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Related papers: A parallel-in-time approach for wave-type PDEs

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This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

This paper considers spectral-difference methods of a high-order of accuracy for solving the one-way wave equation using the Laguerre integral transform with respect to time as the base. In order to provide a high spatial accuracy and…

Numerical Analysis · Mathematics 2018-05-10 Andrew V. Terekhov

The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small…

Numerical Analysis · Mathematics 2021-01-05 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Markus Clemens , Sebastian Schöps

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca

High order methods have shown great potential to overcome performance issues of simulations of partial differential equations (PDEs) on modern hardware, still many users stick to low-order, matrix-based simulations, in particular in porous…

Numerical Analysis · Mathematics 2026-01-06 Christian Engwer , Alexander Schell , Nils-Arne Dreier

The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…

Numerical Analysis · Mathematics 2008-01-14 Ivan Kazachkov

This paper addresses some numerical and theoretical aspects of dual Schur domain decomposition methods for linear first-order transient partial differential equations. In this work, we consider the trapezoidal family of schemes for…

Numerical Analysis · Computer Science 2015-05-13 K. B. Nakshatrala , A. Prakash , K. D. Hjelmstad

This article proposes a new class of general linear method with $p=q$ and $r=s=p+1$. The construction of the present method is carried out using order conditions and error minimization subject to $A$- stability constraints. The proposed…

Numerical Analysis · Mathematics 2025-12-15 Sakshi Gautam , Ram K. Pandey

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

Numerical Analysis · Mathematics 2020-02-11 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

We propose an algebraic method that finds a sequence of functions that exponentially approach the solution of any second-order ordinary differential equation (ODE) with any boundary conditions. We define an extended ODE (eODE) composed of a…

Numerical Analysis · Mathematics 2022-06-07 Pedro L. Garrido

We present in this paper algorithms for solving stiff PDEs on the unit sphere with spectral accuracy in space and fourth-order accuracy in time. These are based on a variant of the double Fourier sphere method in coefficient space with…

Numerical Analysis · Mathematics 2017-12-27 Hadrien Montanelli , Yuji Nakatsukasa

This paper presents a class of novel high-order fully-discrete entropy stable (ES) discontinuous Galerkin (DG) schemes with explicit time discretization. The proposed methodology exploits a critical observation from [4] that the cell…

Numerical Analysis · Mathematics 2026-03-31 Yuchang Liu , Wei Guo , Yan Jiang , Zheng Sun

We are interested in the numerical solution of coupled nonlinear partial differential equations (PDEs) in two and three dimensions. Under certain assumptions on the domain, we take advantage of the Kronecker structure arising in standard…

Numerical Analysis · Mathematics 2021-07-21 Gerhard Kirsten

Spacetime Discontinuous Galerkin (DG) methods are used to solve hyperbolic PDEs describing wavelike physical phenomena. When the PDEs are nonlinear, the speed of propagation of the phenomena, called the wavespeed, at any point in the…

Computational Geometry · Computer Science 2008-04-08 Shripad Thite

This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

We develop a stable finite difference method for the elastic wave equation in bounded media, where the material properties can be discontinuous at curved interfaces. The governing equation is discretized in second order form by a fourth or…

Numerical Analysis · Mathematics 2022-01-25 Lu Zhang , Siyang Wang

We propose an Exponential DG approach for numerically solving partial differential equations (PDEs). The idea is to decompose the governing PDE operators into linear (fast dynamics extracted by linearization) and nonlinear (the remaining…

Numerical Analysis · Mathematics 2021-08-11 Shinhoo Kang , Tan Bui-Thanh

In this paper, we treat the problem of evaluating the asymptotic error in a numerical integration scheme as one with inherent uncertainty. Adding to the growing field of probabilistic numerics, we show that Gaussian process regression (GPR)…

Machine Learning · Statistics 2019-05-27 Philip G. Breen , Christopher N. Foley

The spatially discretized magnetic vector potential formulation of magnetoquasistatic field problems is transformed from an infinitely stiff differential algebraic equation system into a finitely stiff ordinary differential equation (ODE)…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Jennifer Dutiné , Markus Clemens , Sebastian Schöps