Related papers: Alternating Directions Implicit Integration in a G…
Rational methods are intended to time integrate linear homogeneous problems. However, their scope can be extended so as to cover linear nonhomogeneous problems. In this paper the integration of semilinear problems is considered. The…
Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…
We present a powerful and easy-to-implement iterative algorithm for solving large-scale optimization problems that involve $L_1$/total-variation (TV) regularization. The method is based on combining the Alternating Directions Method of…
The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…
This paper proposes a partially inexact alternating direction method of multipliers for computing approximate solution of a linearly constrained convex optimization problem. This method allows its first subproblem to be solved inexactly…
We derive and analyze the alternating direction explicit (ADE) method for time evolution equations with the time-dependent Dirichlet boundary condition and with the zero Neumann boundary condition. The original ADE method is an additive…
Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…
In the context of autonomous driving, the iterative linear quadratic regulator (iLQR) is known to be an efficient approach to deal with the nonlinear vehicle model in motion planning problems. Particularly, the constrained iLQR algorithm…
One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…
In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…
In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…
Recently, a nonlinear Poisson equation has been introduced to model nonlinear and nonlocal hyperpolarization effects in electrostatic solute-solvent interaction for biomolecular solvation analysis. Due to a strong nonlinearity associated…
In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…
The classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The…
We present a novel framework, namely AADMM, for acceleration of linearized alternating direction method of multipliers (ADMM). The basic idea of AADMM is to incorporate a multi-step acceleration scheme into linearized ADMM. We demonstrate…
Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…
Deriving analytical solutions of ordinary differential equations is usually restricted to a small subset of problems and numerical techniques are considered. Inevitably, a numerical simulation of a differential equation will then always be…
We introduce basic aspects of new operator method, which is very suitable for practical solving differential equations of various types. The main advantage of the method is revealed in opportunity to find compact exact operator solutions of…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…