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Related papers: Fast Parallel-in-Time Quasi-Boundary Value Methods…

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Inverse source problems arise often in real-world applications, such as localizing unknown groundwater contaminant sources. Being different from Tikhonov regularization, the quasi-boundary value method has been proposed and analyzed as an…

Numerical Analysis · Mathematics 2022-01-11 Yi Jiang , Jun Liu , Xiang-Sheng Wang

In this paper, we propose a direct parallel-in-time (PinT) algorithm for time-dependent problems with first- or second-order derivative. We use a second-order boundary value method as the time integrator that leads to a tridiagonal time…

Numerical Analysis · Mathematics 2022-02-22 Jun Liu , Xiang-Sheng Wang , Shu-Lin Wu , Tao Zhou

In this paper, we design, analyze and implement efficient time parallel method for a class of fourth order time-dependent partial differential equations (PDEs), namely biharmonic heat equation, linearized Cahn-Hilliard (CH) equation and the…

Numerical Analysis · Mathematics 2023-04-28 Gobinda Garai , Bankim C. Mandal

Time parallelization, also known as PinT (Parallel-in-Time) is a new research direction for the development of algorithms used for solving very large scale evolution problems on highly parallel computing architectures. Despite the fact that…

Numerical Analysis · Mathematics 2025-07-02 Martin J. Gander , Shu-Lin Wu , Tao Zhou

We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel…

Numerical Analysis · Mathematics 2021-02-23 Stefan Dohr , Michal Merta , Günther Of , Olaf Steinbach , Jan Zapletal

We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation from stochastic optimal control, and prove strong rates of…

Optimization and Control · Mathematics 2020-12-21 Andreas Prohl , Yanqing Wang

We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…

Numerical Analysis · Mathematics 2024-05-30 Bernhard Heinzelreiter , John W. Pearson

We consider the inverse problem of reconstructing the interior boundary curve of a doubly connected domain from the knowledge of the temperature and the thermal flux on the exterior boundary curve. The use of the Laguerre transform in time…

Numerical Analysis · Mathematics 2024-02-23 Roman Chapko , Leonidas Mindrinos

Method-of-lines discretizations are demanding test problems for stiff integration methods. However, for PDE problems with known analytic solution the presence of space discretization errors or the need to use codes to compute reference…

Numerical Analysis · Mathematics 2023-05-24 Jens Lang , Bernhard A. Schmitt

In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

We develop a complementarity-constrained nonlinear optimization model for the time-dependent control of district heating networks. The main physical aspects of water and heat flow in these networks are governed by nonlinear and hyperbolic…

Optimization and Control · Mathematics 2020-04-22 Richard Krug , Volker Mehrmann , Martin Schmidt

We develop a space-time spectral element method for topology optimization of transient heat conduction. The forward problem is discretized with summation-by-parts (SBP) operators, and interface/boundary and initial/terminal conditions are…

Numerical Analysis · Mathematics 2026-01-15 Sarah Nataj , Magnus Appel , Joe Alexandersen

A solid system consisting of two heat conducting cylinders with a thermoelectric converter (Peltier element) between them is considered. A nonlinear model, which was previously verified by authors, is used to design a constrained control…

Systems and Control · Electrical Eng. & Systems 2022-06-15 Alexander Gavrikov , Georgy Kostin

We present a novel approach to the parallelization of the parabolic fast multipole method for a space-time boundary element method for the heat equation. We exploit the special temporal structure of the involved operators to provide an…

Numerical Analysis · Mathematics 2023-01-31 Raphael Watschinger , Michal Merta , Günther Of , Jan Zapletal

The aim of this paper is to develop stable and accurate numerical schemes for boundary integral formulations of the heat equation with Dirichlet boundary conditions. The accuracy of Galerkin discretisations for the resulting boundary…

Numerical Analysis · Mathematics 2018-05-01 Alexey Chernov , Anne Reinarz

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

In this paper, we regularize the nonlinear inverse time heat problem in the unbounded region by Fourier method. Some new convergence rates are obtained. Meanwhile, some quite sharp error estimates between the approximate solution and exact…

Analysis of PDEs · Mathematics 2009-11-16 Alain Pham Ngoc Dinh , Dang Duc Trong , Pham Hoang Quan , Nguyen Huy Tuan

Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…

Numerical Analysis · Mathematics 2025-06-24 Robert C. Kirby , John D. Stephens

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung
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