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Preconditioning is at the heart of iterative solutions of large, sparse linear systems of equations in scientific disciplines. Several algebraic approaches, which access no information beyond the matrix itself, are widely studied and used,…

Numerical Analysis · Mathematics 2025-01-28 Jie Chen

Stochastic Galerkin finite element discretizations of partial differential equations with coefficients characterized by arbitrary distributions lead, in general, to fully block dense linear systems. We propose two novel strategies for…

Numerical Analysis · Mathematics 2014-07-31 Bedřich Sousedík , Roger G. Ghanem

In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…

Machine Learning · Computer Science 2018-02-12 Di Wang , Jinhui Xu

A new polynomial preconditioner for symmetric complex linear systems based on Hermitian and skew-Hermitian splitting (HSS) for complex symmetric linear systems is herein presented. It applies to Conjugate Orthogonal Conjugate Gradient…

Numerical Analysis · Mathematics 2016-04-18 Enrico Bertolazzi , Marco Frego

Dissipative particle dynamics (DPD) is now a well-established method for simulating soft matter systems. However, its applicability was recently questioned because some investigations showed an upper coarse-graining limit that would prevent…

Soft Condensed Matter · Physics 2011-11-09 Rudolf M. Füchslin , Harold Fellermann , Anders Eriksson , Hans-Joachim Ziock

The recent development of spectral method has been praised for its high-order convergence in simulating complex physical problems. The combination of embedded boundary method and spectral method becomes a mainstream way to tackle…

Numerical Analysis · Mathematics 2018-03-08 Po-Yi Wu , Cheng-Hong Robert Kao , Tony Wen-Hann Sheu

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

A novel domain-decomposition least-squares Petrov-Galerkin (DD-LSPG) model-reduction method applicable to parameterized systems of nonlinear algebraic equations (e.g., arising from discretizing a parameterized partial-differential-equations…

Numerical Analysis · Mathematics 2021-07-07 Chi Hoang , Youngsoo Choi , Kevin Carlberg

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

In this paper we are concerned with fast algorithms for the systems arising from the plane wave discretizations for two-dimensional Helmholtz equations with large wave numbers. We consider the plane wave weighted least squares (PWLS) method…

Numerical Analysis · Mathematics 2016-07-19 Qiya Hu , Xuan Li

Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…

Mathematical Software · Computer Science 2012-11-06 Andreas Klöckner , Timothy Warburton , Jan S. Hesthaven

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

We present a two-level preconditioner for solving linear systems arising from the discretization of the elliptic, linear-elastic deformation equation, in displacement unknowns, over domains that have arbitrary geometric and topological…

Numerical Analysis · Mathematics 2025-09-25 Sabit Mahmood Khan , Yashar Mehmani

We introduce and analyze two-level and multi-level preconditioners for a family of Interior Penalty (IP) discontinuous Galerkin (DG) discretizations of second order elliptic problems with large jumps in the diffusion coefficient. Our…

Numerical Analysis · Mathematics 2015-03-17 Blanca Ayuso De Dios , Michael Holst , Yunrong Zhu , Ludmil Zikatanov

Most finite element methods for solving time-harmonic wave-propagation problems lead to a linear system with a non-normal coefficient matrix. The non-normality is due to boundary conditions and losses. One way to solve these systems is to…

Numerical Analysis · Mathematics 2015-06-01 Antti Hannukainen

In recent years, there has been an increasing interest in using deep learning and neural networks to tackle scientific problems, particularly in solving partial differential equations (PDEs). However, many neural network-based methods, such…

Machine Learning · Computer Science 2025-02-14 Adrian Celaya , Yimo Wang , David Fuentes , Beatrice Riviere

Effective training of deep neural networks suffers from two main issues. The first is that the parameter spaces of these models exhibit pathological curvature. Recent methods address this problem by using adaptive preconditioning for…

Machine Learning · Statistics 2015-12-25 Chunyuan Li , Changyou Chen , David Carlson , Lawrence Carin

Methods for solving hyperbolic systems typically depend on unknown ordering (e.g., Gauss-Seidel, or sweep/wavefront/marching methods) to achieve good convergence. For many discretisations, mesh types or decompositions these methods do not…

Numerical Analysis · Mathematics 2025-11-19 S. Dargaville , R. P. Smedley-Stevenson , P. N. Smith , C. C. Pain

We propose a multiscale spectral generalized finite element method (MS-GFEM) for discontinuous Galerkin (DG) discretizations. The method builds local approximations on overlapping subdomains as the sum of a local source solution and a…

Numerical Analysis · Mathematics 2026-01-15 Christian Alber , Lukas Holbach

For two-scale homogenization of a general class of asymptotically degenerating %uniformly strongly elliptic symmetric PDE systems with a critically scaled high contrast in periodic coefficients of a small period $\varepsilon$, we derive a…

Analysis of PDEs · Mathematics 2017-11-27 I. V. Kamotski , V. P. Smyshlyaev
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