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The numerical simulation of the time-dependent Schr\"odinger equation for quantum systems is a very active research topic. Yet, resolving the solution sufficiently in space and time is challenging and mandates the use of modern…

Numerical Analysis · Mathematics 2020-06-11 Hannah Rittich , Robert Speck

Recently, ParaExp was proposed for the time integration of hyperbolic problems. It splits the time interval of interest into sub-intervals and computes the solution on each sub-interval in parallel. The overall solution is decomposed into a…

Numerical Analysis · Mathematics 2016-10-18 Melina Merkel , Innocent Niyonzima , Sebastian Schöps

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

The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions. We firstly obtain a fully discrete scheme via using the linear finite element method to…

Numerical Analysis · Mathematics 2018-05-18 Xiaoqiang Yue , Shi Shu , Xiaowen Xu , Weiping Bu , Kejia Pan

This article demonstrates the applicability of the parallel-in-time method Parareal to the numerical solution of the Einstein gravity equations for the spherical collapse of a massless scalar field. To account for the shrinking of the…

General Relativity and Quantum Cosmology · Physics 2017-05-23 Andreas Kreienbuehl , Pietro Benedusi , Daniel Ruprecht , Rolf Krause

In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…

Numerical Analysis · Mathematics 2023-05-17 Elvis do A. Soares , Amaro G. Barreto , Frederico W. Tavares

This paper presents a method of performing topology optimisation of transient heat conduction problems using the parallel-in-time method Parareal. To accommodate the adjoint analysis, the Parareal method was modified to store intermediate…

Computational Engineering, Finance, and Science · Computer Science 2024-12-02 Magnus Appel , Joe Alexandersen

The solution of inverse problems in a variational setting finds best estimates of the model parameters by minimizing a cost function that penalizes the mismatch between model outputs and observations. The gradients required by the numerical…

Optimization and Control · Mathematics 2020-09-22 Ulrich Römer , Mahesh Narayanamurthi , Adrian Sandu

In this work, we propose a novel framework for accelerating the parareal algorithm, in which the coarse propagator is formulated as a two-step method and optimized with respect to the convergence factor.} We derive a rigorous error estimate…

Numerical Analysis · Mathematics 2026-05-19 Guanglian Li , Qingle Lin , Kai Zhang , Zhi Zhou

For time-dependent partial differential equations, parallel-in-time integration using the "parallel full approximation scheme in space and time" (PFASST) is a promising way to accelerate existing space-parallel approaches beyond their…

Numerical Analysis · Mathematics 2018-06-07 Matthias Bolten , Dieter Moser , Robert Speck

In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…

Computational Physics · Physics 2019-11-05 Pedro da Silva Peixoto , Martin Schreiber

Recently, the ParaOpt algorithm was proposed as an extension of the time-parallel Parareal method to optimal control. ParaOpt uses quasi-Newton steps that each require solving a system of matching conditions iteratively. The…

Numerical Analysis · Mathematics 2024-12-04 Corentin Bonte , Arne Bouillon , Giovanni Samaey , Karl Meerbergen

The structural flexibility of the exponential propagation iterative methods of Runge-Kutta type (EPIRK) enables construction of particularly efficient exponential time integrators. While the EPIRK methods have been shown to perform well on…

Numerical Analysis · Mathematics 2016-08-03 Greg Rainwater , Mayya Tokman

This article deals with the numerical integration in time of nonlinear Schr\"odinger equations. The main application is the numerical simulation of rotating Bose-Einstein condensates. The authors perform a change of unknown so that the…

Analysis of PDEs · Mathematics 2017-01-31 Christophe Besse , Guillaume Dujardin , Ingrid Lacroix-Violet

To extend prevailing scaling limits when solving time-dependent partial differential equations, the parallel full approximation scheme in space and time (PFASST) has been shown to be a promising parallel-in-time integrator. Similar to a…

Mathematical Software · Computer Science 2019-12-03 Ruth Schöbel , Robert Speck

In diffusion models, samples are generated through an iterative refinement process, requiring hundreds of sequential model evaluations. Several recent methods have introduced approximations (fewer discretization steps or distillation) to…

Machine Learning · Computer Science 2024-12-12 Nikil Roashan Selvam , Amil Merchant , Stefano Ermon

Splitting the exponential-like $\varphi$ functions, which typically appear in exponential integrators, is attractive in many situations since it can dramatically reduce the computational cost of the procedure. However, depending on the…

Numerical Analysis · Mathematics 2025-03-21 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…

Numerical Analysis · Mathematics 2022-01-17 Jehanzeb Chaudhry , Donald Estep , Simon Tavener

Simulation of geothermal systems is challenging due to coupled physical processes in highly heterogeneous media. Combining the exponential Rosenbrock--Euler and Rosenbrock-type methods with control-volume (two-point flux approximation)…

Numerical Analysis · Mathematics 2015-06-11 Antoine Tambue , Inga Berre , Jan M. Nordbotten

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

Numerical Analysis · Mathematics 2014-02-24 Terry Haut , Beth Wingate