Related papers: Krylov-based Adaptive-Rank Implicit Time Integrato…
Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…
In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential…
In this paper we continue the work on implicit-explicit (IMEX) time discretizations for the incompressible Oseen equations that we started in \cite{BGG23} (E. Burman, D. Garg, J. Guzm\`an, {\emph{Implicit-explicit time discretization for…
Solving the reactive low-Mach Navier-Stokes equations with high-order adaptive methods in time is still a challenging problem, in particular due to the handling of the algebraic variables involved in the mass constraint. We focus on the…
In this work, an approximate family of implicit multiderivative Runge-Kutta (MDRK) time integrators for stiff initial value problems is presented. The approximation procedure is based on the recent Approximate Implicit Taylor method (Baeza…
This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…
We develop a mass-conserving, adaptive-rank solver for the 1D1V Wigner-Poisson system. Our work is motivated by applications to the study of the stopping power of $\alpha$ particles at the National Ignition Facility (NIF). In this regime,…
Electromigration (EM) induced stress evolution is a major reliability challenge in nanometer-scale VLSI interconnects. Accurate EM analysis requires solving stress-governing partial differential equations over large interconnect trees,…
Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…
The time dependent non-equilibrium radiation diffusion equations are important for solving the transport of energy through radiation in optically thick regimes and find applications in several fields including astrophysics and inertial…
Efficient and accurate low-rank approximation (LRA) methods are of great significance for large-scale data analysis. Randomized tensor decompositions have emerged as powerful tools to meet this need, but most existing methods perform poorly…
This paper considers the numerical treatment of the time-dependent Gross-Pitaevskii equation. In order to conserve the time invariants of the equation as accurately as possible, we propose a Crank-Nicolson-type time discretization that is…
The rational Krylov subspace method (RKSM) and the low-rank alternating directions implicit (LR-ADI) iteration are established numerical tools for computing low-rank solution factors of large-scale Lyapunov equations. In order to generate…
This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…
This manuscript presents an adaptive high order discretization technique for elliptic boundary value problems. The technique is applied to an updated version of the Hierarchical Poincar\'e-Steklov (HPS) method. Roughly speaking, the HPS…
We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on…
We propose a fast collocation method based on Krylov subspace iterative solver on general nonuniform grids for the fractional Laplacian problem, in which the fractional operator is presented in a singular integral formulation. The method is…
Motivated by the need for efficient and accurate simulation of the dynamics of the polar ice sheets, we design high-order finite element discretizations and scalable solvers for the solution of nonlinear incompressible Stokes equations. We…
This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…