English
Related papers

Related papers: Alternating direction implicit time integrations f…

200 papers

This paper introduces the first attempt to employ a localized meshless method to analyze time-harmonic acoustic wave propagation on curved surfaces with periodic holes/inclusions. In particular, the generalized finite difference method is…

Numerical Analysis · Mathematics 2023-07-20 Wen Hu , Zhuojia Fu , Leevan Ling

The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions. We firstly obtain a fully discrete scheme via using the linear finite element method to…

Numerical Analysis · Mathematics 2018-05-18 Xiaoqiang Yue , Shi Shu , Xiaowen Xu , Weiping Bu , Kejia Pan

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that…

Numerical Analysis · Mathematics 2023-03-22 H. De Sterck , R. D. Falgout , O. A. Krzysik , J. B. Schroder

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…

Numerical Analysis · Mathematics 2026-01-01 Jifeng Ge , Bastien Vieublé , Juan Zhang

We propose and analyze a non-iterative domain decomposition integrator for the linear acoustic wave equation. The core idea is to combine an implicit Crank-Nicolson step on spatial subdomains with a local prediction step at the subdomain…

Numerical Analysis · Mathematics 2026-04-10 Tim Buchholz , Marlis Hochbruck

In this paper we develop a finite element method for acoustic wave propagation in Drude-type metamaterials. The governing equation is written as a symmetrizable hyperbolic system with auxiliary variables. The standard mixed finite elements…

Numerical Analysis · Mathematics 2020-07-13 Jeonghun J. Lee

The alternating direction method of multipliers (ADMM) is a powerful operator splitting technique for solving structured convex optimization problems. Due to its relatively low per-iteration computational cost and ability to exploit…

Optimization and Control · Mathematics 2020-06-09 Michel Schubiger , Goran Banjac , John Lygeros

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

For computational acoustics, schemes need to have low-dispersion and low-dissipation properties in order to capture the amplitude and phase of the wave correctly. To improve the spectral properties of the scheme, the authors have previously…

Computational Physics · Physics 2021-11-15 Y. H. Li , Y. X. Ren , Y. T. Su

An FFT-based algorithm is developed to simulate the propagation of elastic waves in heterogeneous $d$-dimensional rectangular shape domains. The method allows one to prescribe the displacement as a function of time in a subregion of the…

Numerical Analysis · Mathematics 2022-12-21 R. Sancho , V. Rey de Pedraza , P. Lafourcade , R. A. Lebensohn , J. Segurado

Based on our recent results, in this paper, a compact finite difference scheme is derived for a time fractional differential equation subject to the Neumann boundary conditions. The proposed scheme is second order accurate in time and…

Numerical Analysis · Mathematics 2014-04-15 Seakweng Vong , Zhibo Wang

In this paper we investigate the effectiveness of Alternating Direction Implicit (ADI) time discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial differential equation, which is semidiscretized…

Computational Finance · Quantitative Finance 2013-08-27 Tinne Haentjens , Karel J. in 't Hout

The Peaceman-Rachford alternating direction implicit (ADI) scheme for linear time-dependent Maxwell equations is analyzed on a heterogeneous cuboid. Due to discontinuities of the material parameters, the solution of the Maxwell equations is…

Numerical Analysis · Mathematics 2022-12-29 Konstantin Zerulla , Tobias Jahnke

Compact finite-difference (FD) schemes specify derivative approximations implicitly, thus to achieve parallelism with domain-decomposition suitable partitioning of linear systems is required. Consistent order of accuracy, dispersion, and…

General Relativity and Quantum Cosmology · Physics 2023-03-01 Boris Daszuta

Developing efficient path integral (PI) methods for atomistic simulations of vibrational spectra in heterogeneous condensed phases and interfaces has long been a challenging task. Here, we present the h-CMD method, short for hybrid centroid…

Chemical Physics · Physics 2025-05-08 Dil K. Limbu , Nathan London , Md Omar Faruque , Mohammad R. Momeni

This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards…

Numerical Analysis · Computer Science 2019-03-06 Svenja Schoeder , Katharina Kormann , Wolfgang Wall , Martin Kronbichler

There is an ongoing effort to develop tools that apply distributed computational resources to tackle large problems or reduce the time to solve them. In this context, the Alternating Direction Method of Multipliers (ADMM) arises as a method…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-09 Ning Hao , AmirReza Oghbaee , Mohammad Rostami , Nate Derbinsky , José Bento

High-fidelity simulations of unsteady fluid flow are now possible with advancements in high-performance computing hardware and software frameworks. Since computational fluid dynamics (CFD) computations are dominated by linear algebraic…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-28 Rahul Sundar , Dipanjan Majumdar , Chhote Lal Shah , Sunetra Sarkar

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

In this paper, we further develop a family of parallel time integrators known as Revisionist Integral Deferred Correction methods (RIDC) to allow for the semi-implicit solution of time dependent PDEs. Additionally, we show that our…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-20 Benjamin Ong , Andrew Melfi , Andrew Christlieb