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A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

Optimization and Control · Mathematics 2022-04-08 Shukai Li , Sanjay Mehrotra

For solving a class of block two-by-two real linear system, a new single-step iteration method based on triangular splitting scheme is proposed in this paper. Then the convergence properties of this method are carefully investigated. In…

Numerical Analysis · Mathematics 2021-12-14 Jie Wu , Xi'an Li

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

In this paper, we present splitting methods that are based on iterative schemes and applied to plasma simulations. The motivation arose of solving the Coulomb collisions, which are modeled by nonlinear stochastic differential equations. We…

Numerical Analysis · Mathematics 2017-06-22 Juergen Geiser

In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…

Numerical Analysis · Mathematics 2026-01-26 Jakob S. Stokke , Kundan Kumar , Florin A. Radu

Coupled multi-physics problems are encountered in countless applications and pose significant numerical challenges. Although monolithic approaches offer possibly the best solution strategy, they often require ad-hoc preconditioners and…

Numerical Analysis · Mathematics 2023-11-08 Roberto Nuca , Erlend Storvik , Florin A. Radu , Matteo Icardi

This paper addresses the problem of parallelizing computations to study non-linear dynamics in large networks of non-locally coupled oscillators using heterogeneous computing resources. The proposed approach can be applied to a variety of…

Chaotic Dynamics · Physics 2025-07-04 Oleksandr Sudakov , Volodymyr Maistrenko

We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…

Numerical Analysis · Mathematics 2017-12-21 Chao Chen , Hadi Pouransari , Sivasankaran Rajamanickam , Erik G. Boman , Eric Darve

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

Numerical Analysis · Mathematics 2018-09-19 Navneet Pratap Singh , Kapil Ahuja

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten , Ulrich Behn

In this paper, we present, evaluate and analyse the performance of parallel synchronous Jacobi algorithms by different partitioned procedures including band-row splitting, band-row sparsity pattern splitting and substructuring splitting,…

Numerical Analysis · Mathematics 2021-12-07 Abal-Kassim Cheik Ahamed , Frederic Magoules

In this paper, we develop a more general framework of block-structured Markov processes in the queueing study of blockchain systems, which can provide analysis both for the stationary performance measures and for the sojourn times of any…

Cryptography and Security · Computer Science 2019-04-09 Quan-Lin Li , Jing-Yu Ma , Yan-Xia Chang , Fan-Qi Ma , Hai-Bo Yu

Discrete variational methods have shown an excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative method for discrete variational methods appropriate for boundary value…

Numerical Analysis · Mathematics 2021-09-14 Sebastián J. Ferraro , David Martín de Diego , Rodrigo T. Sato Martín de Almagro

This paper is about partitioning in parallel and distributed simulation. That means decomposing the simulation model into a numberof components and to properly allocate them on the execution units. An adaptive solution based on…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-07 Gabriele D'Angelo

A hierarchical solver is proposed for solving sparse ill-conditioned linear systems in parallel. The solver is based on a modification of the LoRaSp method, but employs a deferred-compression technique, which provably reduces the…

Numerical Analysis · Mathematics 2019-09-04 Chao Chen , Leopold Cambier , Erik G. Boman , Sivasankaran Rajamanickam , Raymond S. Tuminaro , Eric Darve

This paper presents a novel parallel splitting algorithm for solving quasi-static multiple-network poroelasticity (MPET) equations. By introducing a total pressure variable, the MPET system can be reformulated into a coupled…

Numerical Analysis · Mathematics 2025-07-29 Jijing Zhao , Huangxin Chen , Mingchao Cai , Shuyu Sun

Stochastic reaction networks that exhibit bistability are common in many fields such as systems biology and materials science. Sampling of the stationary distribution is crucial for understanding and characterizing the long term dynamics of…

Numerical Analysis · Mathematics 2018-01-17 Ting Wang , Petr Plecháč

We address numerical solvers for a poromechanics model particularly adapted for soft materials, as it generally respects thermodynamics principles and energy balance. Considering the multi-physics nature of the problem, which involves solid…

Numerical Analysis · Mathematics 2020-11-30 Jakub W. Both , Nicolas A. Barnafi , Florin A. Radu , Paolo Zunino , Alfio Quarteroni

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky