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An additive Runge-Kutta method is used for the time stepping, which integrates the linear stiff terms by an explicit singly diagonally implicit Runge-Kutta (ESDIRK) method and the nonlinear terms by an explicit Runge-Kutta (ERK) method. In…

Numerical Analysis · Mathematics 2024-05-08 Ke Chen , Daniel Appelö , Tracy Babb , Per-Gunnar Martinsson

We introduce a two-level direct solver for the Hierarchical Poincar\'e-Steklov (HPS) method for solving linear elliptic PDEs. HPS combines multidomain spectral collocation with a direct solver, enabling high-order discretizations for highly…

Numerical Analysis · Mathematics 2025-09-19 Joseph Kump , Anna Yesypenko , Per-Gunnar Martinsson

A numerical method for variable coefficient elliptic problems on two dimensional domains is described. The method is based on high-order spectral approximations and is designed for problems with smooth solutions. The resulting system of…

Numerical Analysis · Mathematics 2015-06-04 P. G. Martinsson

We develop a triangular formulation of the hierarchical Poincar\'e-Steklov (HPS) method for elliptic partial differential equations on surfaces, allowing high-order discretizations on unstructured meshes and complex geometries. Classical…

Numerical Analysis · Mathematics 2026-04-06 Gentian Zavalani

This manuscript presents an adaptive high order discretization technique for elliptic boundary value problems. The technique is applied to an updated version of the Hierarchical Poincar\'e-Steklov (HPS) method. Roughly speaking, the HPS…

Numerical Analysis · Mathematics 2018-07-03 Peter Geldermans , Adrianna Gillman

This manuscript presents GPU optimizations for the 2D Hierarchical Poincar\'e-Steklov (HPS) discretization scheme. HPS is a multi-domain spectral collocation method that combines high-order discretizations with direct solvers to accurately…

Numerical Analysis · Mathematics 2025-04-22 Anna Yesypenko , Per-Gunnar Martinsson

We revisit the Hierarchical Poincar\'e-Steklov (HPS) method in a preconditioned iterative setting for variable-coefficient Helmholtz problems with impedance boundary conditions. HPS is commonly presented as a direct solver based on nested…

Numerical Analysis · Mathematics 2026-03-31 J. P. Lucero Lorca

The recently developed Hierarchical Poincar\'e-Steklov (HPS) method is a high-order discretization technique that comes with a direct solver. Results from previous papers demonstrate the method's ability to solve Helmholtz problems to high…

Numerical Analysis · Mathematics 2019-04-29 Natalie Beams , Adrianna Gillman , Russell J. Hewett

In this paper, we extend the classical quadrilateral based hierarchical Poincar\'e-Steklov (HPS) framework to triangulated geometries. Traditionally, the HPS method takes as input an unstructured, high-order quadrilateral mesh and relies on…

Numerical Analysis · Mathematics 2026-01-01 Gentian Zavalani

We introduce a fast direct solver for variable-coefficient elliptic partial differential equations on surfaces based on the hierarchical Poincar\'e-Steklov method. The method takes as input an unstructured, high-order quadrilateral mesh of…

Numerical Analysis · Mathematics 2022-10-04 Daniel Fortunato

This manuscript presents an efficient solver for the linear system that arises from the Hierarchical Poincar\'e-Steklov (HPS) discretization of three dimensional variable coefficient Helmholtz problems. Previous work on the HPS method has…

Numerical Analysis · Mathematics 2023-01-18 José Pablo Lucero Lorca , Natalie Beams , Damien Beecroft , Adrianna Gillman

We describe a fast, direct solver for elliptic partial differential equations on a two-dimensional hierarchy of adaptively refined, Cartesian meshes. Our solver, inspired by the Hierarchical Poincar\'e-Steklov (HPS) method introduced by…

Numerical Analysis · Mathematics 2024-04-09 Damyn Chipman , Donna Calhoun , Carsten Burstedde

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincar\'e--Steklov (HPS) family of algorithms for…

Numerical Analysis · Mathematics 2025-11-17 Owen Melia , Daniel Fortunato , Jeremy Hoskins , Rebecca Willett

We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Matthew Emmett

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

We introduce a novel spectral element method based on the ultraspherical spectral method and the hierarchical Poincar\'{e}-Steklov scheme for solving second-order linear partial differential equations on polygonal domains with unstructured…

Numerical Analysis · Mathematics 2021-05-19 Daniel Fortunato , Nicholas Hale , Alex Townsend

In this paper we present and analyze a general framework for constructing high order explicit local time stepping (LTS) methods for hyperbolic conservation laws. In particular, we consider the model problem discretized by Runge-Kutta…

Numerical Analysis · Mathematics 2019-05-24 Thi-Thao-Phuong Hoang , Lili Ju , Wei Leng , Zhu Wang

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The…

Numerical Analysis · Mathematics 2013-07-11 A. Gillman , P. G. Martinsson

We present a scalable and efficient iterative solver for high-order hybridized discontinuous Galerkin (HDG) discretizations of hyperbolic partial differential equations. It is an interplay between domain decomposition methods and HDG…

Numerical Analysis · Mathematics 2016-01-29 Sriramkrishnan Muralikrishnan , Minh-Binh Tran , Tan Bui-Thanh

In this paper, we present a novel numerical scheme for solving a class of nonlinear degenerate parabolic equations with non-smooth solutions. The proposed method relies on a special kernel based formulation of the solutions found in our…

Numerical Analysis · Mathematics 2018-01-31 Andrew Christlieb , Wei Guo , Yan Jiang
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