm is that each processor is assigned not to a planet or a pair of planets but to a time-interval.…

Astrophysics · Physics 2009-10-28 Prasenjit Saha , Joachim Stadel , Scott Tremaine

A framework for exponential time discretization of the multilayer rotating shallow water equations is developed in combination with a mimetic discretization in space. The method is based on a combination of existing exponential time…

Numerical Analysis · Mathematics 2019-08-27 Konstantin Pieper , K. Chad Sockwell , Max Gunzburger

Seismic imaging is a major challenge in geophysics with broad applications. It involves solving wave propagation equations with absorbing boundary conditions (ABC) multiple times. This drives the need for accurate and efficient numerical…

Numerical Analysis · Mathematics 2024-01-30 Fernando V. Ravelo , Martin Schreiber , Pedro S. Peixoto

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using…

Numerical Analysis · Mathematics 2022-09-13 Utkarsh , Chris Elrod , Yingbo Ma , Christopher Rackauckas

Revisionist integral deferred correction (RIDC) methods are a family of parallel--in--time methods to solve systems of initial values problems. The approach is able to bootstrap lower order time integrators to provide high order…

Mathematical Software · Computer Science 2017-01-09 Benjamin Ong , Ronald Haynes , Kyle Ladd

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…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Christian Faßbender , Tim Bürchner , Philipp Kopp , Ernst Rank , Stefan Kollmannsberger

We propose, analyze, and test new iterative solvers for large-scale systems of linear algebraic equations arising from the finite element discretization of reduced optimality systems defining the finite element approximations to the…

Numerical Analysis · Mathematics 2023-12-20 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

We consider Waveform Relaxation (WR) methods for partitioned time-integration of surface-coupled multiphysics problems. WR allows independent time-discretizations on independent and adaptive time-grids, while maintaining high…

Numerical Analysis · Mathematics 2021-06-25 Peter Meisrimel , Philipp Birken

We present an implicit-explicit (IMEX) scheme for semilinear wave equations with strong damping. By treating the nonlinear, nonstiff term explicitly and the linear, stiff part implicitly, we obtain a method which is not only unconditionally…

Numerical Analysis · Mathematics 2024-07-01 Daniel Eckhardt , Marlis Hochbruck , Barbara Verfürth

It has previously been shown that varying the numerical timestep during a symplectic orbital integration leads to a random walk in energy and angular momentum, destroying the phase space-conserving property of symplectic integrators. Here…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 Nathan A. Kaib , Thomas Quinn , Ramon Brasser

In this paper we combine the Parareal parallel-in-time method together with spatial parallelization and investigate this space-time parallel scheme by means of solving the three-dimensional incompressible Navier-Stokes equations.…

Computational Engineering, Finance, and Science · Computer Science 2017-05-18 Roberto Croce , Daniel Ruprecht , Rolf Krause

This paper discusses the practical development of space-time boundary element methods for the wave equation in three spatial dimensions. The employed trial spaces stem from simplex meshes of the lateral boundary of the space-time cylinder.…

Numerical Analysis · Mathematics 2021-08-25 Dominik Pölz , Martin Schanz

Computational chemical combustion problems are known to be stiff, and are typically solved with implicit time integration methods. A novel exponential time integrator, EPI3V, is introduced and applied to a spatially homogeneous isobaric…

Numerical Analysis · Mathematics 2023-07-04 Jared Stewart , Mayya Tokman , Fabrizio Bisetti , Valentin Dallerit , Oscar Diaz-Ibarra

This paper presents a new code for performing multidimensional radiation hydrodynamic (RHD) simulations on parallel computers involving anisotropic radiation fields and nonequilibrium effects. The radiation evolution modules described here…

Astrophysics · Physics 2009-11-07 John C. Hayes , Michael L. Norman

Two ocean models are considered for geophysical flow simulations: the multi-layer shallow water equations and the multi-layer primitive equations. For the former, we investigate the parallel performance of exponential time differencing…

Atmospheric and Oceanic Physics · Physics 2021-10-04 Rihui Lan , Wei Leng , Zhu Wang , Lili Ju , Max Gunzburger

The anisotropic diffusion equation is imperative in understanding cosmic ray diffusion across the Galaxy, the heliosphere, and its interplay with the ambient magnetic field. This diffusion term contributes to the highly stiff nature of the…

High Energy Astrophysical Phenomena · Physics 2022-12-14 Pranab J. Deka , Lukas Einkemmer , Ralf Kissmann

We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…

Numerical Analysis · Mathematics 2010-05-31 Gabriel J. Lord , Antoine Tambue
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