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Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loose their efficiency when a severe stiffness is induced by…
Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…
In this work, we build upon the recently introduced Multiscale Robin Coupled Method with Oversampling and Smoothing (MRCM-OS) to develop two highly efficient iterative multiscale methods. The MRCM-OS methodology demonstrated the ability to…
Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…
Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems (IVPs) is challenging due to stiffness arising from multiple time scales. Classical explicit methods…
We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…
In this paper, we explore a specific optimization problem that combines a differentiable nonconvex function with a nondifferentiable function for multi-block variables, which is particularly relevant to tackle the multilinear…
In this paper, we propose a class of high-order and energy-stable implicit-explicit relaxation Runge-Kutta (IMEX RRK) schemes for solving the phase-field gradient flow models. By incorporating the scalar auxiliary variable (SAV) method, the…
Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…
The main objective of this series of papers is to explore the entire landscape of numerical methods for fast nonlinear Fourier transformation (NFT) within the class of integrators known as the exponential integrators. In this paper, we…
A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…
Multirate integration uses different time step sizes for different components of the solution based on the respective transient behavior. For inter/extrapolation-based multirate schemes, we construct a new subclass of schemes by using…
Based on current trends in computer architectures, faster compute speeds must come from increased parallelism rather than increased clock speeds, which are currently stagnate. This situation has created the well-known bottleneck for…
Multi-adaptive Galerkin methods are extensions of the standard continuous and discontinuous Galerkin methods for the numerical solution of initial value problems for ordinary or partial differential equations. In particular, the…
A popular version of the finite strain Maxwell fluid is considered, which is based on the multiplicative decomposition of the deformation gradient tensor. The model combines Newtonian viscosity with hyperelasticity of Mooney-Rivlin type; it…
This paper focuses on the question of how unconditional stability can be achieved via multistep ImEx schemes, in practice problems where both the implicit and explicit terms are allowed to be stiff. For a class of new ImEx multistep schemes…
In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…
This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…
In this work, we introduce a self-adaptive implicit-explicit (IMEX) time integration scheme, named IMEX-RB, for the numerical integration of systems of ordinary differential equations (ODEs), arising from spatial discretizations of partial…
Finite differences and Runge-Kutta time stepping schemes used in Computational AeroAcoustics simulations are often optimized for low dispersion and dissipation (e.g. DRP or LDDRK schemes) when applied to linear problems in order to…