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In this paper, we propose an incremental abstraction method for dynamically over-approximating nonlinear systems in a bounded domain by solving a sequence of linear programs, resulting in a sequence of affine upper and lower hyperplanes…

Optimization and Control · Mathematics 2020-04-06 Syed M. Hassaan , Mohammad Khajenejad , Spencer Jensen , Qiang Shen , Sze Zheng Yong

We examine the use of a two-level deflation preconditioner combined with GMRES to locally solve the subdomain systems arising from applying domain decomposition methods to Helmholtz problems. Our results show that the direct solution method…

Numerical Analysis · Mathematics 2023-05-03 Niall Bootland , Vandana Dwarka , Pierre Jolivet , Victorita Dolean , Cornelis Vuik

Krylov subspace methods are among the most efficient solvers for large scale linear algebra problems. Nevertheless, classic Krylov subspace algorithms do not scale well on massively parallel hardware due to synchronization bottlenecks.…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-29 Jeffrey Cornelis , Siegfried Cools , Wim Vanroose

Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Numerical Analysis · Mathematics 2021-10-05 Joel A. Tropp

We develop an algorithm for computing the solution of a large system of linear ordinary differential equations (ODEs) with polynomial inhomogeneity. This is equivalent to computing the action of a certain matrix function on the vector…

Numerical Analysis · Mathematics 2012-05-16 Jitse Niesen , Will M. Wright

In this paper we present a novel extended Krylov subspace reduced-order modeling technique to efficiently simulate time- and frequency-domain wavefields in open complex structures. To simulate the extension to infinity, we use an optimal…

Mathematical Physics · Physics 2015-06-18 Vladimir Druskin , Rob Remis , Mikhail Zaslavsky

Maximization of submodular functions under various constraints is a fundamental problem that has been studied extensively. A powerful technique that has emerged and has been shown to be extremely effective for such problems is the…

Data Structures and Algorithms · Computer Science 2024-09-24 Niv Buchbinder , Moran Feldman

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

Krylov subspace methods are widely known as efficient algebraic methods for solving large scale linear systems. However, on massively parallel hardware the performance of these methods is typically limited by communication latency rather…

Numerical Analysis · Computer Science 2018-08-22 Siegfried Cools

Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…

Numerical Analysis · Mathematics 2024-12-02 Cecilia Chen , John Urschel

Nesterov's well-known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the…

Optimization and Control · Mathematics 2021-08-10 Tao Hong , Irad Yavneh

Deep learning is a powerful tool for solving nonlinear differential equations, but usually, only the solution corresponding to the flattest local minimizer can be found due to the implicit regularization of stochastic gradient descent. This…

Numerical Analysis · Mathematics 2021-03-17 Yiqi Gu , Chunmei Wang , Haizhao Yang

This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit…

Numerical Analysis · Mathematics 2019-11-05 Silvia Gazzola , Chang Meng , James Nagy

We propose a scalable preconditioned primal-dual hybrid gradient algorithm for solving partial differential equations (PDEs). We multiply the PDE with a dual test function to obtain an inf-sup problem whose loss functional involves…

Numerical Analysis · Mathematics 2026-05-26 Shu Liu , Stanley Osher , Wuchen Li

This paper discusses the upwinded local discontinuous Galerkin methods for the one-term/multi-term fractional ordinary differential equations (FODEs). The natural upwind choice of the numerical fluxes for the initial value problem for FODEs…

Numerical Analysis · Mathematics 2015-12-18 Weihua Deng , Jan S. Hesthaven

We propose a time-exact Krylov-subspace-based method for solving linear ODE (ordinary differential equation) systems of the form $y'=-Ay + g(t)$, where $y(t)$ is the unknown function. The method consists of two stages. The first stage is an…

Numerical Analysis · Mathematics 2011-09-26 Mikhail A. Botchev

Krylov subspace methods, such as the Conjugate Gradient (CG) and BiCGSTAB methods, are widely used in scientific computing for solving linear systems. In this study, we propose a new framework for solving large Sylvester equations in a…

Numerical Analysis · Mathematics 2026-05-28 Yuki Satake , Takeshi Fukaya , Tomohiro Sogabe , Shao-Liang Zhang

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

Block and global Krylov subspace methods have been proposed as methods adapted to the situation where one iteratively solves systems with the same matrix and several right hand sides. These methods are advantageous, since they allow to cast…

Numerical Analysis · Mathematics 2015-04-20 Somaiyeh Rashedi , Sebastian Birk , Andreas Frommer , Ghodrat Ebadi

We develop a theory of nonlinear cosmological perturbations on superhorizon scales where a characteristic length scale of perturbations is longer than the Hubble radius, in general theoretical frameworks. Our formalism is based on the…

General Relativity and Quantum Cosmology · Physics 2018-04-24 Yu-ichi Takamizu