Classically Unstable Approximations for Linear Evolution Equations and Applications.

Temporal discretization methods for evolutionary differential equations that factorize the resolvent into a product of easily computable operators have great numerical appeal. For instance, the alternating direction implicit (ADI) method of Peaceman-Rachford for 2-D parabolic problems greatly reduces the simulation time when compared with the Crank-Nicolson scheme. However, just like many other factorized approximation methods that exhibit numerical stability, the ADI method is known to satisfy only the Von Neumann stability condition, a necessary condition that is usually surmised as sufficient in practical cases as pointed out by Lax and Richtmyer. Intensive efforts have been directed to understand the Von Neumann condition, e.g. by John, Lax and Richtmyer, Lax, Lax and Wendroof, and Strang. Their way of investigation is to find conditions under which the Von Neumann condition becomes sufficient for stability. Recently, we found a factorized (FAC) temporal approximation method and a well-posed problem for which the FAC method is unstable but satisfies the Von Neumann stability condition. However, the method still exhibits excellent numerical stability even for large time step sizes. Thus, to better understand the Von Neumann condition, we investigate the relation between stability and convergence in directions not covered by the Lax equivalence theorem which equates the stability with convergence for all initial values under some uniform consistency condition. To do that, we extend the Trotter-Kato theorem and the Chernoff product formula to possibly unstable spatial and temporal approximations and indicate how our results can be used for some unstable factorized approximation methods

Second order finite difference approximations for the two-dimensional time-space Caputo-Riesz fractional diffusion equation

In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify that the implicit finite difference scheme is unconditionally stable (the explicit scheme is conditionally stable with the stability condition $\frac{\tau^{\gamma}}{(\Delta x)^{\alpha}}+\frac{\tau^{\gamma}}{(\Delta y)^{\beta}} <C$) and 2nd order convergent in space direction, and $(2-\gamma)$-th order convergent in time direction, where $\gamma \in(0,1]$.Comment: 27 page

An Algorithmic Framework for Efficient Large-Scale Circuit Simulation Using Exponential Integrators

We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes it capable of simulating stiff nonlinear circuit system at a large scale. In this framework, the system's nonlinearity is treated with exponential Rosenbrock-Euler formulation. The matrix exponential and vector product is computed using invert Krylov subspace method. Our proposed method has several distinguished advantages over conventional formulations (e.g., the well-known backward Euler with Newton-Raphson method). The matrix factorization is performed only for the conductance/resistance matrix G, without being performed for the combinations of the capacitance/inductance matrix C and matrix G, which are used in traditional implicit formulations. Furthermore, due to the explicit nature of our formulation, we do not need to repeat LU decompositions when adjusting the length of time steps for error controls. Our algorithm is better suited to solving tightly coupled post-layout circuits in the pursuit for full-chip simulation. Our experimental results validate the advantages of our framework.Comment: 6 pages; ACM/IEEE DAC 201