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Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which…

Mathematical Software · Computer Science 2015-02-27 Pieter Ghysels , Xiaoye S. Li , Francois-Henry Rouet , Samuel Williams , Artem Napov

Integrating renewable resources within the transmission grid at a wide scale poses significant challenges for economic dispatch as it requires analysis with more optimization parameters, constraints, and sources of uncertainty. This…

Computational Engineering, Finance, and Science · Computer Science 2023-08-17 Kasia Świrydowicz , Nicholson Koukpaizan , Tobias Ribizel , Fritz Göbel , Shrirang Abhyankar , Hartwig Anzt , Slaven Peleš

Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

We present factorization and solution phases for a new linear complexity direct solver designed for concurrent batch operations on fine-grained parallel architectures, for matrices amenable to hierarchical representation. We focus on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-16 Wajih Boukaram , David Keyes , Sherry Li , Yang Liu , George Turkiyyah

Direct factorization methods for the solution of large, sparse linear systems that arise from PDE discretizations are robust, but typically show poor time and memory scalability for large systems. In this paper, we describe an efficient…

Numerical Analysis · Computer Science 2015-07-21 Jeffrey N. Chadwick , David S. Bindel

This paper presents our work on developing parallel computational methods for two-phase flow on modern parallel computers, where techniques for linear solvers and nonlinear methods are studied and the standard and inexact Newton methods are…

Computational Engineering, Finance, and Science · Computer Science 2017-01-24 Hui Liu , Lihua Shen , Yan Chen , Kun Wang , Bo Yang , Zhangxin Chen

The multi-frontal direct solver is the state-of-the-art algorithm for the direct solution of sparse linear systems. This paper provides computational complexity and memory usage estimates for the application of the multi-frontal direct…

Numerical Analysis · Computer Science 2012-04-10 Nathan Collier , David Pardo , Maciej Paszynski , Victor M. Calo

Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, the primary focus of the literature has been…

Optimization and Control · Mathematics 2023-10-11 Yongzheng Dai , Chen Chen

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

This survey describes a class of methods known as "fast direct solvers". These algorithms address the problem of solving a system of linear equations $\boldsymbol{Ax}=\boldsymbol{b}$ arising from the discretization of either an elliptic PDE…

Numerical Analysis · Mathematics 2025-11-12 Per-Gunnar Martinsson , Michael O'Neil

The linear equations that arise in interior methods for constrained optimization are sparse symmetric indefinite and become extremely ill-conditioned as the interior method converges. These linear systems present a challenge for existing…

Arrival of multicore systems has enforced a new scenario in computing, the parallel and distributed algorithms are fast replacing the older sequential algorithms, with many challenges of these techniques. The distributed algorithms provide…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-13 Rajendra Purohit , K R Chowdhary , S D Purohit

The Simplex tableau has been broadly used and investigated in the industry and academia. With the advent of the big data era, ever larger problems are posed to be solved in ever larger machines whose architecture type did not exist in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-29 Demetrios Coutinho , Felipe O. Lins e Silva , Daniel Aloise , Samuel , Xavier-de-Souza

This paper presents our work on designing a parallel platform for large-scale reservoir simulations. Detailed components, such as grid and linear solver, and data structures are introduced, which can serve as a guide to parallel reservoir…

Computational Engineering, Finance, and Science · Computer Science 2018-09-05 Hui Liu , Kun Wang , Bo Yang , Zhangxin Chen

Many real-life problems of practical importance -- spanning a wide range of applications from chip design to bioinformatics -- represent constraint satisfaction problems, where classical solvers have to rely on heuristic approximations due…

Emerging Technologies · Computer Science 2026-03-03 Recep Bugra Uludag , Ahmet Efe , Ismail Akturk , Ulya R Karpuzcu

This paper proposes a new distributed algorithm for solving linear systems associated with a sparse graph under a generalised diagonal dominance assumption. The algorithm runs iteratively on each node of the graph, with low complexities on…

Signal Processing · Electrical Eng. & Systems 2019-04-30 Qianqian Cai , Zhaorong Zhang , Minyue Fu