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For time integration of transient eddy current problems commonly implicit time integration methods are used, where in every time step one or several nonlinear systems of equations have to be linearized with the Newton-Raphson method due to…

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

Combining kernel-based collocation methods with time-stepping methods to solve parabolic partial differential equations can potentially introduce challenges in balancing temporal and spatial discretization errors. Typically, using kernels…

Numerical Analysis · Mathematics 2024-10-25 Yichen Su , Leevan Ling

Stencil computations consume a major part of runtime in many scientific simulation codes. As prototypes for this class of algorithms we consider the iterative Jacobi and Gauss-Seidel smoothers and aim at highly efficient parallel…

Performance · Computer Science 2012-03-01 Jan Treibig , Gerhard Wellein , Georg Hager

In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

The spatial discretization of the magnetic vector potential formulation of magnetoquasistatic field problems results in an infinitely stiff differential-algebraic equation system. It is transformed into a finitely stiff ordinary…

Computational Engineering, Finance, and Science · Computer Science 2017-09-22 Jennifer Dutiné , Markus Clemens , Sebastian Schöps

Different possible sources are discussed for enhancement of the calculation time when solving ordinary differential equations systems to forecast space objects' motion. This paper presents an approach for building an integrator of ordinary…

Space Physics · Physics 2010-03-02 Atanas Marinov Atanassov

This paper introduces the multiplicative variant of the recently proposed asynchronous additive coarse-space correction method. Definition of an asynchronous extension of multiplicative correction is not straightforward, however, our…

Numerical Analysis · Mathematics 2023-12-20 Guillaume Gbikpi-Benissan , Frédéric Magoulès

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

A general local Fourier analysis for overlapping block smoothers on triangular grids is presented. This analysis is explained in a general form for its application to problems with different discretizations. This tool is demonstrated for…

Numerical Analysis · Mathematics 2015-10-16 Carmen Rodrigo , Francisco J. Gaspar , Francisco J. Lisbona

We focus on the study of multigrid methods with aggressive coarsening and polynomial smoothers for the solution of the linear systems corresponding to finite difference/element discretizations of the Laplace equation. Using local Fourier…

Numerical Analysis · Mathematics 2014-12-02 James Brannick , Xiaozhe Hu , Carmen Rodrigo , Ludmil Zikatanov

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

Kernel methods for solving partial differential equations on surfaces have the advantage that those methods work intrinsically on the surface and yield high approximation rates if the solution to the partial differential equation is smooth…

Numerical Analysis · Mathematics 2024-10-04 Thomas Hangelbroek , Christian Rieger

The Parareal parallel-in-time integration method often performs poorly when applied to hyperbolic partial differential equations. This effect is even more pronounced when the coarse propagator uses a reduced spatial resolution. However,…

Numerical Analysis · Mathematics 2025-10-13 Judith Angel , Sebastian Götschel , Daniel Ruprecht

We design and investigate a variety of multigrid solvers for high-order local discontinuous Galerkin methods applied to elliptic interface and multiphase Stokes problems. Using the template of a standard multigrid V-cycle, we consider a…

Numerical Analysis · Mathematics 2025-09-11 Robert I. Saye

The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…

Mathematical Software · Computer Science 2018-03-08 Andrew Reisner , Luke N. Olson , J. David Moulton

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…

Numerical Analysis · Mathematics 2021-03-04 Hans De Sterck , Robert D. Falgout , Stephanie Friedhoff , Oliver A. Krzysik , Scott P. MacLachlan

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

Numerical Analysis · Mathematics 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point based methods are two well-known strategies to deal with these…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-02 Fatemeh Yaghoobi , Adrien Corenflos , Sakira Hassan , Simo Särkkä

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung