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A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…

Numerical Analysis · Mathematics 2023-09-29 Chongmin Song , Xiaoran Zhang , Sascha Eisenträger , Ankit Ankit

In this work, we present some new integration formulas for any order of accuracy as an application of the B-spline relations obtained in [1]. The resulting rules are defined as a perturbation of the trapezoidal integration method. We prove…

Numerical Analysis · Mathematics 2024-05-21 Dionisio F. Yáñez

For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…

Numerical Analysis · Mathematics 2022-04-01 Wing Tat Leung , Yating Wang

We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization…

Numerical Analysis · Mathematics 2024-04-25 Sergio Blanes , Fernando Casas , Luke Shaw

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…

Numerical Analysis · Mathematics 2024-04-24 Allison M. Carson , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman

Multirate time integration methods apply different step sizes to resolve different components of the system based on the local activity levels. This local selection of step sizes allows increased computational efficiency while achieving the…

Numerical Analysis · Computer Science 2021-12-22 Arash Sarshar , Steven Roberts , Adrian Sandu

This paper presents a methodology for constructing iterative schemes of any order of convergence for solving nonlinear systems of equations. It also provides formulas for the order of convergence of any iterative schemes constructed using…

Numerical Analysis · Mathematics 2018-06-12 Stefan Hothazie , Munteanu Camelia Elena , Mihaela Nastase

The calculation of potential energy surfaces for quantum dynamics can be a time consuming task -- especially when a high level of theory for the electronic structure calculation is required. We propose an adaptive interpolation algorithm…

Chemical Physics · Physics 2016-08-24 Markus Kowalewski , Elisabeth Larsson , Alfa Heryudono

The multiscale patch scheme is built from given small micro-scale simulations of complicated physical processes to empower large macro-scale simulations. By coupling small patches of simulations over unsimulated spatial gaps, large savings…

Computational Physics · Physics 2019-12-18 J. E. Bunder , J. Divahar , Ioannis G. Kevrekidis , Trent W. Mattner , A. J. Roberts

This article introduces new acceleration methods for fixed-point iterations. Extrapolations are computed using two or three mappings alternately and a new type of step length is proposed with good properties for nonlinear applications. The…

Optimization and Control · Mathematics 2021-08-17 Nicolas Lepage-Saucier

We extend to the N-level Bloch model the splitting scheme which use exact numerical solutions of sub-equations. These exact solutions involve matrix exponentials which we want to avoid to calculate at each time step. We use Newton…

Numerical Analysis · Mathematics 2019-09-25 Marc Songolo , Brigitte Bidégaray-Fesquet

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

In this paper we explore acceleration techniques for large scale nonconvex optimization problems with special focuses on deep neural networks. The extrapolation scheme is a classical approach for accelerating stochastic gradient descent for…

Machine Learning · Statistics 2018-05-18 Guangzeng Xie , Yitan Wang , Shuchang Zhou , Zhihua Zhang

In the classical theory of cubic interpolation splines there exists an algorithm which works with only $O\left( n\right)$ arithmetic operations. Also, the smoothing cubic splines may be computed via the algorithm of Reinsch which reduces…

Numerical Analysis · Mathematics 2022-01-03 Ognyan Kounchev , Hermann Render , Tsvetomir Tsachev

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

In this paper, we propose a class of super-schemes for efficiently solving nonlinear unconstrained optimization problems. The proposed approach introduces two novel choices of step-size parameters, leading to efficient descent directions…

Optimization and Control · Mathematics 2026-04-24 Tugal Zhanlav , Lkhamsuren Altangerel , Khuder Otgondorj

In this work we present a new simple but efficient scheme - Subsquares approach - for development of algorithms for enclosing the solution set of overdetermined interval linear systems. We are going to show two algorithms based on this…

Numerical Analysis · Computer Science 2013-05-07 Jaroslav Horáček , Milan Hladík

The method of constructing spline classes in the form of trigonometric Fourier series whose coefficients have a certain decreasing order are considered. in turn, this decrement determines the number of continuous derivatives of sum of this…

Numerical Analysis · Mathematics 2019-02-22 V. Denysiuk

We present an extrapolation-based semi-implicit multirate time stepping (MRT) scheme and a compound-fast MRT scheme for a naturally partitioned, multi-time-scale hydro-geomechanical hydrate reservoir model. We evaluate the performance of…

Numerical Analysis · Mathematics 2016-04-20 Shubhangi Gupta , Barbara I. Wohlmuth , Rainer Helmig

Operator splitting methods tailored to coupled linear port-Hamiltonian systems are developed. We present algorithms that are able to exploit scalar coupling, as well as multirate potential of these coupled systems. The obtained algorithms…

Numerical Analysis · Mathematics 2025-01-14 Jan Lorenz , Tom Zwerschke , Michael Günther , Kevin Schäfers