Related papers: An accurate and time-parallel rational exponential…
In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…
We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…
Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…
Some aspects of the ELectrical EXplicit (ELEX) scheme for using explicit integration schemes in circuit simulation are discussed. It is pointed out that the parallel resistor approach, presented earlier to address singular matrix issues…
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…
The Riemann problem for first-order hyperbolic systems of partial differential equations is of fundamental importance for both theoretical and numerical purposes. Many approximate solvers have been developed for such systems; exact solution…
We present a MATLAB toolbox for five different classes of exponential integrators for solving (mildly) stiff ordinary differential equations or time-dependent partial differential equations. For the efficiency of such exponential…
A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…
The Parareal algorithm is used to solve time-dependent problems considering multiple solvers that may work in parallel. The key feature is a initial rough approximation of the solution that is iteratively refined by the parallel solvers. We…
Parareal algorithms are studied for semilinear parabolic stochastic partial differential equations. These algorithms proceed as two-level integrators, with fine and coarse schemes, and have been designed to achieve a `parallel in real time'…
The polysymplectic analysis of the Short Pulse Equation known in nonlinear optics is used in order to construct a geometric polysymplectic integrator for it. The proposed scheme turns out to be much more effective than other standard…
We conduct a thorough study of different forms of horizontally explicit and vertically implicit (HEVI) time-integration strategies for the compressible Euler equations on spherical domains typical of nonhydrostatic global atmospheric…
Replica Exchange (RE) simulations have emerged as an important algorithmic tool for the molecular sciences. RE simulations involve the concurrent execution of independent simulations which infrequently interact and exchange information. The…
Solving partial differential equations (PDEs) with highly oscillatory solutions on complex domains remains a challenging and important problem. High-frequency oscillations and intricate geometries often result in prohibitively expensive…
In this article we present a novel and general methodology for building second order finite volume implicit-explicit (IMEX) numerical schemes for solving two dimensional financial parabolic PDEs with mixed derivatives. In particular,…
Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…
In numerical time-integration with implicit-explicit (IMEX) methods, a within-step adaptable decomposition called residual balanced decomposition is introduced. With this decomposition, the requirement of a small enough residual in the…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…
A new implementation of the Roe scheme for solving two-layer shallow-water equations is presented in this paper. The proposed A-Roe scheme is based on the analytical solution to the characteristic quartic of the flux matrix, which is an…
Reconfigurable intelligent surface (RIS) is a two-dimensional periodic structure integrated with a large number of reflective elements, which can manipulate electromagnetic waves in a digital way, offering great potentials for wireless…