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In this paper, we develop a high order finite difference boundary treatment method for the implicit-explicit (IMEX) Runge-Kutta (RK) schemes solving hyperbolic systems with possibly stiff source terms on a Cartesian mesh. The main challenge…

数值分析 · 数学 2020-10-28 Weifeng Zhao , Juntao Huang

In this paper, two new families of fourth-order explicit exponential Runge--Kutta (ERK) methods with four stages are studied for solving first-order differential systems $y'(t)+My(t)=f(y(t))$. By comparing the Taylor series of the exact…

数值分析 · 数学 2024-06-19 Xianfa Hu , Yonglei Fang , Bin Wang

In the noisy intermediate-scale quantum (NISQ) era, flexible quantum operations are essential for advancing large-scale quantum computing, as they enable shorter circuits that mitigate decoherence and reduce gate errors. However, the…

In this paper, we propose a class of high-order and energy-stable implicit-explicit relaxation Runge-Kutta (IMEX RRK) schemes for solving the phase-field gradient flow models. By incorporating the scalar auxiliary variable (SAV) method, the…

数值分析 · 数学 2025-03-26 Yuxiu Cheng , Kun Wang , Kai Yang

Although some preconditioners are available for solving dense linear systems, there are still many matrices for which preconditioners are lacking, in particular in cases where the size of the matrix $N$ becomes very large. There remains…

数值分析 · 数学 2016-02-05 Pieter Coulier , Hadi Pouransari , Eric Darve

We study Runge-Kutta methods for rough differential equations which can be used to calculate solutions to stochastic differential equations driven by processes that are rougher than a Brownian motion. We use a Taylor series representation…

数值分析 · 数学 2020-03-31 Martin Redmann , Sebastian Riedel

The phase separation processes are typically modeled by Cahn-Hilliard equations. This equation was originally introduced to model phase separation in binary alloys, where phase stands for concentration of different components in alloy. When…

数值分析 · 计算机科学 2016-01-14 Pawan Kumar

This paper presents an efficient parallel Cholesky factorization and triangular solve algorithm for the Karush-Kuhn-Tucker (KKT) systems arising in multistage optimization problems, with a focus on model predictive control and trajectory…

最优化与控制 · 数学 2025-11-04 Fenglong Song , Roland Schwan , Yuwen Chen , Colin N. Jones

This paper considers the numerical integration of semilinear evolution PDEs using the high order linearly implicit methods developped in a previous paper in the ODE setting. These methods use a collocation Runge--Kutta method as a basis,…

数值分析 · 数学 2023-10-24 Guillaume Dujardin , Ingrid Lacroix-Violet

In recent years, there has been a renewed interest in preconditioning for multilevel Toeplitz systems, a research field that has been extensively explored over the past several decades. This work introduces novel preconditioning strategies…

We present a scalable block preconditioning strategy for the trace system coming from the high-order hybridized discontinuous Galerkin (HDG) discretization of incompressible resistive magnetohydrodynamics (MHD). We construct the block…

In this article we develop a numerical scheme to deal with interfaces between touching numerical grids when solving the second-order wave equation. We show that it is possible to implement an interface scheme of "penalty" type for the…

计算物理 · 物理学 2014-06-13 F. Parisi , M. Cécere , M. Iriondo , O. Reula

Discrete cosine transform (DCT) and other Fourier-related transforms have broad applications in scientific computing. However, off-the-shelf high-performance multi-dimensional DCT (MD DCT) libraries are not readily available in parallel…

分布式、并行与集群计算 · 计算机科学 2021-10-05 Zixuan Jiang , Jiaqi Gu , David Z. Pan

We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…

数值分析 · 数学 2016-04-04 Max Duarte , Matthew Emmett

We present the formulation and optimization of a Runge-Kutta-type time-stepping scheme for solving the shallow water equations, aimed at substantially increasing the effective allowable time-step over that of comparable methods. This…

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…

统计力学 · 物理学 2015-05-28 Elmar Bittner , Wolfhard Janke

Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…

量子物理 · 物理学 2025-10-16 Matteo Vandelli , Francesco Ferrari , Daniele Dragoni

An important ingredient in numerical modelling of high temperature magnetised astrophysical plasmas is the anisotropic transport of heat along magnetic field lines from higher to lower temperatures.Magnetohydrodynamics (MHD) typically…

天体物理仪器与方法 · 物理学 2017-10-11 Bhargav Vaidya , Deovrat Prasad , Andrea Mignone , Prateek Sharma , Luca Rickler

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

We study a class of general purpose linear multisymplectic integrators for Hamiltonian wave equations based on a diamond-shaped mesh. On each diamond, the PDE is discretized by a symplectic Runge--Kutta method. The scheme advances in time…

数值分析 · 数学 2018-03-19 Stephen R Marsland , Robert I McLachlan , Matthew C Wilkins
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