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In this paper, a method via sparse-sparse iteration for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix is proposed. The resulting factorized sparse approximate inverse is used as a…

Numerical Analysis · Mathematics 2008-08-03 Davod Khojasteh Salkuyeh , Faezeh Toutounian

Circulant preconditioners are commonly used to accelerate the rate of convergence of iterative methods when solving linear systems of equations with a Toeplitz matrix. Block extensions that can be applied when the system has a block…

Numerical Analysis · Mathematics 2016-09-06 L. Dykes , S. Noschese , L. Reichel

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

The Helmholtz wave scattering problem by screens in 2D can be recast into first-kind integral equations which lead to ill-conditioned linear systems after discretization. We introduce two new preconditioners, in the form of square-roots of…

Numerical Analysis · Mathematics 2019-12-03 François Alouges , Martin Averseng

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

Methodology · Statistics 2021-11-30 Shiv Agrawal , Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

Two-dimensional Stokes flow through a periodic channel is considered. The channel walls need only be Lipschitz continuous, in other words they are allowed to have corners. Boundary integral methods are an attractive tool for numerically…

Numerical Analysis · Mathematics 2020-05-11 Lukas Bystricky , Sara Pålsson , Anna-Karin Tornberg

Generally, discretization of partial differential equations (PDEs) creates a sequence of linear systems $A_k x_k = b_k, k = 0, 1, 2, ..., N$ with well-known and structured sparsity patterns. Preconditioners are often necessary to achieve…

Numerical Analysis · Mathematics 2024-06-26 Rishad Islam , Arielle Carr , Colin Jacobs

The obstacle problem is a class of free boundary problems which finds applications in many disciplines such as porous media, financial mathematics and optimal control. In this paper, we propose two operator-splitting methods to solve the…

Numerical Analysis · Mathematics 2023-02-08 Hao Liu , Dong Wang

We develop the shape derivative analysis of solutions to the problem of scattering of time-harmonic electromagnetic waves by a bounded penetrable obstacle. Since boundary integral equations are a classical tool to solve electromagnetic…

Numerical Analysis · Mathematics 2012-03-19 Martin Costabel , Frédérique Le Louër

Wave propagation and acoustic scattering problems require vast computational resources to be solved accurately at high frequencies. Asymptotic methods can make this cost potentially frequency independent by explicitly extracting the…

Numerical Analysis · Mathematics 2018-01-16 Daan Huybrechs , Peter Opsomer

This paper is concerned with direct and inverse scattering by a locally perturbed infinite plane (called a locally rough surface in this paper) on which a Neumann boundary condition is imposed. A novel integral equation formulation is…

Numerical Analysis · Mathematics 2024-12-20 Fenglong Qu , Bo Zhang , Haiwen Zhang

We study an inverse random obstacle scattering problems in $\mathbb{R}^2$ where the scatterer is formulated by a Gaussian process defined on the angular parameter domain. Equipped with a modified covariance function which is mathematically…

Numerical Analysis · Mathematics 2026-02-02 Zhiqi Sun , Xiang Xu , Yiwen Lin

Efficiently solving sparse linear algebraic equations is an important research topic of numerical simulation. Commonly used approaches include direct methods and iterative methods. Compared with the direct methods, the iterative methods…

Numerical Analysis · Mathematics 2023-10-11 Haifeng Zou , Xiaowen Xu , Chen-Song Zhang

This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

Numerical Analysis · Mathematics 2017-05-15 Qiang Ye

Rendering highly scattering participating media using brute force path tracing is a challenge. The diffusion approximation reduces the problem to solving a simple linear partial differential equation. Flux-limited diffusion introduces…

Graphics · Computer Science 2018-07-03 David Koerner , Jamie Portsmouth , Wenzel Jakob

We propose an iterative solution method for the 3D high-frequency Helmholtz equation that exploits a contour integral formulation of spectral projectors. In this framework, the solution in certain invariant subspaces is approximated by…

Numerical Analysis · Mathematics 2018-11-30 Xiao Liu , Yuanzhe Xi , Yousef Saad , Maarten V. de Hoop

The domain integral equation method with its FFT-based matrix-vector products is a viable alternative to local methods in free-space scattering problems. However, it often suffers from the extremely slow convergence of iterative methods,…

Numerical Analysis · Mathematics 2015-03-19 Grigorios P. Zouros , Neil V. Budko

In many Direct and Inverse Scattering problems one has to use a parameter-fitting procedure, because analytical inversion procedures are often not available. In this paper a variety of such methods is presented with a discussion of…

Numerical Analysis · Mathematics 2007-05-23 Alexander G. Ramm , Semion Gutman

The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly…

Numerical Analysis · Mathematics 2019-04-09 Jordi Feliu-Fabà , Kenneth L. Ho , Lexing Ying

Many integral equation-based methods are available for problems of time-harmonic electromagnetic scattering from perfect electric conductors. Among the many challenges that arise in such calculations are the avoidance of spurious…

Numerical Analysis · Mathematics 2025-07-17 Felipe Vico , Leslie Greengard , Michael O'Neil , Manas Rachh