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The sparse approximation of high-frequency Helmholtz-type integral operators has many important physical applications such as problems in wave propagation and wave scattering. The discrete system matrices are huge and densely populated;…

Numerical Analysis · Mathematics 2019-07-29 Steffen Börm , Maria Lopez-Fernandez , Stefan Sauter

Orthogonal Matching Pursuit and Basis Pursuit are popular reconstruction algorithms for recovery of sparse signals. The exact recovery property of both the methods has a relation with the coherence of the underlying redundant dictionary,…

Optimization and Control · Mathematics 2021-06-10 Pradip Sasmal , Prasad Theeda , Phanindra Jampana , C. S. Sastry

A new polynomial preconditioner for symmetric complex linear systems based on Hermitian and skew-Hermitian splitting (HSS) for complex symmetric linear systems is herein presented. It applies to Conjugate Orthogonal Conjugate Gradient…

Numerical Analysis · Mathematics 2016-04-18 Enrico Bertolazzi , Marco Frego

Accelerating iterative eigenvalue algorithms is often achieved by employing a spectral shifting strategy. Unfortunately, improved shifting typically leads to a smaller eigenvalue for the resulting shifted operator, which in turn results in…

Numerical Analysis · Mathematics 2024-10-10 Lambert Theisen , Benjamin Stamm

The discretization of certain integral equations, e.g., the first-kind Fredholm equation of Laplace's equation, leads to symmetric positive-definite linear systems, where the coefficient matrix is dense and often ill-conditioned. We…

Numerical Analysis · Mathematics 2022-08-22 Chao Chen , George Biros

In this paper, an efficient solver for the Helmholtz equation using a noval approximation space is developed. The ingradients of the method include the approximation space recently proposed, a discontinuous Galerkin scheme extensively used,…

Numerical Analysis · Mathematics 2025-12-11 Shuhai Zhao

We introduce a new variational method for the numerical homogenization of divergence form elliptic, parabolic and hyperbolic equations with arbitrary rough ($L^\infty$) coefficients. Our method does not rely on concepts of ergodicity or…

Numerical Analysis · Mathematics 2019-02-20 Houman Owhadi , Lei Zhang , Leonid Berlyand

We develop a sparse spectral method for a class of fractional differential equations, posed on $\mathbb{R}$, in one dimension. These equations can include sqrt-Laplacian, Hilbert, derivative and identity terms. The numerical method utilizes…

Numerical Analysis · Mathematics 2024-06-12 Ioannis P. A. Papadopoulos , Sheehan Olver

We consider parameterized variational inverse problems that are constrained by partial differential equations (PDEs). We seek to efficiently compute the solution of the inverse problem when auxiliary model parameters, which appear in the…

Numerical Analysis · Mathematics 2026-01-29 Joseph Hart , Alen Alexanderian , Bart van Bloemen Waanders

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

Time-harmonic solutions to the wave equation can be computed in the frequency or in the time domain. In the frequency domain, one solves a discretized Helmholtz equation, while in the time domain, the periodic solutions to a discretized…

Numerical Analysis · Mathematics 2021-10-26 Christiaan C. Stolk

We propose a new preconditioner based on the local density of states for computing the self-consistent problem in Kohn-Sham density functional theory. This preconditioner is inexpensive and able to cure the long-range charge sloshing known…

Computational Physics · Physics 2020-12-30 Michael F. Herbst , Antoine Levitt

Most finite element methods for solving time-harmonic wave-propagation problems lead to a linear system with a non-normal coefficient matrix. The non-normality is due to boundary conditions and losses. One way to solve these systems is to…

Numerical Analysis · Mathematics 2015-06-01 Antti Hannukainen

Operators with fractional perturbations are crucial components for robust preconditioning of interface-coupled multiphysics systems. However, in case the perturbation is strong, standard approaches can fail to provide scalable approximation…

Numerical Analysis · Mathematics 2022-12-01 Miroslav Kuchta

Presented in this paper is a new sparse linear solver methodology motivated by multigrid principles and based around general local transformations that diagonalize a matrix while maintaining its sparsity. These transformations are…

Numerical Analysis · Mathematics 2007-05-23 Jonathan E. Moussa

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way…

Machine Learning · Computer Science 2019-02-21 Filip de Roos , Philipp Hennig

This paper addresses the problem of computing the eigenvalues lying in the gaps of the essential spectrum of a periodic Schrodinger operator perturbed by a fast decreasing potential. We use a recently developed technique, the so called…

Spectral Theory · Mathematics 2009-11-13 Lyonell Boulton , Michael Levitin

For a class of ergodic parabolic semilinear stochastic partial differential equations (SPDEs) with gradient structure, we introduce a preconditioning technique and design high-order integrators for the approximation of the invariant…

Numerical Analysis · Mathematics 2025-12-22 Charles-Edouard Bréhier , Adrien Busnot Laurent , Arnaud Debussche , Gilles Vilmart

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang