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Related papers: Parallel-in-Time Solver for the All-at-Once Runge-…

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In [McDonald, Pestana and Wathen, \textit{SIAM J. Sci. Comput.}, 40 (2018), pp. A1012--A1033], a block circulant preconditioner is proposed for all-at-once linear systems arising from evolutionary partial differential equations, in which…

Numerical Analysis · Mathematics 2021-03-04 X. -L. Lin , M. Ng

We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…

Optimization and Control · Mathematics 2026-02-24 Zhendong Li , Akwum Onwunta , Bedřich Sousedík

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

Numerical Analysis · Mathematics 2017-08-02 Sidafa Conde , Sigal Gottlieb , Zachary J. Grant , John N. Shadid

We study a discrete-time random feature method for nonlinear, time-dependent partial differential equations. In contrast to continuous-time formulations that treat time as an additional input variable, the method advances the solution step…

Numerical Analysis · Mathematics 2026-04-29 Haoran Zhou , Zhaohui Fu , Yangshuai Wang , Xinlong Feng

Irksome is a library based on the Unified Form Language (UFL) that automates the application of Runge-Kutta time-stepping methods for finite element spatial discretizations of partial differential equations (PDEs). This paper describes…

Numerical Analysis · Mathematics 2025-08-29 Robert C. Kirby , Scott P. MacLachlan , Pablo D. Brubeck

Volterra subdiffusion problems with weakly singular kernel describe the dynamics of subdiffusion processes well.The graded $L1$ scheme is often chosen to discretize such problems since it can handle the singularity of the solution near $t =…

Numerical Analysis · Mathematics 2024-03-20 Yong-Liang Zhao , Xian-Ming Gu , Alexander Ostermann

We consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially non-oscillatory (WENO)…

Numerical Analysis · Mathematics 2025-11-04 O. A. Krzysik , H. De Sterck , R. D. Falgout , J. B. Schroder

A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…

Numerical Analysis · Mathematics 2012-08-24 H. de la Cruz , R. J. Biscay , J. C. Jimenez , F. Carbonell

Motivated by studies on fully discrete numerical schemes for linear hyperbolic conservation laws, we present a framework on analyzing the strong stability of explicit Runge-Kutta (RK) time discretizations for semi-negative autonomous linear…

Numerical Analysis · Mathematics 2018-11-28 Zheng Sun , Chi-Wang Shu

A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under the exact solution of their governing PDEs. However, standard temporal schemes,…

Numerical Analysis · Mathematics 2024-01-29 Mohammad R. Najafian , Brian C. Vermeire

The Sinc-Nystr\"{o}m method is a high-order numerical method based on Sinc basis functions for discretizing evolutionary differential equations in time. But in this method we have to solve all the time steps in one-shot (i.e. all-at-once),…

Numerical Analysis · Mathematics 2021-12-01 Jun Liu , Shu-Lin Wu

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…

Numerical Analysis · Mathematics 2019-12-04 Mahesh Narayanamurthi , Adrian Sandu

In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…

Numerical Analysis · Mathematics 2023-01-02 Tommaso Buvoli , Ben S. Southworth

Compatible finite element discretisations for the atmospheric equations of motion have recently attracted considerable interest. Semi-implicit timestepping methods require the repeated solution of a large saddle-point system of linear…

We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-06 Felix Kwok , Djahou N Tognon

We proposed a parallel-in-time method based on preconditioner for Biot's consolidation model in poroelasticity. In order to achieve a fast and stable convergence for the matrix system of the Biot's model, we design two preconditioners with…

Numerical Analysis · Mathematics 2023-10-17 Zeyuan Zhou , Huipeng Gu , Guoliang Ju , Wei Xing

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

High Energy Physics - Lattice · Physics 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

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 study the construction and convergence of semi-explicit and iterative decoupling schemes for an elliptic-parabolic problem using higher-order Runge-Kutta methods. For the semi-explicit schemes, which are constructed using a nearby delay…

Numerical Analysis · Mathematics 2026-05-22 Robert Altmann , Abdullah Mujahid , Benjamin Unger
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