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In the present work, we study how to develop an efficient solver for the fast resolution of large and sparse linear systems that occur while discretizing elliptic partial differential equations using isogeometric analysis. Our new approach…

Numerical Analysis · Mathematics 2024-12-31 Abdellatif Mouhssine , Ahmed Ratnani , Hassane Sadok

The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…

Numerical Analysis · Mathematics 2023-05-04 Matthew J. Colbrook , Alex Townsend

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modeled by differential equations. The algorithm relies…

Numerical Analysis · Mathematics 2020-07-06 Kjetil O. Lye , Siddhartha Mishra , Roberto Molinaro

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

We report a new analytical method for solution of a wide class of second-order differential equations with eigenvalues replaced by arbitrary functions. Such classes of problems occur frequently in Quantum Mechanics and Optics. This approach…

Mathematical Physics · Physics 2012-04-30 Sina Khorasani

Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…

Numerical Analysis · Mathematics 2019-08-28 Hans De Sterck , Stephanie Friedhoff , Alexander J. M. Howse , Scott P. MacLachlan

In this paper we propose an idea of constructing a macro--scale matrix system given a micro--scale matrix linear system. Then the macro--scale system is solved at cheaper computing costs. The method uses the idea of the generalized…

Numerical Analysis · Mathematics 2022-01-27 Kanghun Cho , Roktaek Lim , Dongwoo Sheen

Multigrid methods despite being known to be asymptotically optimal algorithms, depend on the careful selection of their individual components for efficiency. Also, they are mostly restricted to standard cycle types like V-, F-, and…

Computational Engineering, Finance, and Science · Computer Science 2024-12-10 Dinesh Parthasarathy , Wayne Bradford Mitchell , Harald Köstler

This work proposes a scheme for significantly reducing the computational complexity of discretized problems involving the non-smooth forward propagation of uncertainty by combining the adaptive hierarchical sparse grid stochastic…

Computational Physics · Physics 2015-09-07 Robert L. Gates , Maximilian R. Bittens

In this work, we develop algebraic solvers for linear systems arising from the discretization of second-order elliptic partial differential equations by saddle-point mixed finite element methods of arbitrary polynomial degree $p \ge 0$ on…

Numerical Analysis · Mathematics 2026-02-03 Ani Miraçi , Jan Papež , Martin Vohralík , Ivan Yotov

The eigenvalue shift technique is the most well-known and fundamental tool for matrix computations. Applications include the search of eigeninformation, the acceleration of numerical algorithms, the study of Google's PageRank. The shift…

Numerical Analysis · Mathematics 2013-03-04 Chun-Yueh Chiang , Matthew M. Lin

Algebraic multigrid (AMG) is often an effective solver for symmetric positive definite (SPD) linear systems resulting from the discretization of general elliptic PDEs, or the spatial discretization of parabolic PDEs. However, convergence…

Numerical Analysis · Mathematics 2019-09-10 Thomas A. Manteuffel , Steffen Munzenmaier , John Ruge , Ben S. Southworth

The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…

Numerical Analysis · Mathematics 2025-05-27 Davide Palitta , Martina Iannacito , Valeria Simoncini

The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…

Mathematical Software · Computer Science 2018-03-08 Andrew Reisner , Luke N. Olson , J. David Moulton

The quad-curl problem arises in the study of the electromagnetic interior transmission problem and magnetohydrodynamics (MHD). In this paper, we study the quad-curl eigenvalue problem and propose a mixed method using edge elements for the…

Numerical Analysis · Mathematics 2013-10-25 Jiguang Sun

Multigrid solvers for hierarchical hybrid grids (HHG) have been proposed to promote the efficient utilization of high performance computer architectures. These HHG meshes are constructed by uniformly refining a relatively coarse fully…

Numerical Analysis · Mathematics 2023-08-25 Matthias Mayr , Luc Berger-Vergiat , Peter Ohm , Raymond S. Tuminaro

We design and implement a parallel algebraic multigrid method for isotropic graph Laplacian problems on multicore Graphical Processing Units (GPUs). The proposed AMG method is based on the aggregation framework. The setup phase of the…

Numerical Analysis · Mathematics 2013-02-12 James Brannick , Yao Chen , Xiaozhe Hu , Ludmil Zikatanov

Multigrid is a powerful solver for large-scale linear systems arising from discretized partial differential equations. The convergence theory of multigrid methods for symmetric positive definite problems has been well developed over the…

Numerical Analysis · Mathematics 2022-04-19 Xuefeng Xu

Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the…

Quantum Physics · Physics 2008-06-10 Eric J. Heller , Lev Kaplan , Frank Pollmann

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen