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Stochastic Galerkin finite element discretizations of partial differential equations with coefficients characterized by arbitrary distributions lead, in general, to fully block dense linear systems. We propose two novel strategies for…

Numerical Analysis · Mathematics 2014-07-31 Bedřich Sousedík , Roger G. Ghanem

In this paper we study fast iterative solvers for the large sparse linear systems resulting from the stochastic Galerkin discretization of stochastic partial differential equations. A block triangular preconditioner is introduced and…

Numerical Analysis · Mathematics 2013-04-08 Bin Zheng , Guang Lin , Jinchao Xu

We present optimal preconditioners for a recently introduced hybridized discontinuous Galerkin finite element discretization of the Stokes equations. Typical of hybridized discontinuous Galerkin methods, the method has degrees-of-freedom…

Numerical Analysis · Mathematics 2023-07-06 Sander Rhebergen , Garth N. Wells

The solution of matrices with $2\times 2$ block structure arises in numerous areas of computational mathematics, such as PDE discretizations based on mixed-finite element methods, constrained optimization problems, or the implicit or steady…

Numerical Analysis · Mathematics 2023-07-07 Ben S. Southworth , Abdullah A. Sivas , Sander Rhebergen

In this note, we consider preconditioned Krylov subspace methods for discrete fluid-structure interaction problems with a nonlinear hyperelastic material model and covering a large range of flows, e.g, water, blood, and air with highly…

Numerical Analysis · Mathematics 2016-03-15 U. Langer , H. Yang

The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…

Numerical Analysis · Mathematics 2022-01-31 Boris Bonev , Jan S. Hesthaven

We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…

Optimization and Control · Mathematics 2026-02-24 Zhendong Li , Akwum Onwunta , Bedřich Sousedík

An effective power based parallel preconditioner is proposed for general large sparse linear systems. The preconditioner combines a power series expansion method with some low-rank correction techniques, where the Sherman-Morrison-Woodbury…

Numerical Analysis · Mathematics 2020-02-04 Qingqing Zheng , Yuanzhe Xi , Yousef Saad

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine…

Numerical Analysis · Mathematics 2015-09-23 Yiming Bu , Bruno Carpentieri , Zhaoli Shen , Tingzhu Huang

We introduce a preconditioner for a hybridizable discontinuous Galerkin discretization of the linearized Navier-Stokes equations at high Reynolds number. The preconditioner is based on an augmented Lagrangian approach of the full…

Numerical Analysis · Mathematics 2025-12-03 Alexander D. Lindsay , Sander Rhebergen , Ben S. Southworth

We introduce a preconditioner based on a hierarchical low-rank compression scheme of Schur complements. The construction is inspired by standard nested dissection, and relies on the assumption that the Schur complements can be approximated,…

Numerical Analysis · Mathematics 2015-09-01 Paolo Gatto , Jan S. Hesthaven

We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element…

Numerical Analysis · Mathematics 2023-10-26 Fatemeh P. A. Beik , Michele Benzi

We propose a novel preconditioned inexact primal-dual interior point method for constrained convex quadratic programming problems. The algorithm we describe invokes the preconditioned conjugate gradient method on a new reduced Schur…

Numerical Analysis · Mathematics 2021-12-28 Samah Karim , Edgar Solomonik

We develop a robust and efficient iterative method for hyper-elastodynamics based on a novel continuum formulation recently developed. The numerical scheme is constructed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2019-02-20 Ju Liu , Alison L. Marsden

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

Solving optimization problems with transient PDE-constraints is computationally costly due to the number of nonlinear iterations and the cost of solving large-scale KKT matrices. These matrices scale with the size of the spatial…

Numerical Analysis · Mathematics 2023-05-09 Eric C. Cyr

We derive an extension of the sequential homotopy method that allows for the application of inexact solvers for the linear (double) saddle-point systems arising in the local semismooth Newton method for the homotopy subproblems. For the…

Optimization and Control · Mathematics 2023-11-30 John W. Pearson , Andreas Potschka

A combination of block-Jacobi and deflation preconditioning is used to solve a high-order discontinuous element-based collocation discretization of the Schur complement of the Poisson-Neumann system as arises in the operator splitting of…

Numerical Analysis · Mathematics 2016-01-15 Sumedh Joshi , Peter Diamessis

Many scientific and engineering challenges can be formulated as optimization problems which are constrained by partial differential equations (PDEs). These include inverse problems, control problems, and design problems. As a major…

Optimization and Control · Mathematics 2017-12-25 Lasse Hjuler Christiansen , John Bagterp Jørgensen

We deal with the numerical solution of linear elliptic problems with varying diffusion coefficient by the $hp$-discontinuous Galerkin method. We develop a two-level hybrid Schwarz preconditioner for the arising linear algebraic systems. The…

Numerical Analysis · Mathematics 2025-09-19 Vit Dolejsi , Tomas Hammerbauer
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