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math.NA2026
Vectorized Parallel in Time methods for low-order discretizations with application to Porous Media problems
Christian Engwer, Alexander Schell, Nils-Arne Dreier
High order methods have shown great potential to overcome performance issues of simulations of partial differential equations (PDEs) on modern hardware, still many users stick to l…
math.NA2025
Scalable Signature Kernel Computations for Long Time Series via Local Neumann Series Expansions
Matthew Tamayo-Rios, Alexander Schell, Rima Alaifari
The signature kernel is a recent state-of-the-art tool for analyzing high-dimensional sequential data, valued for its theoretical guarantees and strong empirical performance. In th…