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In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…

Optimization and Control · Mathematics 2021-02-01 Spyridon Pougkakiotis , Jacek Gondzio

Many recently introduced enhanced sampling techniques are based on biasing coarse descriptors (collective variables) of a molecular system on the fly. Sometimes the calculation of such collective variables is expensive and becomes a…

Computational Physics · Physics 2015-09-01 Marco Jacopo Ferrarotti , Sandro Bottaro , Andrea Pérez-Villa , Giovanni Bussi

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…

Numerical Analysis · Mathematics 2024-04-24 Allison M. Carson , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman

Within this paper, we introduce partially and fully decoupled time stepping schemes for linear thermo-poroelasticity. This means that the mechanics, heat, and flow equations can be solved sequentially. We provide sufficient conditions on…

Numerical Analysis · Mathematics 2026-03-17 R. Altmann , R. Maier , J. Schmeck

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

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…

Numerical Analysis · Mathematics 2018-04-03 Lukas Einkemmer , Mayya Tokman , John Loffeld

A single-step high-order implicit time integration scheme for the solution of transient and wave propagation problems is presented. It is constructed from the Pad\'e expansions of the matrix exponential solution of a system of first-order…

Numerical Analysis · Mathematics 2022-06-10 Chongmin Song , Sascha Eisenträger

In engineering, it is a common desire to couple existing simulation tools together into one big system by passing information from subsystems as parameters into the subsystems under influence. As executed at fixed time points, this data…

Numerical Analysis · Mathematics 2017-04-25 Thilo Moshagen

Phase-field simulations are a practical but also expensive tool to calculate microstructural evolution. This work aims to compare explicit time integrators for a broad class of phase-field models involving coupling between the phase-field…

Numerical Analysis · Mathematics 2026-03-02 Marco Seiz , Tomohiro Takaki

A transient magneto-quasistatic vector potential formulation involving nonlinear material is spatially discretized using the finite element method of first and second polynomial order. By applying a generalized Schur complement the…

Computational Engineering, Finance, and Science · Computer Science 2020-11-09 Bernhard Kähne , Markus Clemens , Sebastian Schöps

A component-splitting method is proposed to improve convergence characteristics for implicit time integration of compressible multicomponent reactive flows. The characteristic decomposition of flux jacobian of multicomponent Navier-Stokes…

Numerical Analysis · Mathematics 2024-03-07 Jingchao Zhang , Jinsheng Cai , Shucheng Pan

A new approach for integration of motion in many-body systems of interacting polyatomic molecules is proposed. It is based on splitting time propagation of pseudo-variables in a modified phase space, while the real translational and…

Statistical Mechanics · Physics 2009-11-13 Igor P. Omelyan

We present a technique for speeding up the convergence of value iteration for partially observable Markov decisions processes (POMDPs). The underlying idea is similar to that behind modified policy iteration for fully observable Markov…

Artificial Intelligence · Computer Science 2013-01-30 Nevin Lianwen Zhang , Stephen S. Lee , Weihong Zhang

We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…

Numerical Analysis · Mathematics 2020-10-06 Gianluca Ceruti , Christian Lubich

Explicit step-truncation tensor methods have recently proven successful in integrating initial value problems for high-dimensional partial differential equations (PDEs). However, the combination of non-linearity and stiffness may introduce…

Numerical Analysis · Mathematics 2023-03-21 Abram Rodgers , Daniele Venturi

In recent decades, there have been many attempts to construct symplectic integrators with variable time steps, with rather disappointing results. In this paper we identify the causes for this lack of performance, and find that they fall…

Computational Physics · Physics 2015-05-30 A S Richardson , J M Finn

Discrete Element Methods (DEM), i.e.~the simulation of many rigid particles, suffer from very stiff differential equations plus multiscale challenges in space and time. The particles move smoothly through space until they interact almost…

Mathematical Software · Computer Science 2023-09-28 Peter Noble , Tobias Weinzierl

We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…

Numerical Analysis · Mathematics 2011-04-14 Molei Tao , Houman Owhadi , Jerrold E. Marsden

We introduce a new electrostatic particle-in-cell algorithm capable of using large timesteps compared to particle gyro-period under a uniform external magnetic field. The algorithm extends earlier electrostatic fully implicit PIC…

Computational Physics · Physics 2023-05-31 Guangye Chen , Luis Chacón

The stress integration of critical soil model is usually based on implicit Euler algorithm, where the stress predictor is corrected by employing a return mapping algorithm. In the case of large load step, the solution of local nonlinear…

Computational Physics · Physics 2025-04-25 Hoang Giang Bui , Jelena Ninic , Günther Meschke