Related papers: Partitioned Exponential Methods for Coupled Multip…
In this paper a technique is suggested to integrate linear initial boundary value problems with exponential quadrature rules in such a way that the order in time is as high as possible. A thorough error analysis is given for both the…
This paper introduces a new method of partitioning the solution space of a multi-objective optimisation problem for parallel processing, called Efficient Projection Partitioning. This method projects solutions down into a single dimension,…
Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…
We present a partitioned Model Order Reduction method for multiphysics problems, that is based on a semi-implicit treatment of the coupling conditions, and on a projection scheme. The proposed Reduced Order Method is based on the Proper…
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In…
We propose a hierarchical splitting approach to differential equations that provides a design principle for constructing splitting methods for $N$-split systems by iteratively applying splitting methods for two-split systems. We analyze the…
This paper is about how to partition decision variables while decomposing a large-scale optimization problem for the best performance of distributed solution methods. Solving a large-scale optimization problem sequen- tially can be…
Probabilistic argumentation allows reasoning about argumentation problems in a way that is well-founded by probability theory. However, in practice, this approach can be severely limited by the fact that probabilities are defined by adding…
The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of…
We construct high order symmetric volume-preserving methods for the relativistic dynamics of a charged particle by the splitting technique with processing. Via expanding the phase space to include time $t$, we give a more general…
In this paper, we study decoupled mixed element schemes for fourth order problems. A general process is designed such that an elliptic problem on high-regularity space is transformed to a decoupled system with spaces of low order involved…
The integrating factor and exponential time differencing methods are implemented and tested for solving the time-dependent Kohn--Sham equations. Popular time propagation methods used in physics, as well as other robust numerical approaches,…
A second-order $L$-stable exponential time-differencing (ETD) method is developed by combining an ETD scheme with approximating the matrix exponentials by rational functions having real distinct poles (RDP), together with a dimensional…
In this work, we study and extend a class of semi-Lagrangian exponential methods, which combine exponential time integration techniques, suitable for integrating stiff linear terms, with a semi-Lagrangian treatment of nonlinear advection…
The existence of exponential dichotomies has been well-established as a powerful tool to study existence, stability, and bifurcations of coherent structures. Currently, the application of exponential dichotomies to elliptic problems posed…
There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…