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This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…

Numerical Analysis · Computer Science 2013-11-13 Petr N. Vabishchevich

We establish higher order convergence rates in periodic homogenization of fully nonlinear uniformly parabolic Cauchy problems accompanied with rapidly oscillating initial data. Such result is new even for linear problems. Here we construct…

Analysis of PDEs · Mathematics 2019-12-04 Sunghan Kim , Ki-Ahm Lee

A classical reduced order model for dynamical problems involves spatial reduction of the problem size. However, temporal reduction accompanied by the spatial reduction can further reduce the problem size without losing accuracy much, which…

Numerical Analysis · Mathematics 2019-10-04 Youngsoo Choi , Peter Brown , Bill Arrighi , Robert Anderson

We propose a variational approach to solve Cauchy problems for parabolic equations and systems independently of regularity theory for solutions. This produces a universal and conceptually simple construction of fundamental solution…

Analysis of PDEs · Mathematics 2023-10-09 Pascal Auscher , Moritz Egert

We assess the applicability and efficiency of time-adaptive high-order splitting methods applied for the numerical solution of (systems of) nonlinear parabolic problems under periodic boundary conditions. We discuss in particular several…

Numerical Analysis · Mathematics 2016-09-08 Winfried Auzinger , Othmar Koch , Michael Quell

We propose and investigate new robust preconditioners for space-time Isogeometric Analysis of parabolic evolution problems. These preconditioners are based on a time parallel multigrid method. We consider a decomposition of the space-time…

Numerical Analysis · Mathematics 2018-02-27 Christoph Hofer , Ulrich Langer , Martin Neumüller

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

Analysis of PDEs · Mathematics 2019-02-12 Pierre Portal , Mark Veraar

In this paper, we develop a space-time upscaling framework that can be used for many challenging porous media applications without scale separation and high contrast. Our main focus is on nonlinear differential equations with multiscale…

Numerical Analysis · Mathematics 2019-09-04 Wing T. Leung , Eric T. Chung , Yalchin Efendiev , Maria Vasilyeva , Mary Wheeler

A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…

Numerical Analysis · Mathematics 2018-02-09 Gil Ariel , Hieu Nguyen , Richard Tsai

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

Probability · Mathematics 2024-09-04 Enrico Bernardi , Leonardo Marconi

We propose a multiscale method for mixed-dimensional elliptic problems with highly heterogeneous coefficients arising, for example, in the modeling of fractured porous media. The method is based on the Localized Orthogonal Decomposition…

Numerical Analysis · Mathematics 2026-03-23 Moritz Hauck , Axel Målqvist , Malin Mosquera

We present a variationally separable splitting technique for the generalized-$\alpha$ method for solving parabolic partial differential equations. We develop a technique for a tensor-product mesh which results in a solver with a linear cost…

Numerical Analysis · Mathematics 2018-11-26 Pouria Behnoudfar , Victor M. Calo , Quanling Deng , Peter D. Minev

We prove the global in time existence of spherically symmetric solutions to an initial-boundary value problem for a system of partial differential equations, which consists of the equations of linear elasticity and a nonlinear,…

Dynamical Systems · Mathematics 2016-11-26 Yaobin Ou , Peicheng Zhu

Many astrophysical simulations involve extreme dynamic range of timescales around 'special points' in the domain (e.g. black holes, stars, planets, disks, galaxies, shocks, mixing interfaces), where processes on small scales couple strongly…

Instrumentation and Methods for Astrophysics · Physics 2026-05-11 Philip F. Hopkins , Elias R. Most

The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an…

Numerical Analysis · Mathematics 2020-06-25 Miguel Zambrano , Sintya Serrano , Boyan S. Lazarov , Juan Galvis

The paper addresses the study of a class of evolutionary quasi-variational inequalities of the parabolic type arising in the formation and growth models of granular and cohensionless materials. Such models and their mathematical…

Optimization and Control · Mathematics 2022-09-02 Harbir Antil , Rafael Arndt , Boris S. Mordukhovich , Dao Nguyen , Carlos N. Rautenberg

We investigate the unique solvability of second order parabolic equations in non-divergence form in $W_p^{1,2}((0,T) \times \bR^d)$, $p \ge 2$. The leading coefficients are only measurable in either one spatial variable or time and one…

Analysis of PDEs · Mathematics 2015-06-26 Doyoon Kim , N. V. Krylov

The high cost of sequential time integration is one major constraint that limits the speedup of a time-parallel algorithm like the Parareal algorithm due to the difficulty of coarsening time steps in a stiff numerical problem. To address…

Computational Physics · Physics 2025-03-06 Weifan Liu

We provide operator-norm convergence estimates for solutions to a time-dependent equation of fractional elasticity in one spatial dimension, with rapidly oscillating coefficients that represent the material properties of a viscoelastic…

Analysis of PDEs · Mathematics 2017-06-12 Kirill Cherednichenko , Marcus Waurick

We introduce interpolation operators with approximation and stability properties suited for parabolic problems in primal and mixed formulations. We derive localized error estimates for tensor product meshes (occurring in classical…

Numerical Analysis · Mathematics 2022-12-09 Rob Stevenson , Johannes Storn