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For the time-parallel Parareal method, there exists both numerical and analytical proof that it converges very well for diffusive problems like the heat equation. Many applications, however, do not lead to simple homogeneous diffusive…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…
Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…
In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…
A new method is proposed to improve the numeri- cal simulation of time dependent problems when the initial and boundary data are not compatible. Unlike earlier methods limited to space dimension one, this method can be used for any space…
In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…
In this article, we study a two-dimensional singularly perturbed parabolic equation of the convection-diffusion type, characterized by discontinuities in the source term and convection coefficient at a specific point in the domain. These…
We give a unified approach to weighted mixed-norm estimates and solvability for both the usual and time fractional parabolic equations in nondivergence form when coefficients are merely measurable in the time variable. In the spatial…
Numerically solving parabolic equations with quasiperiodic coefficients is a significant challenge due to the potential formation of space-filling quasiperiodic structures that lack translational symmetry or decay. In this paper, we…
We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…
In this paper we give a survey on various multiscale methods for the numerical solution of second order hyperbolic equations in highly heterogeneous media. We concentrate on the wave equation and distinguish between two classes of…
We present the design of a multiscale parareal method for kinetic equations in the fluid dynamic regime. The goal is to reduce the cost of a fully kinetic simulation using a parallel in time procedure. Using the multiscale property of…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
In this paper, we present a finite difference heterogeneous multiscale method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient. The approach combines a higher order discretization and artificial damping in…
A multi-cube method is developed for solving systems of elliptic and hyperbolic partial differential equations numerically on manifolds with arbitrary spatial topologies. It is shown that any three-dimensional manifold can be represented as…