相关论文: A Block Krylov Subspace Implementation of the Time…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…
An adaptive method for parabolic partial differential equations that combines sparse wavelet expansions in time with adaptive low-rank approximations in the spatial variables is constructed and analyzed. The method is shown to converge and…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
In this paper we continue our work on adaptive timestep control for weakly non- stationary problems. The core of the method is a space-time splitting of adjoint error representations for target functionals due to S\"uli and Hartmann. The…
Using the principle of structural analogy of solutions, approaches have been developed for constructing exact solutions of complex nonlinear PDEs, including PDEs with delay, based on the use of special solutions to auxiliary simpler related…
We propose a model reduction procedure for rapid and reliable solution of parameterized hyperbolic partial differential equations. Due to the presence of parameter-dependent shock waves and contact discontinuities, these problems are…
Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for automatic differentiation (AD) to compute large Hessian…
This paper proposes and analyzes an implicit-explicit BDF-Galerkin scheme of second order for the time-dependent nonlinear thermistor problem. For this, we combine the second-order backward differentiation formula with special extrapolation…
The presence of corners in the computational domain, in general, reduces the regularity of solutions of parabolic problems and diminishes the convergence properties of the finite element approximation introducing a so-called "pollution…
We propose a time-space discretization scheme for quasi-linear parabolic PDEs. The algorithm relies on the theory of fully coupled forward--backward SDEs, which provides an efficient probabilistic representation of this type of equation.…
Asynchronous iterations are more and more investigated for both scaling and fault-resilience purpose on high performance computing platforms. While so far, they have been exclusively applied within space domain decomposition frameworks,…
We present a matrix-free parallel scalable multilevel deflation preconditioned method for heterogeneous time-harmonic wave problems. Building on the higher-order deflation preconditioning proposed by Dwarka and Vuik (SIAM J. Sci. Comput.…
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…
A novel decomposition scheme to solve parametric non-convex programs as they arise in Nonlinear Model Predictive Control (NMPC) is presented. It consists of a fixed number of alternating proximal gradient steps and a dual update per time…
We present an algorithm for the solution of a simultaneous space-time discretization of linear parabolic evolution equations with a symmetric differential operator in space. Building on earlier work, we recast this discretization into a…
To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…
A high-order convergent numerical method for solving linear and non-linear parabolic PDEs is presented. The time-stepping is done via an explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method of order 4 or 5, and for the implicit…
We present a numerical method which is able to approximate traveling waves (e.g. viscous profiles) in systems with hyperbolic and parabolic parts by a direct long-time forward simulation. A difficulty with long-time simulations of traveling…
The incompressible Euler equations are an important model system in computational fluid dynamics. Fast high-order methods for the solution of this time-dependent system of partial differential equations are of particular interest: due to…
In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…