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A parallel time integration method for nonlinear partial differential equations is proposed. It is based on a new implementation of the Paraexp method for linear partial differential equations (PDEs) employing a block Krylov subspace…

数值分析 · 数学 2015-09-16 G. L. Kooij , M. A. Botchev , B. J. Geurts

An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…

计算物理 · 物理学 2018-05-09 Shu-Jie Li , Li-Shi Luo , Z. J. Wang , Lili Ju

We propose and analyze a non-iterative domain decomposition integrator for the linear acoustic wave equation. The core idea is to combine an implicit Crank-Nicolson step on spatial subdomains with a local prediction step at the subdomain…

数值分析 · 数学 2026-04-10 Tim Buchholz , Marlis Hochbruck

In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…

数值分析 · 数学 2021-06-04 Shuonan Wu , Zhi Zhou

A general high-order fully explicit scheme based on projective integration methods is here presented to solve systems of degenerate parabolic equations in general dimensions. The method is based on a BGK approximation of the…

数值分析 · 数学 2025-03-10 Tommaso Tenna

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial…

数值分析 · 数学 2023-11-07 Tommaso Buvoli , Michael L. Minion

We consider the application of the WaveHoltz iteration to time-harmonic elastic wave equations with energy conserving boundary conditions. The original WaveHoltz iteration for acoustic Helmholtz problems is a fixed-point iteration that…

数值分析 · 数学 2022-09-28 Daniel Appelö , Fortino Garcia , Allen Alvarez Loya , Olof Runborg

We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…

经典分析与常微分方程 · 数学 2025-03-05 Manuel Gadella , Luis P. Lara

Seismic imaging is a major challenge in geophysics with broad applications. It involves solving wave propagation equations with absorbing boundary conditions (ABC) multiple times. This drives the need for accurate and efficient numerical…

数值分析 · 数学 2024-01-30 Fernando V. Ravelo , Martin Schreiber , Pedro S. Peixoto

We present a general, high-order, fully explicit relaxation scheme which can be applied to any system of nonlinear hyperbolic conservation laws in multiple dimensions. The scheme consists of two steps. In a first (relaxation) step, the…

数值分析 · 数学 2016-09-06 Pauline Lafitte , Ward Melis , Giovanni Samaey

An important challenge when coupling two different time dependent problems is to increase parallelization in time. We suggest a multirate Neumann-Neumann waveform relaxation algorithm to solve two heterogeneous coupled heat equations. In…

数值分析 · 数学 2018-05-14 Azahar Monge , Philipp Birken

The Cahn-Hilliard equation has been widely employed within various mathematical models in physics, chemistry and engineering. Explicit stabilized time stepping methods can be attractive for time integration of the Cahn-Hilliard equation,…

数值分析 · 数学 2025-02-21 Mike A. Botchev

We study the slightly compressible Darcy-Forchheimer equations modeling gas flow in porous media, particularly in applications related to combustion processes. The equations are discretized in time using the backward Euler method and in…

数值分析 · 数学 2026-04-16 Laura Portero , Andrés Arrarás , Francisco J. Gaspar , Florin A. Radu

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

数值分析 · 数学 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu

The choice of numerical integrator in approximating solutions to dynamic partial differential equations depends on the smallest time-scale of the problem at hand. Large-scale deformations in elastic solids contain both shear waves and bulk…

数值分析 · 数学 2025-02-21 Edward M. Terrell , Boyce E. Griffith

This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…

数值分析 · 数学 2024-12-02 R. Altmann , A. Moradi

In this paper we extend analysis of the WaveHoltz iteration -- a time-domain iterative method for the solution of the Helmholtz equation. We expand the previous analysis of energy conserving problems and prove convergence of the WaveHoltz…

数值分析 · 数学 2022-05-26 Fortino Garcia , Daniel Appelö , Olof Runborg

We propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…

数值分析 · 数学 2024-04-05 Hamad El Kahza , William Taitano , Jing-Mei Qiu , Luis Chacón

Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general…

数值分析 · 计算机科学 2017-01-26 Mahesh Narayanamurthi , Paul Tranquilli , Adrian Sandu , Mayya Tokman

Simulation of geothermal systems is challenging due to coupled physical processes in highly heterogeneous media. Combining the exponential Rosenbrock--Euler and Rosenbrock-type methods with control-volume (two-point flux approximation)…

数值分析 · 数学 2015-06-11 Antoine Tambue , Inga Berre , Jan M. Nordbotten
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