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In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In…

Numerical Analysis · Mathematics 2016-02-02 William McLean , Vidar Thomée

This work studies the parallelization and empirical convergence of two finite difference acoustic wave propagation methods on 2-D rectangular grids, that use the same alternating direction implicit (ADI) time integration. This ADI…

Numerical Analysis · Mathematics 2020-06-16 B. Otero , O. Rojas , F. Moya , J. Castillo

We present a new implicit asymptotic preserving time integration scheme for charged-particle orbit computation in arbitrary electromagnetic fields. The scheme is built on the Crank-Nicolson integrator and continues to recover full-orbit…

Computational Physics · Physics 2020-07-15 Lee F. Ricketson , Luis Chacón

As the number of processor cores on supercomputers becomes larger and larger, algorithms with high degree of parallelism attract more attention. In this work, we propose a novel space-time coupled algorithm for solving an inverse problem…

Numerical Analysis · Computer Science 2015-08-26 Xiaomao Deng , Xiao-chuan Cai , Jun Zou

In this work, we study time-splitting strategies for the numerical approximation of evolutionary reaction-diffusion problems. In particular, we formulate a family of domain decomposition splitting methods that overcomes some typical…

Numerical Analysis · Mathematics 2016-09-01 Andrés Arrarás , Laura Portero

We focus on non-stationary Maxwell equations defined on a regular patch of elements as considered in the isogeometric analysis (IGA). We apply the time-integration scheme following the ideas developed by the finite difference community [M.…

Numerical Analysis · Mathematics 2021-07-20 Maciej Paszynski , Marcin Los , Judit Munoz-Matute

We develop an adaptive method of time layers with a linearly implicit Rosenbrock method as time integrator and symmetric interior penalty Galerkin method for space discretization for the advective Allen-Cahn equation with…

Numerical Analysis · Mathematics 2017-02-08 Murat Uzunca , Bülent Karasözen , Ayşe Sarıaydın Filibelioğlu

We propose a new numerical domain decomposition method for solving elliptic equations on compact Riemannian manifolds. One advantage of this method is its ability to bypass the need for global triangulations or grids on the manifolds.…

Numerical Analysis · Mathematics 2025-04-03 Lizhen Qin , Feng Wang , Yun Wang

Following on our previous work [S. Delong and B. E. Griffith and E. Vanden-Eijnden and A. Donev, Phys. Rev. E, 87(3):033302, 2013], we develop temporal integrators for solving Langevin stochastic differential equations that arise in…

Statistical Mechanics · Physics 2015-06-23 S. Delong , Y. Sun , B. E. Griffith , E. Vanden-Eijnden , A. Donev

This paper presents a Crank-Nicolson leap-frog (CNLF) scheme for the unsteady incompressible magnetohydrodynamics (MHD) equations. The spatial discretization adopts the Galerkin finite element method (FEM), and the temporal discretization…

Numerical Analysis · Mathematics 2022-10-27 Zhiyong Si , Mingyi Wang , Yunxia Wang

In recent years, several fast solvers for the solution of the Lippmann-Schwinger integral equation that mathematically models the scattering of time-harmonic acoustic waves by penetrable inhomogeneous obstacles, have been proposed. While…

Numerical Analysis · Mathematics 2018-11-14 Ambuj Pandey , Akash Anand

We develop innovative algorithms for solving the strong-constraint formulation of four-dimensional variational data assimilation in large-scale applications. We present a space-time decomposition approach that employs domain decomposition…

Numerical Analysis · Mathematics 2022-05-16 Luisa D'Amore. Emil Constantinescu , Luisa Carracciuolo

In this paper, we propose a parallel space-time domain decomposition method for solving an unsteady source identification problem governed by the linear convection-diffusion equation. Traditional approaches require to solve repeatedly a…

Optimization and Control · Mathematics 2015-08-26 Xiaomao Deng , Xiao-chuan Cai , Jun Zou

A symmetric boundary integral formulation for the transient scattering of acoustic waves off homogeneous and isotropic elastic obstacles is analyzed. Both the acoustic scattered field and the elastodynamic excited field are represented…

Numerical Analysis · Mathematics 2025-08-19 Tonatiuh Sánchez-Vizuet

An iterative coupling algorithm based on restricted additive Schwarz domain decomposition is investigated to co-simulate electrical circuits with hybrid electromagnetic (EMT) and transient stability (TS) modeled using dynamic phasors. This…

Numerical Analysis · Mathematics 2022-12-13 Héléna Shourick , Damien Tromeur-Dervout , Laurent Chédot

We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…

Optimization and Control · Mathematics 2015-11-30 Patrick L. Combettes , Jonathan Eckstein

In this paper we extend analysis of the WaveHoltz iteration -- a time-domain iterative method for the solution of the Helmholtz equation. We expand the previous analysis of energy conserving problems and prove convergence of the WaveHoltz…

Numerical Analysis · Mathematics 2022-05-26 Fortino Garcia , Daniel Appelö , Olof Runborg

The time harmonic Maxwell equations are of current interest in computational science and applied mathematics with many applications in modern physics. In this work, we present parallel finite element solver for the time harmonic Maxwell…

Numerical Analysis · Mathematics 2021-05-26 Sven Beuchler , Sebastian Kinnewig , Thomas Wick

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

Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…

Numerical Analysis · Mathematics 2024-03-19 Murat Uzunca , Bülent Karasözen