Related papers: Alternating Directions Implicit Integration in a G…
We consider \emph{Alternating Direction Implicit} (ADI) splitting schemes to compute efficiently the numerical solution of the PDE osmosis model considered by Weickert et al. for several imaging applications. The discretised scheme is shown…
A novel Douglas alternating direction implicit (ADI) method is proposed in this work to solve a two-dimensional (2D) heat equation with interfaces. The ADI scheme is a powerful finite difference method for solving parabolic equations, due…
A new version of the alternating directions implicit (ADI) iteration for the solution of large-scale Lyapunov equations is introduced. It generalizes the hitherto existing iteration, by incorporating tangential directions in the way they…
In this article, we introduce a three-precision formulation of the General Alternating-Direction Implicit method (GADI) designed to accelerate the solution of large-scale sparse linear systems $Ax=b$. GADI is a framework that can represent…
We have introduced the generalized alternating direction implicit iteration (GADI) method for solving large sparse complex symmetric linear systems and proved its convergence properties. Additionally, some numerical results have…
The Fokker-Planck (FP) model is one of the commonly used methods for studies of the dynamical evolution of dense spherical stellar systems such as globular clusters and galactic nuclei. The FP model is numerically stable in most cases, but…
We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed derivative terms. Our approach is based on the…
The alternating direction implicit (ADI) methods are computationally efficient and numerically effective tools for computing low-rank solutions of large-scale linear matrix equations. It is known in the literature that the low-rank ADI…
We derive the alternating-directions implicit (ADI) method based on a commuting operator split and apply the results in detail to the continuous time algebraic Lyapunov equation with low-rank constant term and approximate solution, giving…
We consider the low-rank alternating directions implicit (ADI) iteration for approximately solving large-scale algebraic Sylvester equations. Inside every iteration step of this iterative process a pair of linear systems of equations has to…
In this work, we study time-splitting strategies for the numerical approximation of evolutionary reaction-diffusion problems. In particular, we formulate a family of domain decomposition splitting methods that overcomes some typical…
Two approaches for approximating the solution of large-scale Lyapunov equations are considered: the alternating direction implicit (ADI) iteration and projective methods by Krylov subspaces. A link between them is presented by showing that…
This work studies the parallelization and empirical convergence of two finite difference acoustic wave propagation methods on 2-D rectangular grids, that use the same alternating direction implicit (ADI) time integration. This ADI…
This work considers two boundary correction techniques to mitigate the reduction in the temporal order of convergence in PDE sense (i.e., when both the space and time resolutions tend to zero independently of each other) of $d$ dimension…
Context. Modern radio astronomical arrays have (or will have) more than one order of magnitude more receivers than classical synthesis arrays, such as the VLA and the WSRT. This makes gain calibration a computationally demanding task.…
Standard explicit schemes for parabolic equations are not very convenient for computing practice due to the fact that they have strong restrictions on a time step. More promising explicit schemes are associated with explicit-implicit…
We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the $H^{-1}$-gradient flow of the…
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…
In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…