Related papers: Splitting Schemes for Coupled Differential Equatio…
Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi…
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…
As integrated circuits become increasingly complex, the demand for efficient and accurate simulation solvers continues to rise. Traditional solvers often struggle with large-scale sparse systems, leading to prolonged simulation times and…
A quantitative definition of numerical stiffness for initial value problems is proposed. Exponential integrators can effectively integrate linearly stiff systems, but they become expensive when the linear coefficient is a matrix, especially…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
For conventional smoothed particle hydrodynamics (SPH), obtaining the static solution of a problem is time-consuming. To address this drawback, we propose an efficient dynamic relaxation method by adding large artificial-viscosity-based…
Elliptic partial differential equations must be solved numerically for many problems in numerical relativity, such as initial data for every simulation of merging black holes and neutron stars. Existing elliptic solvers can take multiple…
This work presents a strongly coupled partitioned method for fluid-structure interaction (FSI) problems based on a monolithic formulation of the system which employs a Lagrange multiplier. We prove that both the semi-discrete and fully…
Operator-splitting methods are widely used to solve differential equations, especially those that arise from multi-scale or multi-physics models, because a monolithic (single-method) approach may be inefficient or even infeasible. The most…
This paper presents a parallel preconditioning approach based on incomplete LU (ILU) factorizations in the framework of Domain Decomposition (DD) for general sparse linear systems. We focus on distributed memory parallel architectures,…
We study operator-splitting schemes for approximating Koopman generators of linear semigroups induced by nonlinear flows, a framework originating with Dorroh and Neuberger. Building on ideas of Lie, Kowalewski, and Gr\"{o}bner, we analyze…
An alternative to the fully implicit or monolithic methods used for the solution of the coupling of fluid flow and deformation in porous media is a sequential approach in which the fully coupled system is broken into subproblems (flow and…
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…
We propose quantum methods for solving differential equations that are based on a gradual improvement of the solution via an iterative process, and are targeted at applications in fluid dynamics. First, we implement the Jacobi iteration on…
In recent research, the parallel performances of sweeping-type algorithms for high-frequency time-harmonic wave problems have been improved by departing from standard layer-type domain decomposition and introducing a new sweeping strategy…
We present novel coupling schemes for partitioned multi-physics simulation that combine four important aspects for strongly coupled problems: implicit coupling per time step, fast and robust acceleration of the corresponding iterative…
The efficient solution of discretisations of coupled systems of partial differential equations (PDEs) is at the core of much of numerical simulation. Significant effort has been expended on scalable algorithms to precondition Krylov…
A dynamic iteration scheme for linear differential-algebraic port-Hamil\-tonian systems based on Lions-Mercier-type operator splitting methods is developed. The dynamic iteration is monotone in the sense that the error is decreasing and no…
Numerical solution of partial differential equations on parallel computers using domain decomposition usually requires synchronization and communication among the processors. These operations often have a significant overhead in terms of…
We analyze the preservation properties of a family of reversible splitting methods when they are applied to the numerical time integration of linear differential equations defined in the unitary group. The schemes involve complex…