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The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given…

计算工程、金融与科学 · 计算机科学 2017-09-26 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps

This paper presents a new algorithm for the parallel in time (PiT) numerical simulation of time dependent partial/ordinary differential equations. We propose a reliable alternative to the well know parareal in time algorithm, by formulating…

数值分析 · 数学 2022-03-22 Mohamed Kamel Riahi

We present a new parallel numerical method for solving the non-stationary Schr\"odinger equation with linear nonlocal condition and time-dependent potential which does not commute with the stationary part of the Hamiltonian. The given…

数值分析 · 数学 2018-09-21 Dmytro Sytnyk

We propose a numerical integrator for the coupled system of the eddy-current equation with the nonlinear Landau-Lifshitz-Gilbert equation. The considered effective field contains a general field contribution, and we particularly cover…

数值分析 · 数学 2015-04-24 Kim-Ngan Le , Marcus Page , Dirk Praetorius , Thanh Tran

We consider inverse problems for non-linear hyperbolic and elliptic equations and give an introduction to the method based on the multiple linearization, or on the construction of artificial sources, to solve these problems. The method is…

偏微分方程分析 · 数学 2025-03-18 Matti Lassas

For low-frequency electromagnetic problems, where wave-propagation effects can be neglected, eddy current formulations are commonly used as a simplification of the full Maxwell's equations. In this setup, time-domain simulations, needed to…

数值分析 · 数学 2026-01-21 Mario Mally , Rafael Vázquez , Sebastian Schöps

In this paper, we further develop a family of parallel time integrators known as Revisionist Integral Deferred Correction methods (RIDC) to allow for the semi-implicit solution of time dependent PDEs. Additionally, we show that our…

分布式、并行与集群计算 · 计算机科学 2012-09-20 Benjamin Ong , Andrew Melfi , Andrew Christlieb

Parareal is a widely studied parallel-in-time method that can achieve meaningful speedup on certain problems. However, it is well known that the method typically performs poorly on non-diffusive equations. This paper analyzes linear…

数值分析 · 数学 2021-08-03 Tommaso Buvoli , Michael L. Minion

Parabolic optimal control problems arise in numerous scientific and engineering applications. They typically lead to large-scale coupled forward-backward systems that cannot be treated with classical time-stepping schemes and are…

数值分析 · 数学 2026-03-10 Liu-Di Lu , Tommaso Vanzan

Rayleigh-B\'enard convection (RBC) is a fundamental problem of fluid dynamics, with many applications to geophysical, astrophysical, and industrial flows. Understanding RBC at parameter regimes of interest requires complex physical or…

计算物理 · 物理学 2021-01-29 Andrew Clarke , Chris Davies , Daniel Ruprecht , Steven Tobias , Jeffrey S. Oishi

We study an inverse problem associated with an eddy current model. We first address the ill-posedness of the inverse problem by proving the compactness of the forward map with respect to the conductivity and the non-uniqueness of the…

偏微分方程分析 · 数学 2019-08-26 Junqing Chen , Ying Liang , Jun Zou

Discrete variational methods have shown an excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative method for discrete variational methods appropriate for boundary value…

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…

数值分析 · 数学 2010-11-23 Qingshan Chen , Zhen Qin , Roger Temam

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

数值分析 · 数学 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

Drift-diffusion plasma fluid models are commonly used to simulate electric discharges. Such models can computationally be very efficient if they are combined with explicit time integration. This paper deals with two issues that often arise…

计算物理 · 物理学 2020-02-19 Jannis Teunissen

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

数值分析 · 数学 2014-02-24 Terry Haut , Beth Wingate

The Parareal algorithm was invented in 2001 in order to parallelize the solution of evolution problems in the time direction. It is based on parallel fine time propagators called F and sequential coarse time propagators called G, which…

数值分析 · 数学 2024-09-05 Martin J. Gander , Mario Ohlberger , Stephan Rave

This paper investigates an induction heating problem in a multi-component system containing a moving non-magnetic conductor. The electromagnetic process is described by the eddy current model, and the heat transfer process is governed by…

数值分析 · 数学 2024-10-10 Van Chien Le , Marián Slodička , Karel Van Bockstal

For time-dependent partial differential equations, parallel-in-time integration using the "parallel full approximation scheme in space and time" (PFASST) is a promising way to accelerate existing space-parallel approaches beyond their…

数值分析 · 数学 2018-06-07 Matthias Bolten , Dieter Moser , Robert Speck

In this paper, we are concerned with the micro-macro Parareal algorithm for the simulation of initial-value problems. In this algorithm, a coarse (fast) solver is applied sequentially over the time domain, and a fine (time-consuming) solver…

数值分析 · 数学 2025-10-29 Ignace Bossuyt , Stefan Vandewalle , Giovanni Samaey