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In this paper, we consider the application of exponential integrators to problems that are advection dominated, either on the entire or on a subset of the domain. In this context, we compare Leja and Krylov based methods to compute the…

Numerical Analysis · Mathematics 2024-10-17 Lukas Einkemmer , Trung-Hau Hoang , Alexander Ostermann

Variational formulations of time-dependent PDEs in space and time yield $(d+1)$-dimensional problems to be solved numerically. This increases the number of unknowns as well as the storage amount. On the other hand, this approach enables…

Numerical Analysis · Mathematics 2019-12-24 Julian Henning , Davide Palitta , Valeria Simoncini , Karsten Urban

Dynamical low-rank approximation in the Tucker tensor format of given large time-dependent tensors and of tensor differential equations is the subject of this paper. In particular, a discrete time integration method for rank-constrained…

Numerical Analysis · Mathematics 2017-09-11 Christian Lubich , Bart Vandereycken , Hanna Walach

Iterative algorithms are widely used in digital signal processing applications. With the case study of radio astronomy calibration processing, this work contributes towards revealing and exploiting the intrinsic error resilience of…

Signal Processing · Electrical Eng. & Systems 2025-02-21 G. A. Gillani , A. Krapukhin , A. B. J. Kokkeler

In this paper, we consider the task of efficiently computing the numerical solution of evolutionary complex Ginzburg--Landau equations on Cartesian product domains with homogeneous Dirichlet/Neumann or periodic boundary conditions. To this…

Numerical Analysis · Mathematics 2024-06-19 Marco Caliari , Fabio Cassini

Current Python programming environment does not have any reliable and efficient multiple precision floating-point (MPF) arithmetic except ``mpmath" and ``gmpy2" packages based on GNU MP(GMP) and MPFR libraries. Although it is well known…

Mathematical Software · Computer Science 2021-07-28 Tomonori Kouya

The matrix element method is the LHC inference method of choice for limited statistics. We present a dedicated machine learning framework, based on efficient phase-space integration, a learned acceptance and transfer function. It is based…

High Energy Physics - Phenomenology · Physics 2024-11-13 Theo Heimel , Nathan Huetsch , Ramon Winterhalder , Tilman Plehn , Anja Butter

The widespread adoption of machine learning algorithms necessitates hardware acceleration to ensure efficient performance. This acceleration relies on custom matrix engines that operate on full or reduced-precision floating-point…

Hardware Architecture · Computer Science 2024-08-23 Kosmas Alexandridis , Christodoulos Peltekis , Dionysios Filippas , Giorgos Dimitrakopoulos

Seismic imaging is a major challenge in geophysics with broad applications. It involves solving wave propagation equations with absorbing boundary conditions (ABC) multiple times. This drives the need for accurate and efficient numerical…

Numerical Analysis · Mathematics 2024-01-30 Fernando V. Ravelo , Martin Schreiber , Pedro S. Peixoto

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

Numerical Analysis · Mathematics 2024-04-24 Fatemeh P. A. Beik , Michele Benzi , Mehdi Najafi-Kalyani

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

For numerical approximations to stochastic differential equations using the Euler-Maruyama scheme, we propose incorporating approximate random variables computed using low precisions, such as single and half precision. We propose and…

Numerical Analysis · Mathematics 2024-07-17 Oliver Sheridan-Methven , Michael Giles

Vector extrapolation methods are widely used in large-scale simulation studies, and numerous extrapolation-based acceleration techniques have been developed to enhance the convergence of linear and nonlinear fixed-point iterative methods.…

Numerical Analysis · Mathematics 2026-02-03 Abdellatif Mouhssine

Maxwell equations describe the propagation of electromagnetic waves and are therefore fundamental to understanding many problems encountered in the study of antennas and electromagnetics. The aim of this paper is to propose and analyse an…

Numerical Analysis · Mathematics 2022-10-13 Bin Wang , Yaolin Jiang

In this paper, we analyze and provide numerical illustrations for a moving finite element method applied to convection-dominated, time-dependent partial differential equations. We follow a method of lines approach and utilize an underlying…

Numerical Analysis · Mathematics 2013-10-30 Randolph E. Bank , Maximilian S. Metti

We present a practical algorithm to approximate the exponential of skew-Hermitian matrices up to round-off error based on an efficient computation of Chebyshev polynomials of matrices and the corresponding error analysis. It is based on…

Numerical Analysis · Mathematics 2021-12-08 Philipp Bader , Sergio Blanes , Fernando Casas , Muaz Seydaoğlu

Two-time-scale stochastic approximation algorithms are iterative methods used in applications such as optimization, reinforcement learning, and control. Finite-time analysis of these algorithms has primarily focused on fixed point…

Optimization and Control · Mathematics 2026-04-09 Siddharth Chandak

The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In…

Numerical Analysis · Mathematics 2022-07-07 Valentin Dallerit , Mayya Tokman , Ilon Joseph

This work is concerned with linear matrix equations that arise from the space-time discretization of time-dependent linear partial differential equations (PDEs). Such matrix equations have been considered, for example, in the context of…

Numerical Analysis · Mathematics 2023-06-16 Daniel Kressner , Stefano Massei , Junli Zhu

High order methods have shown great potential to overcome performance issues of simulations of partial differential equations (PDEs) on modern hardware, still many users stick to low-order, matrix-based simulations, in particular in porous…

Numerical Analysis · Mathematics 2026-01-06 Christian Engwer , Alexander Schell , Nils-Arne Dreier