Related papers: A parallel algorithm for solving linear parabolic …
Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific…
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…
We revisit second-order-in-time space-time discretizations of the linear and semilinear wave equations by establishing precise equivalences with first-order-in-time formulations. Focusing on schemes using continuous piecewise-polynomial…
This paper presents a novel parallel splitting algorithm for solving quasi-static multiple-network poroelasticity (MPET) equations. By introducing a total pressure variable, the MPET system can be reformulated into a coupled…
We consider a space-time variational formulation of parabolic initial-boundary value problems in anisotropic Sobolev spaces in combination with a Hilbert-type transformation. This variational setting is the starting point for the space-time…
We study linear problems defined on tensor products of Hilbert spaces with an additional (anti-) symmetry property. We construct a linear algorithm that uses finitely many continuous linear functionals and show an explicit formula for its…
A probabilistic representation for initial value semilinear parabolic problems based on generalized random trees has been derived. Two different strategies have been proposed, both requiring generating suitable random trees combined with a…
In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…
With the stagnation of processor core performance, further reductions in the time-to-solution for geophysical fluid problems are becoming increasingly difficult with standard time integrators. Parallel-in-time exposes and exploits…
In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
The role of Regge calculus as a tool for numerical relativity is discussed, and a parallelizable implicit evolution scheme described. Because of the structure of the Regge equations, it is possible to advance the vertices of a triangulated…
The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…
We propose consistent locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of non-autonomous parabolic evolution problems under the assumption of maximal…
Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…
In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…
In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…
We use the alternating direction method to simulate implicit dynamics. ur spatial discretization uses isogeometric analysis. Namely, we simulate a (hyperbolic) wave propagation problem in which we use tensor-product B-splines in space and…
Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…
A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…