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Solving multiple parametrised related systems is an essential component of many numerical tasks, and learning from the already solved systems will make this process faster. In this work, we propose a novel probabilistic linear solver over…

Machine Learning · Statistics 2025-08-21 Disha Hegde , Jon Cockayne

Similarity reductions and new exact solutions are obtained for a nonlinear diffusion equation. These are obtained by using the classical symmetry group and reducing the partial differential equation to various ordinary differential…

Analysis of PDEs · Mathematics 2015-06-26 Maria Luz Gandarias , P. Venero , José Ramírez-Labrador

The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…

Numerical Analysis · Mathematics 2025-01-29 Iain Smears

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

Optimization and Control · Mathematics 2023-01-31 Nikita Doikov , Anton Rodomanov

Singular perturbation theory plays a central role in the approximate solution of nonlinear differential equations. However, applying these methods is a subtle art owing to the lack of globally applicable algorithms. Inspired by the fact…

Mathematical Physics · Physics 2025-09-16 Alexander J. Dear , L. Mahadevan

We present a new duality theory for non-convex variational problems, under possibly mixed Dirichlet and Neumann boundary conditions. The dual problem reads nicely as a linear programming problem, and our main result states that there is no…

Optimization and Control · Mathematics 2016-07-12 Guy Bouchitté , Ilaria Fragalà

A new domain decomposition preconditioner is introduced for efficiently solving linear systems Ax = b with a symmetric positive definite matrix A. The particularity of the new preconditioner is that it is not necessary to have access to the…

Numerical Analysis · Mathematics 2021-06-23 Nicole Spillane

Consider the classical problem of solving a general linear system of equations $Ax=b$. It is well known that the (successively over relaxed) Gauss-Seidel scheme and many of its variants may not converge when $A$ is neither diagonally…

Optimization and Control · Mathematics 2019-05-14 Meisam Razaviyayn , Mingyi Hong , Navid Reyhanian , Zhi-Quan Luo

We present and analyze a class of nonsymmetric preconditioners within a normal (weighted least-squares) matrix form for use in GMRES to solve nonsymmetric matrix problems that typically arise in finite element discretizations. An example of…

Numerical Analysis · Mathematics 2014-09-02 Blanca Ayuso de Dios , Andrew T. Barker , Panayot S. Vassilevski

We consider inverse problems for non-linear hyperbolic and elliptic equations and give an introduction to the method based on the multiple linearization, or on the construction of artificial sources, to solve these problems. The method is…

Analysis of PDEs · Mathematics 2025-03-18 Matti Lassas

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

Optimization and Control · Mathematics 2023-03-22 Julia Grübel , Richard Krug , Martin Schmidt , Winnifried Wollner

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine…

Numerical Analysis · Mathematics 2015-09-23 Yiming Bu , Bruno Carpentieri , Zhaoli Shen , Tingzhu Huang

In this thesis, the numerical solution of three different classes of problems have been studied. Specifically, new techniques have been proposed and their theoretical analysis has been performed, accompanied by a wide set of numerical…

Numerical Analysis · Mathematics 2022-05-03 Nikos Barakitis

The ParaDiag family of algorithms solves differential equations by using preconditioners that can be inverted in parallel through diagonalization. In the context of optimal control of linear parabolic PDEs, the state-of-the-art ParaDiag…

Numerical Analysis · Mathematics 2024-03-15 Arne Bouillon , Giovanni Samaey , Karl Meerbergen

The modern design of industrial structures leads to very complex simulations characterized by nonlinearities, high heterogeneities, tortuous geometries... Whatever the modelization may be, such an analysis leads to the solution to a family…

Numerical Analysis · Mathematics 2012-08-22 Pierre Gosselet , Christian Rey

We study a class of evolutionary partial differential systems with two components related to second order (in time) non-evolutionary equations of odd order in spatial variable. We develop the formal diagonalisation method in symbolic…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Vladimir S. Novikov , Jing Ping Wang

We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence…

Optimization and Control · Mathematics 2015-07-06 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

We present a simple way to discretize and precondition mixed variational formulations. Our theory connects with, and takes advantage of, the classical theory of symmetric saddle point problems and the theory of preconditioning symmetric…

Numerical Analysis · Mathematics 2018-05-18 Constantin Bacuta , Jacob Jacavage

Duality methods are used to generate explicit solutions to nonlinear Hodge systems, demonstrate the well-posedness of boundary value problems, and reveal, via the Hodge-B\"acklund transformation, underlying symmetries among superficially…

Analysis of PDEs · Mathematics 2015-06-05 Antonella Marini , Thomas H. Otway

Modelling real world systems frequently requires the solution of systems of nonlinear equations. A number of approaches have been suggested and developed for this computational problem. However, it is also possible to attempt solutions…

Computation · Statistics 2025-01-07 John C. Nash , Ravi Varadhan