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We provide an iterative solution approach for the indefinite Helmholtz equation discretised using finite elements, based upon a Hermitian Skew-Hermitian Splitting (HSS) iteration applied to the shifted operator, and prove that the iteration…

Numerical Analysis · Mathematics 2026-03-20 Colin J Cotter , Kars Knook , Joshua Hope-Collins

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

Solving partial differential equations with the finite element method leads to large linear systems of equations that must be solved. When these systems have a natural block structure due to multiple field variables, using iterative solvers…

Mathematical Software · Computer Science 2025-09-08 Martin Řehoř , Jack S. Hale

We consider the numerical solution of large scale time-harmonic Maxwell equations. To this day, this problem remains difficult, in particular because the equations are neither Hermitian nor semi-definite. Our approach is to compare…

Numerical Analysis · Mathematics 2025-07-18 Elise Fressart , Sébastien Dubois , Loïc Gouarin , Marc Massot , Michel Nowak , Nicole Spillane

We present optimal preconditioners for a recently introduced hybridized discontinuous Galerkin finite element discretization of the Stokes equations. Typical of hybridized discontinuous Galerkin methods, the method has degrees-of-freedom…

Numerical Analysis · Mathematics 2023-07-06 Sander Rhebergen , Garth N. Wells

We propose a matrix-free finite element (FE) homogenization scheme that is considerably more efficient than generic FE implementations. The efficiency of our scheme follows from a preconditioned well-scaled reformulation allowing for the…

Numerical Analysis · Mathematics 2022-03-08 Martin Ladecký , Richard J. Leute , Ali Falsafi , Ivana Pultarová , Lars Pastewka , Till Junge , Jan Zeman

Spectral element methods (SEM), which are extensions of finite element methods (FEM), are important emerging techniques for solving partial differential equations in physics and engineering. SEM can potentially deliver better accuracy due…

Numerical Analysis · Mathematics 2023-04-28 Jacob Jones , Rebecca Conley , Xiangmin Jiao

In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…

Numerical Analysis · Mathematics 2013-02-25 Max Jensen , Iain Smears

This paper provides a comprehensive study of the nonmonotone forward-backward splitting (FBS) method for solving a class of nonsmooth composite problems in Hilbert spaces. The objective function is the sum of a Fr\'echet differentiable (not…

Optimization and Control · Mathematics 2023-03-06 Behzad Azmi , Marco Bernreuther

This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…

Numerical Analysis · Mathematics 2016-07-26 Yu Fu , Weidong Zhao , Tao Zhou

We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…

Numerical Analysis · Mathematics 2017-07-05 Ramona Baumann , Thomas P. Wihler

We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…

Numerical Analysis · Mathematics 2010-05-31 Gabriel J. Lord , Antoine Tambue

We consider a nonlinear mixed-dimensional model for simulating gas transport in shale formation. The mathematical model consists of a coupled system of nonlinear equations, where flow within fractures is represented using a…

Numerical Analysis · Mathematics 2025-08-19 Maria Vasilyeva , Ben S. Southworth , Shubin Fu

The goal of this paper is to develop and analyze some fully discrete finite element methods for a displacement-pressure model modeling swelling dynamics of polymer gels under mechanical constraints. In the model, the swelling dynamics is…

Numerical Analysis · Mathematics 2009-03-25 Xiaobing Feng , Yinnian He

We establish stable finite element (FE) approximations of convection-diffusion initial boundary value problems using the automatic variationally stable finite element (AVS-FE) method. The transient convection-diffusion problem leads to…

Numerical Analysis · Mathematics 2024-01-08 Eirik Valseth , Pouria Behnoudfar , Clint Dawson , Albert Romkes

We consider the setting of distributed empirical risk minimization where multiple machines compute the gradients in parallel and a centralized server updates the model parameters. In order to reduce the number of communications required to…

Optimization and Control · Mathematics 2020-02-26 Hadrien Hendrikx , Lin Xiao , Sebastien Bubeck , Francis Bach , Laurent Massoulie

We consider sampling from a Gibbs distribution by evolving finitely many particles. We propose a preconditioned version of a recently proposed noise-free sampling method, governed by approximating the score function with the numerically…

Machine Learning · Statistics 2026-05-18 Hong Ye Tan , Stanley Osher , Wuchen Li

This is the third part in a series on a mass conserving, high order, mixed finite element method for Stokes flow. In this part, we study a block-diagonal preconditioner for the indefinite Schur complement system arising from the…

Numerical Analysis · Mathematics 2021-09-30 Mark Ainsworth , Charles Parker

A Crank-Nicolson finite volume approximation for three-dimensional conservative space-fractional diffusion equation results in large and dense three-level Toeplitz discrete linear systems. Preconditioned Krylov subspace methods with sine…

Numerical Analysis · Mathematics 2026-03-19 Wei Qu , Siu-Long Lei , Sean Y. Hon , Yuan-Yuan Huang

This paper uses the HCT finite element method and mesh adaptation technology to solve the nonlinear plate bending problem and conducts error analysis on the iterative method, including a priori and a posteriori error estimates. Our…

Numerical Analysis · Mathematics 2025-03-17 Akakpo A. Wilfried , Houédanou K. Wilfrid
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