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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…

数值分析 · 数学 2024-03-07 Jingchao Zhang , Jinsheng Cai , Shucheng Pan

In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…

数值分析 · 数学 2012-04-17 Juergen Geiser , Thomas Zacher

This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…

数值分析 · 数学 2026-01-16 Wenbo Wang , Guangyan Jia

Coupled multi-physics problems are encountered in countless applications and pose significant numerical challenges. Although monolithic approaches offer possibly the best solution strategy, they often require ad-hoc preconditioners and…

数值分析 · 数学 2023-11-08 Roberto Nuca , Erlend Storvik , Florin A. Radu , Matteo Icardi

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

数值分析 · 数学 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

Schr\"odinger equations with time-dependent potentials are of central importance in quantum physics and theoretical chemistry, where they aid in the simulation and design of systems and processes at atomic scales. Numerical approximation of…

数值分析 · 数学 2018-06-04 Arieh Iserles , Karolina Kropielnicka , Pranav Singh

Computational Fluid Dynamics (CFD) simulations are often constrained by the memory-bound nature of sparse matrix-vector operations, which eventually limits performance on modern high-performance computing (HPC) systems. This work introduces…

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

数值分析 · 数学 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

Time dependent Schr\"odinger equations with conservative force field U commonly constitute a major challenge in the numerical approximation, especially when they are analysed in the semiclassical regime. Extremely high oscillations…

Operator splitting methods allow to split the operator describing a complex dynamical system into a sequence of simpler subsystems and treat each part independently. In the modeling of dynamical problems, systems of (possibly coupled)…

动力系统 · 数学 2023-09-01 Andreas Bartel , Malak Diab , Andreas Frommer , Michael Günther

We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…

数值分析 · 数学 2019-10-29 Sergio Blanes , Fernando Casas , Mechthild Thalhammer

The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…

最优化与控制 · 数学 2019-08-30 Yu-Chao Tang , Guo-Rong Wu , Chuan-Xi Zhu

We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…

数值分析 · 数学 2023-10-17 Dimitrios Mitsotakis

We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…

数值分析 · 数学 2019-11-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

Stable partitioned techniques for simulating unsteady fluid-structure interaction (FSI) are known to be computationally expensive when high added-mass is involved. Multiple coupling strategies have been developed to accelerate these…

计算工程、金融与科学 · 计算机科学 2025-02-18 Azzeddine Tiba , Thibault Dairay , Florian de Vuyst , Iraj Mortazavi , Juan-Pedro Berro Ramirez

We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…

最优化与控制 · 数学 2025-09-03 Mootta Prangprakhon , Nimit Nimana

A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…

流体动力学 · 物理学 2017-02-22 Marcello Meldi , Alexandre Poux

We present novel coupling schemes for partitioned multi-physics simulation that combine four important aspects for strongly coupled problems: implicit coupling per time step, fast and robust acceleration of the corresponding iterative…

We introduce an algorithm to improve the error scaling of product formulas by randomly sampling the generator of their exact error unitary. Our approach takes an arbitrary product formula of time $t$, $S_k(t)$ with error $O(t^{k+1})$ and…

量子物理 · 物理学 2025-08-26 Lana Mineh , Adrian Chapman , Raul A. Santos

The design of microfluidic devices is a cumbersome and tedious process that can be significantly improved by simulation. Methods based on Computational Fluid Dynamics (CFD) are considered state-of-the-art, but require extensive compute time…

计算工程、金融与科学 · 计算机科学 2024-01-17 Michel Takken , Robert Wille
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