Related papers: Exp-ParaDiag: Time-Parallel Exponential Integrator…
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…
We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…
Coherent or exact equations of motion for a post-Newtonian Lagrangian formalism are the Euler-Lagrange equations without any terms truncated. They naturally conserve energy {and} angular momentum. Doubling the phase-space variables of…
In this paper, we introduce a higher-order multiscale method for time-dependent problems with highly oscillatory coefficients. Building on the localized orthogonal decomposition (LOD) framework, we construct enriched correction operators to…
We propose the interpolatory hybridizable discontinuous Galerkin (Interpolatory HDG) method for a class of scalar parabolic semilinear PDEs. The Interpolatory HDG method uses an interpolation procedure to efficiently and accurately…
Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…
We propose a novel algorithm for the temporal integration of the resistive magnetohydrodynamics (MHD) equations. The approach is based on exponential Rosenbrock schemes in combination with Leja interpolation. It naturally preserves Gauss's…
We introduce a method for the fast numerical approximation of linear, second-order parabolic partial differential equations (PDEs for short) with time-independent coefficients based on model order reduction techniques and the Laplace…
We present the Parareal-CG algorithm for time-dependent differential equations in this work. The algorithm is a parallel in time iteration algorithm utilizes Chebyshev-Gauss spectral collocation method for fine propagator F and backward…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…
The present study is an extension of the work done in Parareal convergence for oscillatory pdes with finite time-scale separation (2019), A. G. Peddle, T. Haut, and B. Wingate, [16], and An asymptotic parallel-in-time method for highly…
Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…
In this paper, we propose a novel, computationally efficient reduced order method to solve linear parabolic inverse source problems. Our approach provides accurate numerical solutions without relying on specific training data. The forward…
We present the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm, recently proposed in [Li and Hu, {\it J. Comput. Phys.}, 2021], for efficiently solving subdiffusion equations with heterogeneous coefficients in long time. This…
A parareal algorithm based on an exponential $\theta$-scheme is proposed for the stochastic Schr\"odinger equation with weak damping and additive noise. It proceeds as a two-level temporal parallelizable integrator with the exponential…
To extend prevailing scaling limits when solving time-dependent partial differential equations, the parallel full approximation scheme in space and time (PFASST) has been shown to be a promising parallel-in-time integrator. Similar to a…
We present a novel approach to the parallelization of the parabolic fast multipole method for a space-time boundary element method for the heat equation. We exploit the special temporal structure of the involved operators to provide an…
We consider commutator-free exponential integrators as put forward in [Alverman, A., Fehske, H.: High-order commutator-free exponential time-propagation of driven quantum systems. J. Comput. Phys. 230, 5930-5956 (2011)]. For parabolic…
A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…