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Simulating diffusion in heterogeneous media presents a significant computational challenge, as resolving microscopic physical scales traditionally demands excessively fine computational grids. To overcome this barrier, we extend the…

Numerical Analysis · Mathematics 2026-05-12 Eric T. Chung , Lijian Jiang , Mengnan Li , Yajun Wang

High order methods have shown great potential to overcome performance issues of simulations of partial differential equations (PDEs) on modern hardware, still many users stick to low-order, matrix-based simulations, in particular in porous…

Numerical Analysis · Mathematics 2026-01-06 Christian Engwer , Alexander Schell , Nils-Arne Dreier

Designing efficient and accurate numerical solvers for high-dimensional partial differential equations (PDEs) remains a challenging and important topic in computational science and engineering, mainly due to the "curse of dimensionality" in…

Numerical Analysis · Mathematics 2025-08-20 Senwei Liang , Haizhao Yang

The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…

Numerical Analysis · Mathematics 2016-08-18 Gilles Vilmart

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

Time integration of advection dominated advection-diffusion problems on refined meshes can be a challenging task, since local refinement can lead to a severe time step restriction, whereas standard implicit time stepping is usually hardly…

Numerical Analysis · Mathematics 2020-10-13 M. A. Botchev

We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…

Computational Engineering, Finance, and Science · Computer Science 2016-11-17 Hao Zhuang , Wenjian Yu , Ilgweon Kang , Xinan Wang , Chung-Kuan Cheng

This paper proposes several explicit and implicit multistep frequency response optimized integrators considering first or second order derivative. A prediction-based method aiming at accelerating a novel power system transient simulation…

Systems and Control · Electrical Eng. & Systems 2021-02-16 Sheng Lei , Alexander Flueck

The design and optimization of Reconfigurable Intelligent Surfaces (RISs) are key challenges for future wireless communication systems. RISs are devices that can manipulate electromagnetic (EM) waves in a programmable way, thus enhancing…

The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…

Efficiently serving Large Language Models (LLMs) requires selecting an optimal parallel execution plan, balancing computation, memory, and communication overhead. However, determining the best strategy is challenging due to varying…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-01 Yi-Chien Lin , Woosuk Kwon , Ronald Pineda , Fanny Nina Paravecino

Despite the growing interest in parallel-in-time methods as an approach to accelerate numerical simulations in atmospheric modelling, improving their stability and convergence remains a substantial challenge for their application to…

Numerical Analysis · Mathematics 2023-10-27 João Guilherme Caldas Steinstraesser , Pedro da Silva Peixoto , Martin Schreiber

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

Numerical Analysis · Mathematics 2021-10-12 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Moving grids are of interest in the numerical solution of hydrodynamical problems and in numerical relativity. We show that conventional integration methods for the simple wave equation in one and more than one dimension exhibit a number of…

Computational Physics · Physics 2009-11-06 Miguel Alcubierre , Bernard F. Schutz

In this work we present a proof of concept of CUDA-capable, resistive, multi-fluid models of relativistic magnetohydrodynamics (RMHD). Resistive and multi-fluid codes for simulating models of RMHD suffer from stiff source terms, so it is…

Computational Physics · Physics 2019-01-16 Alex James Wright , Ian Hawke

In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…

Numerical Analysis · Mathematics 2023-05-17 Elvis do A. Soares , Amaro G. Barreto , Frederico W. Tavares

The performance of many parallel applications depends on loop-level parallelism. However, manually parallelizing all loops may result in degrading parallel performance, as some of them cannot scale desirably to a large number of threads. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-07 Zahra Khatami , Lukas Troska , Hartmut Kaiser , J. Ramanujam , Adrian Serio

This paper examines aspirational requirements for software addressing mixed-integer optimization problems constrained by the nonlinear Shallow Water partial differential equations (PDEs), motivated by applications such as river-flow…

Optimization and Control · Mathematics 2026-05-26 Fabio DiFonzo , Michael Holst , Morteza Kimiaei , Vyacheslav Kungurtsev , Songqiang Qiu

Seismic imaging is a major challenge in geophysics with broad applications. It involves solving wave propagation equations with absorbing boundary conditions (ABC) multiple times. This drives the need for accurate and efficient numerical…

Numerical Analysis · Mathematics 2024-01-30 Fernando V. Ravelo , Martin Schreiber , Pedro S. Peixoto

In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level…

Numerical Analysis · Mathematics 2009-08-03 Ari Stern , Eitan Grinspun