forecasting

This work proposes a data-driven method for enabling the efficient, stable time-parallel numerical solution of systems of ordinary differential equations (ODEs). The method assumes that low-dimensional bases that accurately capture the time evolution …

Implicit numerical integration of nonlinear ODEs requires solving a system of nonlinear algebraic equations at each time step. Each of these systems is often solved by a Newton-like method, which incurs a sequence of linear-system solves. Most …