14 citations · 16 across the 6 of their papers we have counts for
6 papers · 1 filter
EPIRK-W and EPIRK-K time discretization methods
Mahesh Narayanamurthi, Paul Tranquilli, Adrian Sandu +1
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…
LIRK-W: Linearly-implicit Runge-Kutta methods with approximate matrix factorization
Paul Tranquilli, Adrian Sandu, Hong Zhang
This paper develops a new class of linearly implicit time integration schemes called Linearly-Implicit Runge-Kutta-W (LIRK-W) methods. These schemes are based on an implicit-explic…
A Hybrid Monte-Carlo Sampling Smoother for Four Dimensional Data Assimilation
Ahmed Attia, Vishwas Rao, Adrian Sandu
This paper constructs an ensemble-based sampling smoother for four-dimensional data assimilation using a Hybrid/Hamiltonian Monte-Carlo approach. The smoother samples efficiently f…
Application of approximate matrix factorization to high order linearly implicit Runge-Kutta methods
Hong Zhang, Adrian Sandu, Paul Tranquilli
Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reacti…
A Derivative-Free Trust Region Framework for Variational Data Assimilation
Elias D. Nino, Adrian Sandu
This study develops a hybrid ensemble-variational approach for solving data assimilation problems. The method, called TR-4D-EnKF, is based on a trust region framework and consists…
Exponential-Krylov methods for ordinary differential equations
Paul Tranquilli, Adrian Sandu
This paper develops a new class of exponential-type integrators where all the matrix exponentiations are performed in a single Krylov space of low dimension. The new family, called…