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Domain decomposition based time integrators allow the usage of parallel and distributed hardware, making them well-suited for the temporal discretization of parabolic systems, in general, and degenerate parabolic problems, in particular.…

Numerical Analysis · Mathematics 2017-08-07 Monika Eisenmann , Eskil Hansen

Isogeometric Analysis (IgA) has become a viable alternative to the Finite Element Method (FEM) and is typically combined with a time integration scheme within the method of lines for time-dependent problems. However, due to a stagnation of…

Numerical Analysis · Mathematics 2021-07-13 Roel Tielen , Matthias Möller , Cornelis Vuik

This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…

Numerical Analysis · Mathematics 2024-12-02 R. Altmann , A. Moradi

This paper presents an optimized and scalable semi-Lagrangian solver for the Vlasov-Poisson system in six-dimensional phase space. Grid-based solvers of the Vlasov equation are known to give accurate results. At the same time, these solvers…

Computational Physics · Physics 2019-03-29 Katharina Kormann , Klaus Reuter , Markus Rampp

We explore an approach due to Nievergelt of decomposing a time-evolution equation along the time dimension and solving it in parallel with as little communication as possible between the processors. This method computes a map from initial…

Numerical Analysis · Mathematics 2015-05-21 Andrew T. Barker

We consider the parallel time integration of the linear advection equation with the Parareal and two-level multigrid-reduction-in-time (MGRIT) algorithms. Our aim is to develop a better understanding of the convergence behaviour of these…

Numerical Analysis · Mathematics 2019-10-15 Oliver A. Krzysik , Hans De Sterck , Scott P. MacLachlan , Stephanie Friedhoff

We present a method for fast and accurate physics-based predictions during non-prehensile manipulation planning and control. Given an initial state and a sequence of controls, the problem of predicting the resulting sequence of states is a…

Robotics · Computer Science 2022-03-02 Wisdom C. Agboh , Daniel Ruprecht , Mehmet R. Dogar

Most numerical methods for time integration use real-valued time steps. Complex time steps, however, can provide an additional degree of freedom, as we can select the magnitude of the time step in both the real and imaginary directions. We…

Numerical Analysis · Mathematics 2026-01-13 Jithin D. George , Julian Koellermeier , Samuel Y. Jung , Niall M. Mangan

Recent years have witnessed the surge of asynchronous parallel (async-parallel) iterative algorithms due to problems involving very large-scale data and a large number of decision variables. Because of asynchrony, the iterates are computed…

Optimization and Control · Mathematics 2021-02-05 Zhimin Peng , Yangyang Xu , Ming Yan , Wotao Yin

We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…

Numerical Analysis · Mathematics 2023-10-17 Dimitrios Mitsotakis

Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…

Quantum Physics · Physics 2025-10-16 Matteo Vandelli , Francesco Ferrari , Daniele Dragoni

Most numerical methods for time integration use real time steps. Complex time steps provide an additional degree of freedom, as we can select the magnitude of the step in both the real and imaginary directions. By time stepping along…

Numerical Analysis · Mathematics 2022-12-06 Jithin D. George , Samuel Y. Jung , Niall M. Mangan

We present an explicit multiscale algorithm for solving differential equations for problems with high-frequency modes that can be averaged over by separating and scaling the fast and slow dynamics within a single equation. We introduce a…

Plasma Physics · Physics 2026-05-29 Maxwell H. Rosen , Manaure Francisquez , Gregory W. Hammett

A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to…

Numerical Analysis · Computer Science 2016-04-20 Vishwas Rao , Adrian Sandu

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

Computation · Statistics 2026-03-17 Abylay Zhumekenov , Elias T. Krainski , Håvard Rue

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

The fusion research facility ITER is currently being assembled to demonstrate that fusion can be used for industrial energy production, while several other programmes across the world are also moving forward, such as EU-DEMO, CFETR, SPARC…

The Parareal parallel-in-time integration method often performs poorly when applied to hyperbolic partial differential equations. This effect is even more pronounced when the coarse propagator uses a reduced spatial resolution. However,…

Numerical Analysis · Mathematics 2025-10-13 Judith Angel , Sebastian Götschel , Daniel Ruprecht

We present a time-parallelization method that enables to accelerate the computation of quantum optimal control algorithms. We show that this approach is approximately fully efficient when based on a gradient method as optimization solver:…

Optimization and Control · Mathematics 2016-05-04 Mohamed-Kamel Riahi , Julien Salomon , S. J. Glaser , D Sugny

On modern parallel architectures, the cost of synchronization among processors can often dominate the cost of floating-point computation. Several modifications of the existing methods have been proposed in order to keep the communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-12-10 Qinmeng Zou , Frederic Magoules
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