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Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…

Dynamical Systems · Mathematics 2022-04-15 J. E. Bunder , A. J. Roberts

We consider a space-time finite element method on fully unstructured simplicial meshes for optimal sparse control of semilinear parabolic equations. The objective is a combination of a standard quadratic tracking-type functional including a…

Numerical Analysis · Mathematics 2020-04-01 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

In this paper we present an overview of recent progress on the development and analysis of domain decomposition preconditioners for discretised Helmholtz problems, where the preconditioner is constructed from the corresponding problem with…

Numerical Analysis · Mathematics 2016-06-24 I. G. Graham , E. A. Spence , E. Vainikko

In this paper, we propose an efficient method for solving multi-dimensional Riesz space fractional diffusion equations with variable coefficients. The Crank-Nicolson (CN) method is used for temporal discretization, while the fourth-order…

Numerical Analysis · Mathematics 2025-08-01 Yuan-Yuan Huang , Wei Qu , Sean Y. Hon , Siu-Long Lei

When modeling scientific and industrial problems, geometries are typically modeled by explicit boundary representations obtained from computer-aided design software. Unfitted (also known as embedded or immersed) finite element methods offer…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Pere A. Martorell , Santiago Badia

The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…

Optimization and Control · Mathematics 2025-05-21 Shaohui Yang , Toshiyuki Ohtsuka , Brian Plancher , Colin N. Jones

We study the high-contrast biharmonic plate equation with HCT and Morley discretizations. We construct a preconditioner that is robust with respect to contrast size and mesh size simultaneously based on the preconditioner proposed by…

Numerical Analysis · Mathematics 2009-10-06 Burak Aksoylu , Zuhal Yeter

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

We study a thermo-poroelasticity model which describes the interaction between the deformation of an elastic porous material and fluid flow under non-isothermal conditions. The model involves several parameters that can vary significantly…

Numerical Analysis · Mathematics 2025-12-24 Mingchao Cai , Miroslav Kuchta , Jingzhi Li , Ziliang Li , Kent-Andre Mardal

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…

Numerical Analysis · Mathematics 2020-01-01 Antoine Tambue , Jean Daniel Mukam

In this note we present a multigrid preconditioning method for solving quadratic optimization problems constrained by a fractional diffusion equation. Multigrid methods within the all-at-once approach to solve the first order-order…

Optimization and Control · Mathematics 2020-10-29 Harbir Antil , Andrei Dr{ă}g{ă}nescu , Kiefer Green

We propose an operator preconditioner for general elliptic pseudodifferential equations in a domain $\Omega$, where $\Omega$ is either in $\mathbb{R}^n$ or in a Riemannian manifold. For linear systems of equations arising from low-order…

Numerical Analysis · Mathematics 2021-06-03 Heiko Gimperlein , Jakub Stocek , Carolina Urzua-Torres

The large sparse linear systems arising from the finite element or finite difference discretization of elliptic PDEs can be solved directly via, e.g., nested dissection or multifrontal methods. Such techniques reorder the nodes in the grid…

Numerical Analysis · Mathematics 2013-02-26 Adrianna Gillman , Per-Gunnar Martinsson

A new domain decomposition preconditioner is introduced for efficiently solving linear systems Ax = b with a symmetric positive definite matrix A. The particularity of the new preconditioner is that it is not necessary to have access to the…

Numerical Analysis · Mathematics 2021-06-23 Nicole Spillane

Solving the normal equations corresponding to large sparse linear least-squares problems is an important and challenging problem. For very large problems, an iterative solver is needed and, in general, a preconditioner is required to…

Numerical Analysis · Mathematics 2022-01-04 Hussam Al Daas , Pierre Jolivet , Jennifer Scott

We propose the first optimal geometric multigrid solver for hybrid high-order discretizations that can handle arbitrary polytopal agglomeration hierarchies in both two and three dimensions. The key ingredient is the use of modified skeleton…

Numerical Analysis · Mathematics 2026-03-03 Santiago Badia , Jordi Manyer

We consider geometric multigrid methods for the solution of linear systems arising from isogeometric discretizations of elliptic partial differential equations. For classical finite elements, such methods are well known to be fast solvers…

Numerical Analysis · Mathematics 2017-05-16 Clemens Hofreither , Stefan Takacs , Walter Zulehner

Solving the Stokes equation by an optimal domain decomposition method derived algebraically involves the use of non standard interface conditions whose discretisation is not trivial. For this reason the use of approximation methods such as…

Numerical Analysis · Mathematics 2019-10-02 Gabriel R. Barrenechea , Michał Bosy , Victorita Dolean , Frédéric Nataf , Pierre-Henri Tournier

The discretization of the double-layer potential integral equation for the interior Dirichlet Laplace problem in a domain with smooth boundary results in a linear system that has a bounded condition number. Thus, the number of iterations…

Numerical Analysis · Mathematics 2014-02-27 Bryan Quaife , George Biros

We study the high-order local discontinuous Galerkin (LDG) method for the $p$-Laplace equation. We reformulate our spatial discretization as an equivalent convex minimization problem and use a preconditioned gradient descent method as the…

Numerical Analysis · Mathematics 2025-04-16 Yue Wu , Yan Xu