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We develop a parallel-in-time multigrid preconditioner for augmented systems. These saddle-point systems are foundational to numerical optimization. Our preconditioner, when paired with a suitable optimization method, accelerates the…

Optimization and Control · Mathematics 2025-12-08 Radoslav Vuchkov , Eric C. Cyr , Aurya Javeed , Denis Ridzal

This paper presents a systematic theoretical framework to derive the energy identities of general implicit and explicit Runge--Kutta (RK) methods for linear seminegative systems. It generalizes the stability analysis of explicit RK methods…

Numerical Analysis · Mathematics 2022-01-19 Zheng Sun , Yuanzhe Wei , Kailiang Wu

Numerical solution of discrete PDEs corresponding to saddle point problems is highly relevant to physical systems such as Stokes flow. However, scaling up numerical solvers for such systems is often met with challenges in efficiency and…

Numerical Analysis · Mathematics 2024-08-23 Yutian Tao , Eftychios Sifakis

We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…

Numerical Analysis · Mathematics 2024-01-15 Abhinav Jha , Ondřej Pártl , Naveed Ahmed , Dmitri Kuzmin

In this paper we propose to use model reduction techniques for speeding up the diagonalization-based parallel-in-time (ParaDIAG) preconditioner, for iteratively solving all-at-once systems from evolutionary PDEs. In particular, we use the…

Numerical Analysis · Mathematics 2020-12-17 Jun Liu , Zhu Wang

We compare the three main types of high-order one-step initial value solvers: extrapolation, spectral deferred correction, and embedded Runge--Kutta pairs. We consider orders four through twelve, including both serial and parallel…

Numerical Analysis · Mathematics 2016-01-20 David I. Ketcheson , Umair bin Waheed

In this article, we propose novel boundary treatment algorithms to avoid order reduction when implicit-explicit Runge-Kutta time discretization is used for solving convection-diffusion-reaction problems with time-dependent Di\-richlet…

Numerical Analysis · Mathematics 2024-10-07 V. González-Tabernero , J. G. López-Salas , M. J. Castro-Díaz , J. A. García-Rodríguez

The Runge--Kutta (RK) discontinuous Galerkin (DG) method is a mainstream numerical algorithm for solving hyperbolic equations. In this paper, we use the linear advection equation in one and two dimensions as a model problem to prove the…

Numerical Analysis · Mathematics 2024-10-02 Zheng Sun

The work deals with two major topics concerning the numerical analysis of Runge-Kutta-like (RK-like) methods, namely their stability and order of convergence. RK-like methods differ from additive RK methods in that their coefficients are…

Numerical Analysis · Mathematics 2025-06-26 Thomas Izgin

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that…

Numerical Analysis · Mathematics 2023-03-22 H. De Sterck , R. D. Falgout , O. A. Krzysik , J. B. Schroder

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

In this paper, we present error estimates of fully discrete Runge--Kutta discontinuous Galerkin (DG) schemes for linear time-dependent partial differential equations. The analysis applies to explicit Runge--Kutta time discretizations of any…

Numerical Analysis · Mathematics 2020-01-07 Zheng Sun , Chi-Wang Shu

We investigate several robust preconditioners for solving the saddle-point linear systems that arise from spatial discretization of unsteady and steady variable-coefficient Stokes equations on a uniform staggered grid. Building on the…

Numerical Analysis · Mathematics 2016-08-24 M. Cai , A. J. Nonaka , J. B. Bell , B. E. Griffith , A. Donev

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…

Numerical Analysis · Mathematics 2019-04-16 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

For a large class of fully nonlinear parabolic equations, which include gradient flows for energy functionals that depend on the solution gradient, the semidiscretization in time by implicit Runge-Kutta methods such as the Radau IIA methods…

Numerical Analysis · Mathematics 2016-06-14 Peer C. Kunstmann , Buyang Li , Christian Lubich

We present unconditionally energy stable Runge-Kutta (RK) discontinuous Galerkin (DG) schemes for solving a class of fourth order gradient flows. Our algorithm is geared toward arbitrarily high order approximations in both space and time,…

Numerical Analysis · Mathematics 2021-01-05 Hailiang Liu , Peimeng Yin

A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…

Numerical Analysis · Mathematics 2019-01-01 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…

Numerical Analysis · Mathematics 2023-02-27 Ivo Dravins , Stefano Serra-Capizzano , Maya Neytcheva

A fourth-order exponential time differencing (ETD) Runge-Kutta scheme with dimensional splitting is developed to solve multidimensional non-linear systems of reaction-diffusion equations (RDE). By approximating the matrix exponential in the…

Numerical Analysis · Mathematics 2024-03-25 E. O. Asante-Asamani , A. Kleefeld , B. A. Wade

Many subsurface engineering applications involve tight-coupling between fluid flow, solid deformation, fracturing, and similar processes. To better understand the complex interplay of different governing equations, and therefore design…