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Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate…

Data Structures and Algorithms · Computer Science 2015-11-02 Cameron Musco , Christopher Musco

Interpolation-based methods are well-established and effective approaches for the efficient generation of accurate reduced-order surrogate models. Common challenges for such methods are the automatic selection of good or even optimal…

Numerical Analysis · Mathematics 2024-07-23 Quirin Aumann , Steffen W. R. Werner

Analogues of the conjugate gradient method, MINRES, and GMRES are derived for solving boundary value problems (BVPs) involving second-order differential operators. Two challenges arise: imposing the boundary conditions on the solution while…

Numerical Analysis · Mathematics 2018-04-20 Marc Aurèle Gilles , Alex Townsend

Traditional projection-based reduced-order modeling approximates the full-order model by projecting it onto a linear subspace. With a fast-decaying Kolmogorov $n$-width of the solution manifold, the resulting reduced-order model (ROM) can…

Numerical Analysis · Mathematics 2026-03-27 Lijie Ji , Sabrina Rashid , Yanlai Chen , Zhu Wang

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…

Optimization and Control · Mathematics 2023-07-04 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Yinyu Ye

Models coming from different physical applications are very large in size. Simulation with such systems is expensive so one usually obtains a reduced model (by model reduction) that replicates the input-output behaviour of the original full…

Numerical Analysis · Mathematics 2017-09-05 Rajendra Choudhary , Kapil Ahuja

For a projection-based reduced order model (ROM) of a fluid flow to be stable and accurate, the dynamics of the truncated subspace must be taken into account. This paper proposes an approach for stabilizing and enhancing projection-based…

Computational Physics · Physics 2016-08-24 Maciej Balajewicz , Irina Tezaur , Earl Dowell

We propose and test logarithmic Krylov (logK) complexity, an operator growth measure akin to Krylov complexity defined through a replica approach, as a viable probe of early-time operator scrambling without false positives. In…

High Energy Physics - Theory · Physics 2026-04-07 Hugo A. Camargo , Yichao Fu , Keun-Young Kim , Yeong Han Park

This work presents a new Krylov-subspace-recycling method for efficiently solving sequences of linear systems of equations characterized by varying right-hand sides and symmetric-positive-definite matrices. As opposed to typical truncation…

Numerical Analysis · Mathematics 2016-01-22 Kevin Carlberg , Virginia Forstall , Ray Tuminaro

This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of…

Numerical Analysis · Mathematics 2022-02-02 Jan S. Hesthaven , Cecilia Pagliantini , Nicolò Ripamonti

This paper surveys an important class of methods that combine iterative projection methods and variational regularization methods for large-scale inverse problems. Iterative methods such as Krylov subspace methods are invaluable in the…

Numerical Analysis · Mathematics 2021-08-23 Julianne Chung , Silvia Gazzola

We propose herein an extension of truncated spectrum methodologies (TSMs), a non-perturbative numerical approach able to elucidate the low energy properties of quantum field theories. TSMs, in their various flavors, involve a division of a…

High Energy Physics - Theory · Physics 2023-08-02 Márton K. Lájer , Robert M. Konik

It is well-known that reliable and efficient domain truncation is crucial to accurate numerical solution of most wave propagation problems. The perfectly matched layer (PML) is a method which, when stable, can provide a domain truncation…

Numerical Analysis · Mathematics 2022-01-19 Kenneth Duru , Gunilla Kreiss

This paper is concerned with global-in-time, nonoverlapping domain decomposition methods for the mixed formulation of the diffusion problem. Two approaches are considered: one uses the time-dependent Steklov-Poincar\'e operator and the…

Numerical Analysis · Mathematics 2013-12-30 Thi Thao Phuong Hoang , Jérôme Jaffré , Caroline Japhet , Michel Kern , Jean Roberts

This paper presents a projection-based reduced order modelling (ROM) framework for unsteady parametrized optimal control problems (OCP$_{(\mu)}$s) arising from cardiovascular (CV) applications. In real-life scenarios, accurately defining…

Simulation of unsteady creeping flows in complex geometries has traditionally required the use of a time-stepping procedure, which is typically costly and unscalable. To reduce the cost and allow for computations at much larger scales, we…

Computational Engineering, Finance, and Science · Computer Science 2021-09-15 Chenwei Meng , Anirban Bhattacharjee , Mahdi Esmaily

Thanks to its great potential in reducing both computational cost and memory requirements, combining sketching and Krylov subspace techniques has attracted a lot of attention in the recent literature on projection methods for linear…

Numerical Analysis · Mathematics 2024-06-12 Davide Palitta , Marcel Schweitzer , Valeria Simoncini

This paper develops a new class of Rosenbrock-type integrators based on a Krylov space solution of the linear systems. The new family, called Rosenbrock-Krylov (Rosenbrock-K), is well suited for solving large scale systems of ODEs or…

Numerical Analysis · Mathematics 2015-01-30 Paul Tranquilli , Adrian Sandu

Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…

Optimization and Control · Mathematics 2025-10-09 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

Seismic imaging is a major challenge in geophysics with broad applications. It involves solving wave propagation equations with absorbing boundary conditions (ABC) multiple times. This drives the need for accurate and efficient numerical…

Numerical Analysis · Mathematics 2024-01-30 Fernando V. Ravelo , Martin Schreiber , Pedro S. Peixoto