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Estimation and counterfactual experiments in dynamic discrete choice models with large state spaces pose computational difficulties. This paper proposes a model-adaptive approach, based on the conjugate gradient (CG) method, to solve the…

Econometrics · Economics 2026-03-18 Ertian Chen

Constructing fast numerical solvers for partial differential equations (PDEs) is crucial for many scientific disciplines. A leading technique for solving large-scale PDEs is using multigrid methods. At the core of a multigrid solver is the…

Numerical Analysis · Mathematics 2019-08-07 Daniel Greenfeld , Meirav Galun , Ron Kimmel , Irad Yavneh , Ronen Basri

The paper proposes a combination of the subdomain deflation method and local algebraic multigrid as a scalable distributed memory preconditioner that is able to solve large linear systems of equations. The implementation of the algorithm is…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-31 Denis Demidov , Riccardo Rossi

Managing the high computational cost of iterative solvers for sparse linear systems is a known challenge in scientific computing. Moreover, scientific applications often face memory bandwidth constraints, making it critical to optimize data…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-12 Shiting Long , Gustavo Ramirez-Hidalgo , Stepan Nassyr , Jose Jimenez-Merchan , Andreas Frommer , Dirk Pleiter

This paper addresses the problem of decentralized learning to achieve a high-performance global model by asking a group of clients to share local models pre-trained with their own data resources. We are particularly interested in a specific…

Machine Learning · Computer Science 2020-08-19 Jiaxin Ma , Ryo Yonetani , Zahid Iqbal

We present a monolithic geometric multigrid preconditioner for solving fluid-solid interaction problems in Stokes limit. The problems are discretized by a spatially adaptive high-order meshless method, the generalized moving least squares…

Numerical Analysis · Mathematics 2022-09-07 Zisheng Ye , Xiaozhe Hu , Wenxiao Pan

The overlap operator in lattice QCD requires the computation of the sign function of a matrix, which is non-Hermitian in the presence of a quark chemical potential. In previous work we introduced an Arnoldi-based Krylov subspace…

High Energy Physics - Lattice · Physics 2014-11-20 Jacques C. R. Bloch , Tobias Breu , Andreas Frommer , Simon Heybrock , Katrin Schäfer , Tilo Wettig

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…

Numerical Analysis · Mathematics 2022-08-09 Peter Benner , Davide Palitta , Jens Saak

We explore the possibility of computing fermionic correlators on the lattice by combining a domain decomposition with a multi-level integration scheme. The quark propagator is expanded in series of terms with a well defined hierarchical…

High Energy Physics - Lattice · Physics 2016-05-18 Marco Cè , Leonardo Giusti , Stefan Schaefer

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 analyze temporal approximation schemes based on overlapping domain decompositions. As such schemes enable computations on parallel and distributed hardware, they are commonly used when integrating large-scale parabolic systems. Our…

Numerical Analysis · Mathematics 2018-03-30 Eskil Hansen , Erik Henningsson

In this paper, we will present advanced discretization methods for solving retarded potential integral equations. We employ a $C^{\infty}$-partition of unity method in time and a conventional boundary element method for the spatial…

Numerical Analysis · Mathematics 2014-04-10 Stefan Sauter , Alexander Veit

It is possible to improve the chiral behaviour and the approach to the continuum limit of correlation functions in lattice QCD with standard and twisted Wilson fermions by taking arithmetic averages of correlators computed in theories…

High Energy Physics - Lattice · Physics 2009-11-10 R. Frezzotti , G. C. Rossi

Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual…

Geophysics · Physics 2020-01-22 M. A. Sbai , A. Larabi

We introduce a multitree-based adaptive wavelet Galerkin algorithm {for} space-time discretized linear parabolic partial differential equations, focusing on time-periodic problems. It is shown that the method converges with the best…

Numerical Analysis · Mathematics 2014-01-23 Sebastian Kestler , Kristina Steih , Karsten Urban

The computation of stationary distributions of Markov chains is an important task in the simulation of stochastic models. The linear systems arising in such applications involve non-symmetric M-matrices, making algebraic multigrid methods a…

Numerical Analysis · Mathematics 2014-02-18 James Brannick , Karsten Kahl , Sonja Sokolovic

Advanced Krylov subspace methods are investigated for the solution of large sparse linear systems arising from stiff adjoint-based aerodynamic shape optimization problems. A special attention is paid to the flexible inner-outer GMRES…

Numerical Analysis · Mathematics 2024-04-30 Mehdi Jadoui , Christophe Blondeau , Emeric Martin , Florent Renac , François-Xavier Roux

We compare the efficiency of four different algorithms to compute the overlap Dirac operator, both for the speed, i.e., time required to reach a desired numerical accuracy, and for the adaptability, i.e., the scaling of speed with the…

High Energy Physics - Lattice · Physics 2009-11-07 Rajiv V. Gavai , Sourendu Gupta , Robert Lacaze

We present an efficient, robust and fully GPU-accelerated aggregation-based algebraic multigrid preconditioning technique for the solution of large sparse linear systems. These linear systems arise from the discretization of elliptic PDEs.…

Numerical Analysis · Mathematics 2014-03-10 Rajesh Gandham , Ken Esler , Yongpeng Zhang

Shifted Laplacian multigrid preconditioner has become a tool du jour for solving highly indefinite Helmholtz equations. The idea is to add a complex damping to the original Helmholtz operator and then apply a multigrid processing to the…

Numerical Analysis · Mathematics 2013-12-11 Ira Livshits