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We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…

Numerical Analysis · Mathematics 2014-11-04 Martin J. Gander , Martin Neumüller

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

Optimization and Control · Mathematics 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer

We present an adaptive methodology for the solution of (linear and) non-linear time dependent problems that is especially tailored for massively parallel computations. The basic concept is to solve for large blocks of space-time unknowns…

Computational Physics · Physics 2016-08-30 Robert Dyja , Baskar Ganapathysubramanian , Kristoffer G. van der Zee

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…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

In this paper, we introduce a novel pseudospectral method for the numerical solution of optimal control problems governed by a parabolic distributed parameter system. The infinite-dimensional optimal control problem is reduced into a…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

A non-intrusive proper generalized decomposition (PGD) strategy, coupled with an overlapping domain decomposition (DD) method, is proposed to efficiently construct surrogate models of parametric linear elliptic problems. A parametric…

Numerical Analysis · Mathematics 2023-10-17 Marco Discacciati , Ben J. Evans , Matteo Giacomini

We study the Schwarz overlapping domain decomposition method applied to the Poisson problem on a special family of domains, which by construction consist of a union of a large number of fixed-size subdomains. These domains are motivated by…

Numerical Analysis · Mathematics 2021-07-01 Arnold Reusken , Benjamin Stamm

Schwarz methods are attractive parallel solution techniques for solving large-scale linear systems obtained from discretizations of partial differential equations (PDEs). Due to the iterative nature of Schwarz methods, convergence rates are…

Numerical Analysis · Mathematics 2017-05-12 Martin J. Gander , Soheil Hajian

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…

Numerical Analysis · Mathematics 2010-11-23 Qingshan Chen , Zhen Qin , Roger Temam

This paper considers the finite element approximation to parabolic optimal control problems with measure data in a nonconvex polygonal domain. Such problems usually possess low regularity in the state variable due to the presence of measure…

Numerical Analysis · Mathematics 2024-03-12 Pratibha Shakya

We derive energy-norm a posteriori error bounds for an Euler time-stepping method combined with various spatial discontinuous Galerkin schemes for linear parabolic problems. For accessibility, we address first the spatially semidiscrete…

Numerical Analysis · Mathematics 2011-04-06 Emmanuil H. Georgoulis , Omar Lakkis , Juha M. Virtanen

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…

Optimization and Control · Mathematics 2025-04-29 Yuchao Li , Aren Karapetyan , Niklas Schmid , John Lygeros , Karl H. Johansson , Jonas Mårtensson

Many real-world control systems, such as the smart grid and human sensorimotor control systems, have decentralized components that react quickly using local information and centralized components that react slowly using a more global view.…

Optimization and Control · Mathematics 2017-11-15 Gautam Goel , Niangjun Chen , Adam Wierman

A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…

Numerical Analysis · Mathematics 2018-02-09 Gil Ariel , Hieu Nguyen , Richard Tsai

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears

A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to…

Numerical Analysis · Computer Science 2016-04-20 Vishwas Rao , Adrian Sandu

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

Since the first optimality proofs for adaptive mesh refinement algorithms in the early 2000s, the theory of optimal mesh refinement for PDEs was inherently limited to stationary problems. The reason for this is that time-dependent problems…

Numerical Analysis · Mathematics 2025-12-08 Michael Feischl , Fernando Henríquez , David Niederkofler

Approximate Bayesian Computation (ABC) is a widely applicable and popular approach to estimating unknown parameters of mechanistic models. As ABC analyses are computationally expensive, parallelization on high-performance infrastructure is…

Quantitative Methods · Quantitative Biology 2023-05-02 Emad Alamoudi , Felipe Reck , Nils Bundgaard , Frederik Graw , Lutz Brusch , Jan Hasenauer , Yannik Schälte

We assess the applicability and efficiency of time-adaptive high-order splitting methods applied for the numerical solution of (systems of) nonlinear parabolic problems under periodic boundary conditions. We discuss in particular several…

Numerical Analysis · Mathematics 2016-09-08 Winfried Auzinger , Othmar Koch , Michael Quell
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