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We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…
We present a rational filter for computing all eigenvalues of a symmetric definite eigenvalue problem lying in an interval on the real axis. The linear systems arising from the filter embedded in the subspace iteration framework, are solved…
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…
We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…
Biot's consolidation model in poroelasticity has a number of applications in science, medicine, and engineering. The model depends on various parameters, and in practical applications these parameters ranges over several orders of…
We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…
The rational covariance extension problem to determine a rational spectral density given a finite number of covariance lags can be seen as a matrix completion problem to construct an infinite-dimensional positive-definite Toeplitz matrix…
In this paper we consider sweeping preconditioners for time harmonic wave propagation in stratified media, especially in the presence of reflections. In the most famous class of sweeping preconditioners Dirichlet-to-Neumann operators for…
We investigate the regularizing behavior of an iterative Krylov subspace method for the solution of linear inverse problems in precisions lower than double. Recent works have considered the projection of iterated Tikhonov methods using…
In this work, we propose a novel preconditioned Krylov subspace method for solving an optimal control problem of wave equations, after explicitly identifying the asymptotic spectral distribution of the involved sequence of linear…
We consider the parallel-in-time solution of hyperbolic partial differential equation (PDE) systems in one spatial dimension, both linear and nonlinear. In the nonlinear setting, the discretized equations are solved with a preconditioned…
Solving time-harmonic wave propagation problems by iterative methods is a difficult task, and over the last two decades, an important research effort has gone into developing preconditioners for the simplest representative of such wave…
Employing the ideas of non-linear preconditioning and testing of the classical proximal point method, we formalise common arguments in convergence rate and convergence proofs of optimisation methods to the verification of a simple…
The approximation of $e^{tA}B$ where $A$ is a large sparse matrix and $B$ a rectangular matrix is the key ingredient in many scientific and engineering computations. A powerful tool to manage the matrix exponential function is to resort to…
We present the construction of additive multilevel preconditioners, also known as BPX preconditioners, for the solution of the linear system arising in isogeometric adaptive schemes with (truncated) hierarchical B-splines. We show that the…
We modify the well-known interior penalty finite element discretization method so that it allows for element-by-element assembly. This is possible due to the introduction of additional unknowns associated with the interfaces between…
This paper studies circular designs for interference models, where a treatment assigned to a plot also affects its neighboring plots within a block. For the purpose of estimating total effects, the circular neighbor balanced design was…
Tempered fractional diffusion equations are a crucial class of equations widely applied in many physical fields. In this paper, the Crank-Nicolson method and the tempered weighted and shifts Gr\"unwald formula are firstly applied to…
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…
This paper considers the inversion of ill-posed linear operators. To regularise the problem the solution is enforced to lie in a non-convex subset. Theoretical properties for the stable inversion are derived and an iterative algorithm akin…