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We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…
Domain decomposition based time integrators allow the usage of parallel and distributed hardware, making them well-suited for the temporal discretization of parabolic systems, in general, and degenerate parabolic problems, in particular.…
In numerical time-integration with implicit-explicit (IMEX) methods, a within-step adaptable decomposition called residual balanced decomposition is introduced. With this decomposition, the requirement of a small enough residual in the…
Recently, our group developed explicit symplectic methods for curved spacetimes that are not split into several explicitly integrable parts, but are via appropriate time transformations. Such time-transformed explicit symplectic integrators…
We suggest a numerical integration procedure for solving the equations of motion of certain classical spin systems which preserves the underlying symplectic structure of the phase space. Such symplectic integrators have been successfully…
Most numerical methods for time integration use real-valued time steps. Complex time steps, however, can provide an additional degree of freedom, as we can select the magnitude of the time step in both the real and imaginary directions. We…
The investigation reported in this document focuses on identifying systems with symmetries using equivariant autoregressive reservoir computers. General results in structured matrix approximation theory are presented, exploring a two-fold…
Non-hydrostatic atmospheric models often use semi-implicit temporal discretisations in order to negate the time step limitation of explicitly resolving the fast acoustic and gravity waves. Solving the resulting system to machine precision…
Validity of fluid models breaks down for non-thermal or weakly collisional plasmas which often occur e.g. in the solar wind. In these regimes one has to resort to modelling through the first-principle Vlasov-Maxwell system, but its…
In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…
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…
An error analysis of trigonometric integrators (or exponential integrators) applied to spatial semi-discretizations of semilinear wave equations with periodic boundary conditions in one space dimension is given. In particular, optimal…
Two types of second-order in time partial differential equations (PDEs), namely semilinear wave equations and semilinear beam equations are considered. To solve these equations with exponential integrators, we present an approach to compute…
In this paper, two multiscale time integrators (MTIs), motivated from two types of multiscale decomposition by either frequency or frequency and amplitude, are proposed and analyzed for solving highly oscillatory second order differential…
For regularized optimization that minimizes the sum of a smooth term and a regularizer that promotes structured solutions, inexact proximal-Newton-type methods, or successive quadratic approximation (SQA) methods, are widely used for their…
In a previous article [J. Comp. Phys. $\mathbf{357}$ (2018) 282-304], the mixed mimetic spectral element method was used to solve the rotating shallow water equations in an idealized geometry. Here the method is extended to a smoothly…
We consider the solution of large stiff systems of ordinary differential equations with explicit exponential Runge--Kutta integrators. These problems arise from semi-discretized semi-linear parabolic partial differential equations on…
Use of explicit integration methods for power electronic circuits with ideal switch models significantly improves simulation speed. The PLECS package [1] has effectively used this idea; however, the implementation details involved in PLECS…
This work deals with the numerical approximation of plasmas which are confined by the effect of a fast oscillating magnetic field (see \cite{Bostan2012}) in the Vlasov model. The presence of this magnetic field induces oscillations (in…
The spatial discretization of the magnetic vector potential formulation of magnetoquasistatic field problems results in an infinitely stiff differential-algebraic equation system. It is transformed into a finitely stiff ordinary…