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Optimization problems with constraints in the form of a partial differential equation arise frequently in the process of engineering design. The discretization of PDE-constrained optimization problems results in large-scale linear systems…

Numerical Analysis · Mathematics 2012-01-04 Jacek Gondzio , Pavel Zhlobich

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

We design two classes of ultra-fast meta-solvers for linear systems arising after discretizing PDEs by combining neural operators with either simple iterative solvers, e.g., Jacobi and Gauss-Seidel, or with Krylov methods, e.g., GMRES and…

Numerical Analysis · Mathematics 2024-12-03 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis

Multigrid solvers are among the most efficient methods for solving the Poisson equation, which is ubiquitous in computational physics. For example, in the context of incompressible flows, it is typically the costliest operation. The present…

Numerical Analysis · Mathematics 2025-12-10 Gilles Poncelet , Jonathan Lambrechts , Thomas Gillis , Philippe Chatelain

When solving linear systems arising from PDE discretizations, iterative methods (such as Conjugate Gradient, GMRES, or MINRES) are often the only practical choice. To converge in a small number of iterations, however, they have to be…

Numerical Analysis · Mathematics 2021-02-05 Bazyli Klockiewicz , Eric Darve

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

Numerical Analysis · Mathematics 2021-10-15 Fabio Nobile , Tommaso Vanzan

This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…

Numerical Analysis · Mathematics 2014-05-14 Kolja Brix , Martin Campos Pinto , Claudio Canuto , Wolfgang Dahmen

We have presented a fast method for solving a specific type of block four-by-four saddlepoint problem arising from the finite element discretization of the generalized 3D Stokes problem. We analyze the eigenvalue distribution and the…

Numerical Analysis · Mathematics 2024-02-22 Achraf Badahmane , Ahmed Ratnani , Hassane Sadok

This paper explores preconditioning the normal equation for non-symmetric square linear systems arising from PDE discretization, focusing on methods like CGNE and LSQR. The concept of ``normal'' preconditioning is introduced and a strategy…

Numerical Analysis · Mathematics 2025-03-03 Lorenzo Lazzarino , Yuji Nakatsukasa , Umberto Zerbinati

In this paper we develop a family of preconditioners for the linear algebraic systems arising from the arbitrary Lagrangian-Eulerian discretization of some fluid-structure interaction models. After the time discretization, we formulate the…

Numerical Analysis · Mathematics 2023-07-19 Jinchao Xu , Kai Yang

Folding grid value vectors of size $2^L$ into $L$th order tensors of mode sizes $2\times \cdots\times 2$, combined with low-rank representation in the tensor train format, has been shown to lead to highly efficient approximations for…

Numerical Analysis · Mathematics 2019-11-19 Markus Bachmayr , Vladimir Kazeev

High-order implicit shock tracking (fitting) is a class of high-order numerical methods that use numerical optimization to simultaneously compute a high-order approximation to a conservation law solution and align elements of the…

Numerical Analysis · Mathematics 2024-06-28 Jakob Vandergrift , Matthew J. Zahr

This article is concerned with the question of constructing effcient multigrid preconditioners for the linear systems arising when applying semismooth Newton methods to large-scale linear-quadratic optimization problems constrained by…

Numerical Analysis · Mathematics 2013-11-08 Andrei Draganescu

A unified framework for fourth-order semilinear problems with trilinear nonlinearity and general source allows for quasi-best approximation with lowest-order finite element methods. This paper establishes the stability and a priori error…

Numerical Analysis · Mathematics 2023-05-23 Carsten Carstensen , Neela Nataraj , Gopikrishnan C. Remesan , Devika Shylaja

A novel fourth-order finite difference formula coupling the Crank-Nicolson explicit linearized method is proposed to solve Riesz space fractional nonlinear reaction-diffusion equations in two dimensions. Theoretically, under the Lipschitz…

Numerical Analysis · Mathematics 2024-05-07 Wei Qu , Yuan-Yuan Huang , Sean Hon , Siu-Long Lei

In this paper, we revisit an auxiliary space preconditioning method proposed by Xu [Computing 56, 1996], in which low-order finite element spaces are employed as auxiliary spaces for solving linear algebraic systems arising from high-order…

Numerical Analysis · Mathematics 2012-04-13 Young-Ju Lee , Wei Leng , Chen-Song Zhang

Ill-conditioning of the system matrix is a well-known complication in immersed finite element methods and trimmed isogeometric analysis. Elements with small intersections with the physical domain yield problematic eigenvalues in the system…

Numerical Analysis · Mathematics 2019-12-17 F. de Prenter , C. V. Verhoosel , E. H. van Brummelen , J. A. Evans , C. Messe , J. Benzaken , K. Maute

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…

Optimization and Control · Mathematics 2024-05-20 Gabriele Ciaramella , Fabio Nobile , Tommaso Vanzan

We propose an adaptive multigrid preconditioning technology for solving linear systems arising from Discontinuous Petrov-Galerkin (DPG) discretizations. Unlike standard multigrid techniques, this preconditioner involves only trace spaces…

Numerical Analysis · Mathematics 2020-10-15 Socratis Petrides , Leszek Demkowicz

This paper presents a numerical method for variable coefficient elliptic PDEs with mostly smooth solutions on two dimensional domains. The PDE is discretized via a multi-domain spectral collocation method of high local order (order 30 and…

Numerical Analysis · Mathematics 2016-12-09 Tracy Babb , Adrianna Gillman , Sijia Hao , Per-Gunnar Martinsson