Related papers: Predictor-Corrector Preconditioners for Newton-Kry…
An iterative Finite Element method predicated on a linearisation of the weak form around a reference configuration is derived for general, three-dimensional, free-surface flows, including systems with moving contact lines. The method is a…
The discretization of constrained nonlinear optimization problems arising in the field of topology optimization yields algebraic systems which are challenging to solve in practice, due to pathological ill-conditioning, strong nonlinearity…
The solution of linear inverse problems when the unknown parameters outnumber data requires addressing the problem of a nontrivial null space. After restating the problem within the Bayesian framework, a priori information about the unknown…
We present a Newton-Krylov solver for a viscous-plastic sea-ice model. This constitutive relation is commonly used in climate models to describe the material properties of sea ice. Due to the strong nonlinearity introduced by the material…
This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit…
We apply novel inner-iteration preconditioned Krylov subspace methods to the interior-point algorithm for linear programming (LP). Inner-iteration preconditioners recently proposed by Morikuni and Hayami enable us to overcome the severe…
Iterative solvers for large-scale linear systems such as Krylov subspace methods can diverge when the linear system is ill-conditioned, thus significantly reducing the applicability of these iterative methods in practice for…
We present a new method for nonlinear prediction of discrete random sequences under minimal structural assumptions. We give a mathematical construction for optimal predictors of such processes, in the form of hidden Markov models. We then…
We present a preconditioner for saddle point problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under a mild condition. Some properties of the preconditioner as well as the eigenvalues…
Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…
The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface…
We present a new method for nonlinear prediction of discrete random sequences under minimal structural assumptions. We give a mathematical construction for optimal predictors of such processes, in the form of hidden Markov models. We then…
This paper proposes a novel preconditioned implicit-explicit algorithm enhanced with the extrapolation technique for non-convex optimization problems. The algorithm employs a third-order Adams-Bashforth scheme for the nonlinear and explicit…
We introduce a domain decomposition-based nonlinear preconditioned iteration for solving nonlinear, nonsmooth elliptic optimal control problems, with a nonlinear reaction term, $L^1$ regularization and box constraints on the control…
Data assimilation algorithms combine information from observations and prior model information to obtain the most likely state of a dynamical system. The linearised weak-constraint four-dimensional variational assimilation problem can be…
We deal with interval parametric systems of linear equations and the goal is to solve such systems, which basically comes down to finding an enclosure for a parametric solution set. Obviously we want this enclosure to be as tight as…
We present Newton-Krylov methods for efficient numerical solution of optimal control problems arising in model predictive control, where the optimal control is discontinuous. As in our earlier work, preconditioned GMRES practically results…
In this paper, we propose an inexact Newton-like conditional gradient method for solving constrained systems of nonlinear equations. The local convergence of the new method as well as results on its rate are established by using a general…
The coupled Darcy-Stokes problem is widely used for modeling fluid transport in physical systems consisting of a porous part and a free part. In this work we consider preconditioners for monolitic solution algorithms of the coupled…
The solution of matrices with $2\times 2$ block structure arises in numerous areas of computational mathematics, such as PDE discretizations based on mixed-finite element methods, constrained optimization problems, or the implicit or steady…