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The construction of robust solvers for linear systems obtained from the discretization of partial differential equations using Isogeometric Analysis is challenging since the condition number of the system matrix not only grows with the…

Numerical Analysis · Mathematics 2025-12-24 Monica Montardini , Stefan Takacs , Mattia Tani

We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…

Probability · Mathematics 2023-07-14 Xicheng Zhang

The goal of this paper is to propose preconditioners for the system of linear equations that arises from a discretization of fourth order elliptic problems using spectral element methods. These preconditioners are constructed using…

Numerical Analysis · Mathematics 2016-08-31 Akhlaq Husain , Arbaz Khan

We present a multigrid algorithm for the solution of the linear systems of equations stemming from the $p-$version of the Virtual Element discretization of a two-dimensional Poisson problem. The sequence of coarse spaces are constructed…

Numerical Analysis · Mathematics 2017-06-13 P. F. Antonietti , L. Mascotto , M. Verani

In the past decade, a combination of unfitted finite elements (or XFEM) with the Nitsche method has become a popular discretization method for elliptic interface problems. This development started with the introduction and analysis of this…

Numerical Analysis · Mathematics 2014-08-14 Christoph Lehrenfeld , Arnold Reusken

In this paper, we consider the composite optimization problem, where the objective function integrates a continuously differentiable loss function with a nonsmooth regularization term. Moreover, only the function values for the…

Optimization and Control · Mathematics 2024-01-09 Shanglin Liu , Lei Wang , Nachuan Xiao , Xin Liu

In this work, we propose a class of novel preconditioned Krylov subspace methods for solving an optimal control problem of parabolic equations. Namely, we develop a family of block $\omega$-circulant based preconditioners for the…

Numerical Analysis · Mathematics 2024-06-04 Po Yin Fung , Sean Hon

In this paper we study the conditioning of optimal control problems constrained by linear parabolic equations with Neumann boundary conditions. While we concentrate on a given end-time target function the results hold also when the target…

Numerical Analysis · Mathematics 2025-03-24 Luise Blank

Several different approaches are proposed for solving fully implicit discretizations of a simplified Boltzmann-Poisson system with a linear relaxation-type collision kernel. This system models the evolution of free electrons in…

Computational Physics · Physics 2020-07-15 M. Paul Laiu , Zheng Chen , Cory D. Hauck

Compatible finite element discretisations for the atmospheric equations of motion have recently attracted considerable interest. Semi-implicit timestepping methods require the repeated solution of a large saddle-point system of linear…

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

Machine Learning · Computer Science 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch

In this paper, we develop a multigrid method on unstructured shape-regular grids. For a general shape-regular unstructured grid of ${\cal O}(N)$ elements, we present a construction of an auxiliary coarse grid hierarchy on which a geometric…

Numerical Analysis · Mathematics 2014-10-09 Lars Grasedyck , Lu Wang , Jinchao Xu

In this work, we propose a simple yet generic preconditioned Krylov subspace method for a large class of nonsymmetric block Toeplitz all-at-once systems arising from discretizing evolutionary partial differential equations. Namely, our main…

Numerical Analysis · Mathematics 2023-08-11 Sean Hon , Po Yin Fung , Jiamei Dong , Stefano Serra-Capizzano

This paper introduces a discretization-accurate stopping criterion of symmetric iterative methods for solving systems of algebraic equations resulting from the finite element approximation. The stopping criterion consists of the evaluations…

Numerical Analysis · Mathematics 2019-09-19 Zhiqiang Cai , Shuhao Cao , Robert D. Falgout

Many subsurface engineering applications involve tight-coupling between fluid flow, solid deformation, fracturing, and similar processes. To better understand the complex interplay of different governing equations, and therefore design…

In this paper, a piecewise quadratic nonconforming finite element method on rectangular grids for a fourth-order elliptic singular perturbation problem is presented. This proposed method is robustly convergent with respect to the…

Numerical Analysis · Mathematics 2020-06-30 Huilan Zeng , Chen-Song Zhang , Shuo Zhang

We consider large linear systems arising from the isogeometric discretization of the Poisson problem on a single-patch domain. The numerical solution of such systems is considered a challenging task, particularly when the degree of the…

Numerical Analysis · Mathematics 2016-07-22 Giancarlo Sangalli , Mattia Tani

Advanced finite-element discretizations and preconditioners for models of poroelasticity have attracted significant attention in recent years. The equations of poroelasticity offer significant challenges in both areas, due to the…

Numerical Analysis · Mathematics 2022-01-10 James H. Adler , Yunhui He , Xiaozhe Hu , Scott MacLachlan , Peter Ohm

The focus of this work is on the construction and analysis of optimal-order multigrid preconditioners to be used in the Newton-Krylov method for a distributed optimal control problem constrained by the stationary Navier-Stokes equations. As…

Numerical Analysis · Mathematics 2018-11-22 Ana Maria Soane , Andrei Draganescu

PDE-constrained optimization aims at finding optimal setups for partial differential equations so that relevant quantities are minimized. Including sparsity promoting terms in the formulation of such problems results in more practically…

Numerical Analysis · Mathematics 2016-11-23 Margherita Porcelli , Valeria Simoncini , Martin Stoll