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We propose and analyze a second-order Strang splitting method for a class of stiff matrix differential equations with Sylvester-type structure. The method splits the dynamics into a stiff linear part, treated exactly via matrix…

Numerical Analysis · Mathematics 2026-02-10 Carmen Scalone , Nicola Guglielmi

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…

Numerical Analysis · Mathematics 2014-10-21 Mariano De Leo , Diego Rial , Constanza Sanchez de la Vega

On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…

Numerical Analysis · Computer Science 2011-12-07 Petr N. Vabishchevich

In the simulation of differential-algebraic equations (DAEs), it is essential to employ numerical schemes that take into account the inherent structure and maintain explicit or hidden algebraic constraints without altering them. This paper…

Numerical Analysis · Mathematics 2024-04-23 Andreas Bartel , Malak Diab , Andreas Frommer , Michael Günther , Nicole Marheineke

We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the $H^{-1}$-gradient flow of the…

Numerical Analysis · Mathematics 2015-09-04 Luca Calatroni , Bertram Düring , Carola-Bibiane Schönlieb

We develop an algorithm to solve tridiagonal systems of linear equations, which appear in implicit finite-difference schemes of partial differential equations (PDEs), being the time-dependent Schr\"{o}dinger equation (TDSE) an ideal…

Computational Physics · Physics 2023-03-14 Yaroslav Lutsyshyn , Francisco Navarrete , Dieter Bauer

In this paper we consider splitting methods for nonlinear ordinary differential equations in which one of the (partial) flows that results from the splitting procedure can not be computed exactly. Instead, we insert a well-chosen state…

Numerical Analysis · Mathematics 2014-05-27 Lukas Einkemmer , Alexander Ostermann

This paper is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…

Optimization and Control · Mathematics 2024-09-17 Zheng Zhou , Bing Tan , Songxiao Li

Large-scale parallel numerical simulations are essential for a wide range of engineering problems that involve complex, coupled physical processes interacting across a broad range of spatial and temporal scales. The data structures involved…

Mathematical Software · Computer Science 2018-10-11 Fande Kong , Roy H. Stogner , Derek R. Gaston , John W. Peterson , Cody J. Permann , Andrew E. Slaughter , Richard C. Martineau

Multilevel techniques are efficient approaches for solving the large linear systems that arise from discretized partial differential equations and other problems. While geometric multigrid requires detailed knowledge about the underlying…

Numerical Analysis · Mathematics 2023-01-23 Tareq. U. Zaman , Scott P. MacLachlan , Luke N. Olson , Matt West

High dimensional and/or nonconvex optimization remains a challenging and important problem across a wide range of fields, such as machine learning, data assimilation, and partial differential equation (PDE) constrained optimization. Here we…

Optimization and Control · Mathematics 2025-08-29 Brian K. Tran , Ben S. Southworth , David B. Cavender , Sam Olivier , Syed A. Shah , Tommaso Buvoli

A general scheme for divisive hierarchical clustering algorithms is proposed. It is made of three main steps : first a splitting procedure for the subdivision of clusters into two subclusters, second a local evaluation of the bipartitions…

Data Structures and Algorithms · Computer Science 2018-09-07 Maurice Roux

We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…

Numerical Analysis · Mathematics 2018-12-03 M. P. Calvo , J. M. Sanz-Serna , Beibei Zhu

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible…

Numerical Analysis · Mathematics 2019-09-09 Mahesh Narayanamurthi , Adrian Sandu

For solving a class of block two-by-two real linear system, a new single-step iteration method based on triangular splitting scheme is proposed in this paper. Then the convergence properties of this method are carefully investigated. In…

Numerical Analysis · Mathematics 2021-12-14 Jie Wu , Xi'an Li

Some variants of the (block) Gauss--Seidel iteration for the solution of linear systems with $M$-matrices in (block) Hessenberg form are discussed. Comparison results for the asymptotic convergence rate of some regular splittings are…

Numerical Analysis · Mathematics 2021-11-18 Luca Gemignani , Federico Poloni

This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…

Numerical Analysis · Mathematics 2025-04-23 Jie Zhu , Yujun Zhu , Ju Ming , Max D. Gunzburger

The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…

Numerical Analysis · Mathematics 2024-06-21 Sina Ober-Blöbaum , Theresa Wenger , Tobias Gail , Sigrid Leyendecker

A novel algorithm is proposed for segmenting an image into multiple levels using its mean and variance. Starting from the extreme pixel values at both ends of the histogram plot, the algorithm is applied recursively on sub-ranges computed…

Computer Vision and Pattern Recognition · Computer Science 2007-05-23 Siddharth Arora , Jayadev Acharya , Amit Verma , Prasanta K. Panigrahi
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