We apply a multigrid reduction-in-time (MGRIT) algorithm to hyperbolic partial differential equations in one spatial dimension. This study is motivated by the observation that sequential time-stepping is a computational bottleneck when attempting to implement highly concurrent algorithms, thus parallel-in-time methods are desirable. MGRIT adds parallelism by using a hierarchy of successively co...

Explicit numerical methods for the solution of a system of stiff differential equations suffer from a time step size that approaches zero in order to satisfy stability conditions. Implicit schemes allow a larger time-step, but require more computations. When the differential equations are dominated by a skew-symmetric component, the problem is not stiffness in the sense that the size of the eig...

This paper presents the effects of fixture dynamics on the control of a variable-reluctance spherical motor (VRSM). The cascaded VRSM dynamics has the appropriate structure for the so-called back-stepping controller design method. Implementation of the back-stepping controller, however, requires the computation of the exact motor dynamics at each sampling time. This computational burden has an ...

A method to estimate the flux-linkages and parameters of induction motors with skewed rotor bars is presented. The proposed method is based directly on a multi-slice time stepping finite element model, hence the effects of saturation, eddy-current, skewed rotor bars and high-order harmonic fields, can all be included readily in the solution. Special formulas for calculating rotor currents, roto...

1 OVERVIEW In our paper, we present asynchronous time integration to simulate uids using a non-iterative EOS-based SPH solver. In this document, we provide additional images for comparison to previous methods (Sec. 2) and a quantitative velocity study of the time stepping methods (Sec. 3). Results are presented for xed time stepping (FTS), globally adaptive time stepping (GTS) [Desbrun and Gasc...

This paper illustrates the use of the differentiation matrix technique for solving differential equations in finance. The technique provides a compact and unified formulation for a variety of discretisation and time-stepping algorithms for solving problems in one and two dimensions. Using differentiation matrix models, we compare time-stepping algorithms for option pricing computations and pres...

Abstract We introduce an explicit adaptive Milstein method for stochastic differential equations with no commutativity condition. The drift and diffusion are separately locally Lipschitz together satisfy a monotone This relies on class of path-bounded time-stepping strategies which work by reducing the stepsize as solutions approach boundary sphere, invoking backstop in event that timestep beco...