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This paper presents an adaptive sampling algorithm tailored for the optimization of parametrized dynamical systems using projection-based model order reduction. Unlike classical sampling strategies, this framework does not aim for a small…

Computational Engineering, Finance, and Science · Computer Science 2026-02-27 Marcel Warzecha , Sebastian Resch-Schopper , Gerhard Müller

We propose a new numerical method to solve linear ordinary differential equations of the type $\frac{\partial u}{\partial t}(t,\varepsilon) = A(\varepsilon) \, u(t,\varepsilon)$, where $A:\mathbb{C}\rightarrow\mathbb{C}^{n\times n}$ is a…

Numerical Analysis · Mathematics 2020-08-31 Antti Koskela , Elias Jarlebring , Michiel E. Hochstenbach

The novel contribution of this paper relies in the proposal of a fully implicit numerical method designed for nonlinear degenerate parabolic equations, in its convergence/stability analysis, and in the study of the related computational…

Numerical Analysis · Mathematics 2010-01-20 Matteo Semplice , Marco Donatelli , Stefano Serra-Capizzano

We describe preconditioned iterative methods for estimating the number of eigenvalues of a Hermitian matrix within a given interval. Such estimation is useful in a number of applications.In particular, it can be used to develop an efficient…

Numerical Analysis · Mathematics 2016-02-09 Eugene Vecharynski , Chao Yang

We propose a new method for preconditioning Kaczmarz method by sketching. Kaczmarz method is a stochastic method for solving overdetermined linear systems based on a sampling of matrix rows. The standard approach to speed up convergence of…

Numerical Analysis · Computer Science 2019-03-06 Alexandr Katrutsa , Ivan Oseledets

In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…

Numerical Analysis · Mathematics 2020-07-17 Santolo Leveque , John W. Pearson

High order methods have shown great potential to overcome performance issues of simulations of partial differential equations (PDEs) on modern hardware, still many users stick to low-order, matrix-based simulations, in particular in porous…

Numerical Analysis · Mathematics 2026-01-06 Christian Engwer , Alexander Schell , Nils-Arne Dreier

This paper presents a new stochastic preconditioning approach. For symmetric diagonally-dominant M-matrices, we prove that an incomplete LDL factorization can be obtained from random walks, and used as a preconditioner for an iterative…

Numerical Analysis · Mathematics 2007-05-23 Haifeng Qian , Sachin S. Sapatnekar

We present a two-level preconditioner for solving linear systems arising from the discretization of the elliptic, linear-elastic deformation equation, in displacement unknowns, over domains that have arbitrary geometric and topological…

Numerical Analysis · Mathematics 2025-09-25 Sabit Mahmood Khan , Yashar Mehmani

To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

Numerical Analysis · Mathematics 2012-08-20 Mikko Byckling , Marko Huhtanen

With the ever increasing computational power available and the development of high-performances computing, investigating the properties of realistic very large-scale nonlinear dynamical systems has been become reachable. It must be noted…

Algorithms for data assimilation try to predict the most likely state of a dynamical system by combining information from observations and prior models. Variational approaches, such as the weak-constraint four-dimensional variational data…

Numerical Analysis · Mathematics 2023-04-05 Davide Palitta , Jemima M. Tabeart

This paper proposes an unconditionally stable numerical method for solving a nonlinear Sobolev model with distributed delay. The proposed computational approach approximates the time derivative by interpolation technique whereas the spatial…

Numerical Analysis · Mathematics 2025-11-04 Eric Ngondiep

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

Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner , Hans De Sterck

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

We derive novel, fast, and parameter-robust preconditioned iterative methods for steady and time-dependent Navier--Stokes control problems. Our approach may be applied to time-dependent problems which are discretized using backward Euler or…

Numerical Analysis · Mathematics 2021-08-03 Santolo Leveque , John W. Pearson

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 propose a geometry-aware strategy for training neural preconditioners tailored to parametrized linear systems arising from the discretization of mixed-dimensional partial differential equations (PDEs). These systems are typically…

Numerical Analysis · Mathematics 2025-07-22 Nunzio Dimola , Alessandro Coclite , Paolo Zunino

We develop a preconditioner for the linear system arising from a finite element discretization of the Phase Field Crystal (PFC) equation. The PFC model serves as an atomic description of crystalline materials on diffusive time scales and…

Computational Physics · Physics 2015-08-27 Simon Praetorius , Axel Voigt