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We analyze the convergence of the harmonic balance method for computing isolated periodic solutions of a large class of continuously differentiable Hilbert space valued differential-algebraic equations (DAEs). We establish asymptotic…

Numerical Analysis · Mathematics 2021-11-25 Andrew Steyer , Robert J. Kuether

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…

Optimization and Control · Mathematics 2019-12-17 Sebastian Götschel , Michael L. Minion

We consider the parallel time integration of the linear advection equation with the Parareal and two-level multigrid-reduction-in-time (MGRIT) algorithms. Our aim is to develop a better understanding of the convergence behaviour of these…

Numerical Analysis · Mathematics 2019-10-15 Oliver A. Krzysik , Hans De Sterck , Scott P. MacLachlan , Stephanie Friedhoff

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…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

The Pantelides algorithm for delay differential-algebraic equations (DDAEs) is a method to structurally analyse such systems with the goal to detect which equations have to be differentiated or shifted to construct a solution. In this…

Dynamical Systems · Mathematics 2022-02-04 Daniel Collin

We propose a new method, called a deep-genetic algorithm (deep-GA), to accelerate the performance of the so-called deep-BSDE method, which is a deep learning algorithm to solve high dimensional partial differential equations through their…

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

In this paper, we propose, analyze and implement efficient time parallel methods for the Cahn-Hilliard (CH) equation. It is of great importance to develop efficient numerical methods for the CH equation, given the range of applicability of…

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

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…

Optimization and Control · Mathematics 2011-10-19 Yvon Maday , Julien Salomon , Kamel Riahi

The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small…

Numerical Analysis · Mathematics 2021-01-05 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Markus Clemens , Sebastian Schöps

We present an algorithm for the rigorous integration of Delay Differential Equations (DDEs) of the form $x'(t)=f(x(t-\tau),x(t))$. As an application, we give a computer assisted proof of the existence of two attracting periodic orbits…

Dynamical Systems · Mathematics 2024-07-26 Robert Szczelina , Piotr Zgliczyński

Consider an algorithm computing in a differential field with several commuting derivations such that the only operations it performs with the elements of the field are arithmetic operations, differentiation, and zero testing. We show that,…

Commutative Algebra · Mathematics 2021-08-31 Wei Li , Alexey Ovchinnikov , Gleb Pogudin , Thomas Scanlon

Parallel-in-time (PinT) techniques have been proposed to solve systems of time-dependent differential equations by parallelizing the temporal domain. Among them, Parareal computes the solution sequentially using an inaccurate (fast) solver,…

Computation · Statistics 2024-11-12 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

This paper considers one of the fundamental parallel-in-time methods for the solution of ordinary differential equations, Parareal, and extends it by adopting a neural network as a coarse propagator. We provide a theoretical analysis of the…

Numerical Analysis · Mathematics 2024-08-20 Marta M. Betcke , Lisa Maria Kreusser , Davide Murari

This paper introduces a computationally efficient algorithm in system theory for solving inverse problems governed by linear partial differential equations (PDEs). We model solutions of linear PDEs using Gaussian processes with priors…

Machine Learning · Statistics 2025-06-16 Xin Li , Markus Lange-Hegermann , Bogdan Raiţă

Parameter identification problems in partial differential equations (PDEs) consist in determining one or more functional coefficient in a PDE. In this article, the Bayesian nonparametric approach to such problems is considered. Focusing on…

Statistics Theory · Mathematics 2025-04-24 Matteo Giordano

In this brief, we discuss the implementation of a third order semi-implicit differentiator as a complement of the recent work by the author that proposes an interconnected semi-implicit Euler double differentiators algorithm through Taylor…

Numerical Analysis · Mathematics 2024-08-02 Loïc Michel , Jean-Pierre Barbot

We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…

Numerical Analysis · Mathematics 2015-05-01 Axel Målqvist , Anna Persson

We use Vessiot theory and exterior calculus to solve partial differential equations(PDEs) of the type uyy = F(x, y,u,ux,uy,uxx,uxy) and associated evolution equations. These equations are represented by the Vessiot distribution of vector…

Differential Geometry · Mathematics 2013-02-25 Naghmana Tehseen , Geoff Prince