Related papers: A time adaptive multirate Dirichlet-Neumann wavefo…
We propose a moving mesh adaptive approach for solving time-dependent partial differential equations. The motion of spatial grid points is governed by a moving mesh PDE (MMPDE) in which a mesh relaxation time \tau is employed as a…
An algorithm is presented to update the multi-fractal spectrum of a time series in constant time when new data arrives. The discrete wavelet transform (DWT) of the time series is first updated for the new data value. This is done optimally…
This paper investigates an adaptive wavelet collocation time domain method for the numerical solution of Maxwell's equations. In this method a computational grid is dynamically adapted at each time step by using the wavelet decomposition of…
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…
Within the theoretical framework of divergence-type theories (DTTs), we set up a consistent nonlinear hydrodynamical description of a conformal fluid in flat space-time. DTTs go beyond second-order (in velocity gradients) theories, and are…
A collision-based hybrid method for the discrete ordinates approximation of the multigroup neutron transport equation is developed for two-dimensional time-dependent problems. At each time step, this algorithm splits the neutron transport…
In this paper, we apply the Schwarz Waveform Relaxation (SWR) method to the one dimensional Schr{\"o}dinger equation with a general linear or a nonlinear potential. We propose a new algorithm for the Schr{\"o}dinger equation with time…
We propose an energy-optimized invariant energy quadratization method to solve the gradient flow models in this paper, which requires only one linear energy-optimized step to correct the auxiliary variables on each time step. In addition to…
Solving the Euler equations of ideal hydrodynamics as accurately and efficiently as possible is a key requirement in many astrophysical simulations. It is therefore important to continuously advance the numerical methods implemented in…
We introduce and analyze a discontinuous Petrov-Galerkin method with optimal test functions for the heat equation. The scheme is based on the backward Euler time stepping and uses an ultra-weak variational formulation at each time step. We…
We present new Neumann-Neumann algorithms based on a time domain decomposition applied to unconstrained parabolic optimal control problems. After a spatial semi-discretization, the Lagrange multiplier approach provides a coupled…
This paper addresses how two time integration schemes, the Heun's scheme for explicit time integration and the second-order Crank-Nicolson scheme for implicit time integration, can be coupled spatially. This coupling is the prerequisite to…
In this work we mainly develop a new numerical methodology to solve a PDE model recently proposed in the literature for pricing interest rate derivatives. More precisely, we use high order in time AMFR-W methods, which belong to a class of…
Aims: The aim of this work is to compare the performance of three reaction network integration methods used in stellar nucleosynthesis calculations. These are the Gear's backward differentiation method, Wagoner's method (a 2nd-order…
We present a general, high-order, fully explicit relaxation scheme which can be applied to any system of nonlinear hyperbolic conservation laws in multiple dimensions. The scheme consists of two steps. In a first (relaxation) step, the…
A variational framework for accelerated optimization was recently introduced on normed vector spaces and Riemannian manifolds in Wibisono et al. (2016) and Duruisseaux and Leok (2021). It was observed that a careful combination of…
Our goal in this paper is to solve the 1-D heat equation by an hybrid deterministic-stochastic iterative procedure . The deterministic side consists in discretizing the equation by the Crank-Nicolson method and the stochastic side consists…
Consider the elastic scattering of an incident wave by a rigid obstacle in three dimensions, which is formulated as an exterior problem for the Navier equation. By constructing a Dirichlet-to-Neumann (DtN) operator and introducing a…
We propose moment relaxations for data-driven Wasserstein distributionally robust optimization problems. Conditions are identified to ensure asymptotic consistency of such relaxations for both single-stage and two-stage problems, together…
We introduce a new hybridized discontinuous Galerkin method for the incompressible magnetohydrodynamics equations. If particular velocity, pressure, magnetic field, and magnetic pressure spaces are employed for both element and trace…