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This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic differential equations (SDEs), with the goal of improving…

分布式、并行与集群计算 · 计算机科学 2025-12-16 Hassan Razavi , Ángel F. García-Fernández , Simo Särkkä

The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small…

This work develops an all-at-once space-time preconditioning approach for resistive magnetohydrodynamics (MHD). We consider parallel-in-time due to the long time domains required to capture the physics of interest, as well as the complexity…

数值分析 · 数学 2025-08-19 Federico Danieli , Ben S. Southworth , Jacob B. Schroder

In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…

数值分析 · 数学 2017-09-20 Santiago Badia , Marc Olm

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

数值分析 · 数学 2025-03-03 Herbert Egger , Andreas Schafelner

In this article, we derive fast and robust parallel-in-time preconditioned iterative methods for the all-at-once linear systems arising upon discretization of time-dependent PDEs. The discretization we employ is based on a Runge--Kutta…

数值分析 · 数学 2023-04-25 Santolo Leveque , Luca Bergamaschi , Ángeles Martínez , John W. Pearson

In this paper, we consider a coupled system of mixed hyperbolic-parabolic type which describes the Biot consolidation model in poro-elasticity. We establish a local Carleman estimate for Biot consilidation system. Using this estimate, we…

偏微分方程分析 · 数学 2016-12-21 Mourad Bellassoued , Bochra Riahi

This paper introduces an efficient and generic framework for finite-element simulations under an implicit time integration scheme. Being compatible with generic constitutive models, a fast matrix assembly method exploits the fact that…

分布式、并行与集群计算 · 计算机科学 2023-06-12 Ziqiu Zeng , Hadrien Courtecuisse

We present a parallel time-stepping method for fluid-structure interactions. The interaction between the incompressible Navier-Stokes equations and a hyperelastic solid is formulated in a fully monolithic framework. Discretization in space…

数值分析 · 数学 2022-01-19 Nils Margenberg , Thomas Richter

We develop a robust and efficient iterative method for hyper-elastodynamics based on a novel continuum formulation recently developed. The numerical scheme is constructed based on the variational multiscale formulation and the…

数值分析 · 数学 2019-02-20 Ju Liu , Alison L. Marsden

Numerical simulation of fracture contact poromechanics is essential for various applications, including CO2 sequestration, geothermal energy production and underground gas storage. Modeling this problem accurately presents significant…

数值分析 · 数学 2025-01-14 Yury Zabegaev , Inga Berre , Eirik Keilegavlen , Kundan Kumar

The high cost of sequential time integration is one major constraint that limits the speedup of a time-parallel algorithm like the Parareal algorithm due to the difficulty of coarsening time steps in a stiff numerical problem. To address…

计算物理 · 物理学 2025-03-06 Weifan Liu

Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main…

数值分析 · 数学 2023-09-26 Martin J. Gander , Davide Palitta

The finite cell method is a highly flexible discretization technique for numerical analysis on domains with complex geometries. By using a non-boundary conforming computational domain that can be easily meshed, automatized computations on a…

We present an adaptive methodology for the solution of (linear and) non-linear time dependent problems that is especially tailored for massively parallel computations. The basic concept is to solve for large blocks of space-time unknowns…

计算物理 · 物理学 2016-08-30 Robert Dyja , Baskar Ganapathysubramanian , Kristoffer G. van der Zee

This paper is devoted to the problem of time parallelization of assimilation methods applying on unbounded time domain. In this way, we present a general procedure to couple the Luenberger observer with time parallelization algorithm. Our…

最优化与控制 · 数学 2022-12-06 Sebastián Riffo , Félix Kwok , Julien Salomon

In this work, we propose a novel diagonalization-based preconditioner for the all-at-once linear system arising from the optimal control problem of parabolic equations. The proposed preconditioner is constructed based on an…

数值分析 · 数学 2025-07-01 Sean Y. Hon , Po Yin Fung , Xue-lei Lin

The parallel full approximation scheme in space and time (PFASST) is a parallel-in-time integrator that allows to integrate multiple time-steps simultaneously. It has been shown to extend scaling limits of spatial parallelization strategies…

数值分析 · 数学 2021-03-18 Oliver Sander , Ruth Schöbel , Robert Speck

In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

最优化与控制 · 数学 2011-10-19 Yvon Maday , Julien Salomon , Kamel Riahi

This paper proposes an efficient parallelised computation of field/circuit coupled systems co-simulated with the Waveform Relaxation (WR) technique. The main idea of the introduced approach lies in application of the parallel-in-time method…

计算物理 · 物理学 2020-03-17 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Sebastian Schöps