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In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving…

Numerical Analysis · Mathematics 2021-01-21 Jochen Schütz , David C. Seal , Jonas Zeifang

Optimizing high-performance power electronic equipment, such as power converters, requires multiscale simulations that incorporate the physics of power semiconductor devices and the dynamics of other circuit components, especially in…

Systems and Control · Electrical Eng. & Systems 2025-01-20 Qingyuan Shi , Chijie Zhuang , Jiapeng Liu , Bo Lin , Xiyu Peng , Dan Wu , Zhicheng Liu , Rong Zeng

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

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 demand for substantial increases in the spatial resolution of global weather- and climate- prediction models makes it necessary to use numerically efficient and highly scalable algorithms to solve the equations of large scale…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Eike H. Mueller , Robert Scheichl

As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a…

Numerical Analysis · Mathematics 2022-08-29 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

Inverse source problems arise often in real-world applications, such as localizing unknown groundwater contaminant sources. Being different from Tikhonov regularization, the quasi-boundary value method has been proposed and analyzed as an…

Numerical Analysis · Mathematics 2022-01-11 Yi Jiang , Jun Liu , Xiang-Sheng Wang

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Matthew Emmett

The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…

Numerical Analysis · Mathematics 2021-11-30 Aili Shao

We introduce a fast direct solver for variable-coefficient elliptic partial differential equations on surfaces based on the hierarchical Poincar\'e-Steklov method. The method takes as input an unstructured, high-order quadrilateral mesh of…

Numerical Analysis · Mathematics 2022-10-04 Daniel Fortunato

A high-performance gas kinetic solver using multi-level parallelization is developed to enable pore-scale simulations of rarefied flows in porous media. The Boltzmann model equation is solved by the discrete velocity method with an…

Computational Physics · Physics 2017-12-05 Minh Tuan Ho , Lianhua Zhu , Lei Wu , Peng Wang , Zhaoli Guo , Zhi-Hui Li , Yonghao Zhang

Simulation of the monodomain equation, crucial for modeling the heart's electrical activity, faces scalability limits when traditional numerical methods only parallelize in space. To optimize the use of large multi-processor computers by…

Numerical Analysis · Mathematics 2024-05-31 Giacomo Rosilho de Souza , Simone Pezzuto , Rolf Krause

The modeling of atmospheric processes in the context of weather and climate simulations is an important and computationally expensive challenge. The temporal integration of the underlying PDEs requires a very large number of time steps,…

Numerical Analysis · Mathematics 2020-01-03 Francois P. Hamon , Martin Schreiber , Michael L. Minion

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń

We target time-dependent partial differential equations (PDEs) with heterogeneous coefficients in space and time. To tackle these problems, we construct reduced basis/ multiscale ansatz functions defined in space that can be combined with…

Numerical Analysis · Mathematics 2022-10-04 Julia Schleuß , Kathrin Smetana , Lukas ter Maat

In this paper, we are concerned with the micro-macro Parareal algorithm for the simulation of initial-value problems. In this algorithm, a coarse (fast) solver is applied sequentially over the time domain, and a fine (time-consuming) solver…

Numerical Analysis · Mathematics 2025-10-29 Ignace Bossuyt , Stefan Vandewalle , Giovanni Samaey

The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…

Disordered Systems and Neural Networks · Physics 2019-08-22 Yohai Bar-Sinai , Stephan Hoyer , Jason Hickey , Michael P. Brenner

With the stagnation of processor core performance, further reductions in the time-to-solution for geophysical fluid problems are becoming increasingly difficult with standard time integrators. Parallel-in-time exposes and exploits…

Computational Physics · Physics 2019-01-23 Martin Schreiber , Richard Loft
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