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Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

数值分析 · 数学 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

The present work provides a comprehensive study of symmetric-conjugate operator splitting methods in the context of linear parabolic problems and demonstrates their additional benefits compared to symmetric splitting methods. Relevant…

数值分析 · 数学 2024-01-10 Sergio Blanes , Fernando Casas , Cesáreo González , Mechthild Thalhammer

We introduce a simple and stable computational method for ill-posed partial differential equation (PDE) problems. The method is based on Schr\"odingerization, introduced in [S. Jin, N. Liu and Y. Yu, arXiv:2212.13969][S. Jin, N. Liu and Y.…

数值分析 · 数学 2024-11-11 Shi Jin , Nana Liu , Chuwen Ma

This paper presents a real-time optimization method for nonlinear model predictive control (NMPC) of systems governed by partial differential equations (PDEs). The NMPC problem to be solved is formulated by discretizing the PDE system in…

最优化与控制 · 数学 2020-04-07 Haoyang Deng , Toshiyuki Ohtsuka

The Scheduled Relaxation Jacobi (SRJ) method is an extension of the classical Jacobi iterative method to solve linear systems of equations ($Au=b$) associated with elliptic problems. It inherits its robustness and accelerates its…

数值分析 · 数学 2017-01-04 J. E. Adsuara , I. Cordero-Carrión , P. Cerdá-Durán , V. Mewes , M. A. Aloy

This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a…

数值分析 · 数学 2016-06-14 Haider Zia

The goal of this work is to construct and study hybrid and multiplicative two-level overlapping Schwarz algorithms with standard coarse spaces for the almost incompressible linear elasticity and Stokes systems, discretized by mixed finite…

数值分析 · 数学 2016-11-03 Mingchao Cai , Luca F. Pavarino

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

In this article, we propose and study a stochastic and relaxed preconditioned Douglas--Rachford splitting method to solve saddle-point problems that have separable dual variables. We prove the almost sure convergence of the iteration…

最优化与控制 · 数学 2024-10-01 Yakun Dong , Kristian Bredies , Hongpeng Sun

The Schr\"odinger equation defines the dynamics of quantum particles which has been an area of unabated interest in physics. We demonstrate how simple transformations of the Schr\"odinger equation leads to a coupled linear system, whereby…

数值分析 · 计算机科学 2015-03-17 Hisham bin Zubair , Bram Reps , Wim Vanroose

We develop a robust matrix-free, communication avoiding parallel, high-degree polynomial preconditioner for the Conjugate Gradient method for large and sparse symmetric positive definite linear systems. We discuss the selection of a scaling…

数值分析 · 数学 2022-08-03 L. Bergamaschi , M. Ferronato , G. Isotton , C. Janna , A. Martinez

We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…

数值分析 · 数学 2026-03-27 Andrii Dmytryshyn , Massimiliano Fasi , Nicholas J. Higham , Xiaobo Liu

A framework is presented to design multirate time stepping algorithms for two dissipative models with coupling across a physical interface. The coupling takes the form of boundary conditions imposed on the interface, relating the solution…

数值分析 · 数学 2021-12-14 Jeffrey M. Connors , K. Chad Sockwell

Efficient and suitably preconditioned iterative solvers for elliptic partial differential equations (PDEs) of the convection-diffusion type are used in all fields of science and engineering. To achieve optimal performance, solvers have to…

数值分析 · 数学 2019-07-24 Peter Bastian , Eike Hermann Müller , Steffen Müthing , Marian Piatkowski

The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…

数值分析 · 数学 2023-03-22 Yalchin Efendiev , Wing Tat Leung , Wenyuan Li , Zecheng Zhang

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

Three new iteration methods, namely the squared-operator method, the modified squared-operator method, and the power-conserving squared-operator method, for solitary waves in general scalar and vector nonlinear wave equations are proposed.…

斑图形成与孤子 · 物理学 2007-05-23 Jianke Yang , Taras Lakoba

The Cahn-Hilliard-Navier-Stokes (CHNS) equations represent the fundamental building blocks of hydrodynamic phase-field models for multiphase fluid flow dynamics. Due to the coupling between the Navier-Stokes equation and the Cahn-Hilliard…

数值分析 · 数学 2021-07-28 Jia Zhao

We consider the coupled system of equations that describe flow in fractured porous media. To describe such types of problems, multicontinuum and multiscale approaches are used. Because in multicontinuum models, the permeability of each…

数值分析 · 数学 2023-05-31 Maria Vasilyeva

In silico models of cardiac electromechanics couple together mathematical models describing different physics. One instance is represented by the model describing the generation of active force, coupled with the one of tissue mechanics. For…

数值分析 · 数学 2020-08-03 Francesco Regazzoni , Alfio Quarteroni