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We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the…

Numerical Analysis · Mathematics 2014-04-10 Kenneth L. Ho , Leslie Greengard

Discretization of flow in fractured porous media commonly lead to large systems of linear equations that require dedicated solvers. In this work, we develop an efficient linear solver and its practical implementation for mixed-dimensional…

Numerical Analysis · Mathematics 2023-02-08 Xiaozhe Hu , Eirik Keilegavlen , Jan M. Nordbotten

In this work, we address the efficient computation of parameterized systems of linear equations, with possible nonlinear parameter dependence. When the matrix is highly sensitive to the parameters, mean-based preconditioning might not be…

Numerical Analysis · Mathematics 2026-05-29 Wouter Gerrit van Harten , Laura Scarabosio

The paper suggests a preconditioning type method for fast solving of elliptic equations with oscillating quasiperiodic coefficients $A_\epsilon$ specified by the small parameter $\epsilon>0$. We use an iteration method generated by an…

Numerical Analysis · Mathematics 2015-10-02 Boris N. Khoromskij , Sergey I. Repin

We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close…

Numerical Analysis · Mathematics 2020-09-16 Murat Manguoglu , Volker Mehrmann

The multi-component nonlinear Schrodinger equation related to C.I=Sp(2p)/U(p) and D.III=SO(2p)/U(p)-type symmetric spaces with non-vanishing boundary conditions is solvable with the inverse scattering method (ISM). As Lax operator L we use…

Exactly Solvable and Integrable Systems · Physics 2008-03-25 Victor Atanasov , Vladimir Gerdjikov

We consider a mixed dimensional elliptic partial differential equation posed in a bulk domain with a large number of embedded interfaces. In particular, we study well-posedness of the problem and regularity of the solution. We also propose…

Numerical Analysis · Mathematics 2023-01-02 Fredrik Hellman , Axel Målqvist , Malin Mosquera

SYM-ILDL is a numerical software package that computes incomplete $LDL^{T}$ (or `ILDL') factorizations of symmetric indefinite and real skew-symmetric matrices. The core of the algorithm is a Crout variant of incomplete LU (ILU), originally…

Mathematical Software · Computer Science 2016-11-03 Chen Greif , Shiwen He , Paul Liu

Numerical resolution of exterior Helmholtz problems requires some approach to domain truncation. As an alternative to approximate nonreflecting boundary conditions and invocation of the Dirichlet-to-Neumann map, we introduce a new, nonlocal…

Numerical Analysis · Mathematics 2021-03-04 Robert C. Kirby , Andreas Klöckner , Ben Sepanski

This work is concerned with the numerical solution of large-scale symmetric positive definite matrix equations of the form $A_1XB_1^\top + A_2XB_2^\top + \dots + A_\ell X B_\ell^\top = F$, as they arise from discretized partial differential…

Numerical Analysis · Mathematics 2024-12-04 Ivan Bioli , Daniel Kressner , Leonardo Robol

We develop a family of compact high-order semi-Lagrangian label-setting methods for solving the eikonal equation. These solvers march the total 1-jet of the eikonal, and use Hermite interpolation to approximate the eikonal and parametrize…

Numerical Analysis · Mathematics 2021-08-25 Samuel F. Potter , Maria K. Cameron

In this work, we present scalable balancing domain decomposition by constraints methods for linear systems arising from arbitrary order edge finite element discretizations of multi-material and heterogeneous 3D problems. In order to enforce…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Santiago Badia , Alberto F. Martín , Marc Olm

In this work, we consider compressible single-phase flow problems in a porous media containing a fracture. In the latter, a non-linear pressure-velocity relation is prescribed. Using a non-overlapping domain decomposition procedure, we…

We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…

Numerical Analysis · Mathematics 2026-03-27 Andrii Dmytryshyn , Massimiliano Fasi , Nicholas J. Higham , Xiaobo Liu

The Half-Space Matching (HSM) method has recently been developed as a new method for the solution of 2D scattering problems with complex backgrounds, providing an alternative to Perfectly Matched Layers (PML) or other artificial boundary…

We introduce a new algorithm and software for solving linear equations in symmetric diagonally dominant matrices with non-positive off-diagonal entries (SDDM matrices), including Laplacian matrices. We use pre-conditioned conjugate gradient…

Numerical Analysis · Mathematics 2023-06-16 Yuan Gao , Rasmus Kyng , Daniel A. Spielman

A two-step preconditioned iterative method based on the Hermitian/Skew-Hermitian splitting is applied to the solution of nonsymmetric linear systems arising from the Finite Element approximation of convection-diffusion equations. The…

Numerical Analysis · Mathematics 2008-07-23 Alessandro Russo , Cristina Tablino Possio

In this work we design a new domain decomposition method for the Euler equations in 2 dimensions. The basis is the equivalence via the Smith factorization with a third order scalar equation to whom we can apply an algorithm inspired from…

Numerical Analysis · Mathematics 2009-09-04 Victorita Dolean , Frédéric Nataf

This paper proposes a squared smoothing Newton method via the Huber smoothing function for solving semidefinite programming problems (SDPs). We first study the fundamental properties of the matrix-valued mapping defined upon the Huber…

Optimization and Control · Mathematics 2024-10-10 Ling Liang , Defeng Sun , Kim-Chuan Toh

In this note, we consider preconditioned Krylov subspace methods for discrete fluid-structure interaction problems with a nonlinear hyperelastic material model and covering a large range of flows, e.g, water, blood, and air with highly…

Numerical Analysis · Mathematics 2016-03-15 U. Langer , H. Yang