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An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…

Numerical Analysis · Mathematics 2013-04-15 Samir Kumar Bhowmik

Reduced-order models are indispensable for multi-query or real-time problems. However, there are still many challenges to constructing efficient ROMs for time-dependent parametrized problems. Using a linear reduced space is inefficient for…

Numerical Analysis · Mathematics 2023-11-17 Junming Duan , Jan S. Hesthaven

In this article, we derive fast and robust parallel-in-time preconditioned iterative methods for the all-at-once linear systems arising upon discretization of time-dependent PDEs. The discretization we employ is based on a Runge--Kutta…

Numerical Analysis · Mathematics 2023-04-25 Santolo Leveque , Luca Bergamaschi , Ángeles Martínez , John W. Pearson

We propose a method for the construction of preconditioners of parameter-dependent matrices for the solution of large systems of parameter-dependent equations. The proposed method is an interpolation of the matrix inverse based on a…

Numerical Analysis · Mathematics 2016-10-26 Olivier Zahm , Anthony Nouy

Data collection and research methodology represents a critical part of the research pipeline. On the one hand, it is important that we collect data in a way that maximises the validity of what we are measuring, which may involve the use of…

Methodology · Statistics 2022-04-20 Matthew J. Vowels

We present a derivative-based algorithm for nonlinearly constrained optimization problems that is tolerant of inaccuracies in the data. The algorithm solves a semi-smooth set of nonlinear equations that are equivalent to the first-order…

Optimization and Control · Mathematics 2017-09-21 Jason E. Hicken , Pengfei Meng , Alp Dener

The additive Schwarz method is usually presented as a preconditioner for a PDE linearization based on overlapping subsets of nodes from a global discretization. It has previously been shown how to apply Schwarz preconditioning to a…

Numerical Analysis · Mathematics 2019-02-05 Kevin W. Aiton , Tobin A. Driscoll

We introduce a new general purpose multiresolution preconditioner for symmetric linear systems. Most existing multiresolution preconditioners use some standard wavelet basis that relies on knowledge of the geometry of the underlying domain.…

Numerical Analysis · Mathematics 2017-07-10 Pramod Kaushik Mudrakarta , Risi Kondor

This paper presents a novel space-time topology optimisation framework for time-dependent thermal conduction problems, aiming to significantly reduce the time-to-solution. By treating time as an additional spatial dimension, we discretise…

Computational Engineering, Finance, and Science · Computer Science 2025-08-14 Joe Alexandersen , Magnus Appel

This paper considers the iterative solution of linear systems arising from discretization of the anisotropic radiative transfer equation with discontinuous elements on the sphere. In order to achieve robust convergence behavior in the…

Numerical Analysis · Mathematics 2021-03-11 Jürgen Dölz , Olena Palii , Matthias Schlottbom

In the context of isogeometric analysis, we consider two discretization approaches that make the resulting stiffness matrix nonsymmetric even if the differential operator is self-adjoint. These are the collocation method and the…

Numerical Analysis · Mathematics 2017-05-15 Mattia Tani

We propose parameter-robust preconditioners for the statically condensed linear system arising from a hybridizable discontinuous Galerkin discretization of the coupled Stokes--Darcy system. The design strategy relies on first applying the…

Numerical Analysis · Mathematics 2026-04-27 Esteban Henríquez , Miroslav Kuchta , Jeonghun J. Lee , Sander Rhebergen

A domain decomposition method for the solution of general variable-coefficient elliptic partial differential equations on regular domains is introduced. The method is based on tessellating the domain into overlapping thin slabs or shells,…

Numerical Analysis · Mathematics 2025-10-31 Simon Dirckx , Anna Yesypenko , Per-Gunnar Martinsson

This paper is concerned with the development and testing of advanced time-stepping methods suited for the integration of time-accurate, real-world applications of computational fluid dynamics (CFD). The performance of several time…

Computational Engineering, Finance, and Science · Computer Science 2017-10-03 Arash Sarshar , Paul Tranquilli , Brent Pickering , Andrew McCall , Adrian Sandu , Christopher J. Roy

In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization…

Numerical Analysis · Mathematics 2012-10-24 Rahul S. Sampath , Bobby Philip , Srikanth Allu , Srdjan Simunovic

An adaptive scheme to generate reduced-order models for parametric nonlinear dynamical systems is proposed. It aims to automatize the POD-Greedy algorithm combined with empirical interpolation. At each iteration, it is able to adaptively…

Numerical Analysis · Mathematics 2021-10-13 Sridhar Chellappa , Lihong Feng , Peter Benner

Hessian-free training has become a popular parallel second or- der optimization technique for Deep Neural Network training. This study aims at speeding up Hessian-free training, both by means of decreasing the amount of data used for…

Machine Learning · Computer Science 2013-12-11 Tara N. Sainath , Lior Horesh , Brian Kingsbury , Aleksandr Y. Aravkin , Bhuvana Ramabhadran

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

This paper proposes a matrix-free residual evaluation technique for the hybridizable discontinuous Galerkin method requiring a number of operations scaling only linearly with the number of degrees of freedom. The method results from…

Numerical Analysis · Mathematics 2020-07-24 Immo Huismann , Jörg Stiller , Jochen Fröhlich

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin