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We present a new computational approach for a class of large-scale nonlinear eigenvalue problems (NEPs) that are nonlinear in the eigenvalue. The contribution of this paper is two-fold. We derive a new iterative algorithm for NEPs, the…

Numerical Analysis · Mathematics 2015-03-23 Elias Jarlebring , Giampaolo Mele , Olof Runborg

We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…

Numerical Analysis · Mathematics 2019-11-15 Hamid Mirchi , Davod Khojasteh Salkuyeh

We present a high-order spacetime numerical method for discretizing and solving linear initial-boundary value problems using wavelet-based techniques with user-prescribed error estimates. The spacetime wavelet discretization yields a system…

Numerical Analysis · Mathematics 2025-09-04 Cody D. Cochran , Karel Matous

Eigenvalues of parameter-dependent quadratic eigenvalue problems form eigencurves. The critical points on these curves, where the derivative vanishes, are of practical interest. A particular example is found in the dispersion curves of…

Numerical Analysis · Mathematics 2025-08-12 Bor Plestenjak , Daniel A. Kiefer , Hauke Gravenkamp

We present a method to linearize, without approximation, a specific class of eigenvalue problems with eigenvector nonlinearities (NEPv), where the nonlinearities are expressed by scalar functions that are defined by a quotient of linear…

Numerical Analysis · Mathematics 2021-05-24 Rob Claes , Elias Jarlebring , Karl Meerbergen , Parikshit Upadhyaya

We consider large linear systems arising from the isogeometric discretization of the Poisson problem on a single-patch domain. The numerical solution of such systems is considered a challenging task, particularly when the degree of the…

Numerical Analysis · Mathematics 2016-07-22 Giancarlo Sangalli , Mattia Tani

Over the past decades, transformations between different classes of eigenvalue problems have played a central role in the development of numerical methods for eigenvalue computations. One of the most well-known and successful examples of…

Numerical Analysis · Mathematics 2025-09-05 Elias Jarlebring , Vilhelm P. Lithell

This paper considers the numerical solution of generalized Sylvester matrix equations, which arise in many scientific and engineering applications but remain challenging to solve efficiently, particularly when the coefficient matrices are…

Numerical Analysis · Mathematics 2026-04-20 Hongjia Chen , Chun-Hua Zhang , Zhongming Teng , Lei Du

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

In this paper, we propose a semigroup method for solving high-dimensional elliptic partial differential equations (PDEs) and the associated eigenvalue problems based on neural networks. For the PDE problems, we reformulate the original…

Numerical Analysis · Mathematics 2022-01-14 Haoya Li , Lexing Ying

We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…

Optimization and Control · Mathematics 2024-10-22 Tucker Hartland , Cosmin G. Petra , Noemi Petra , Jingyi Wang

In this paper, we study control design methods for assigning a subset of nonlinear right or left eigenvalues to a specified set of scalar-valued functions via nonlinear Sylvester equations. This framework can be viewed as a generalization…

Optimization and Control · Mathematics 2025-09-12 Shang Wang , Xiaodong Cheng , Yu Kawano , Peter van Heijster

PDE-constrained optimization aims at finding optimal setups for partial differential equations so that relevant quantities are minimized. Including sparsity promoting terms in the formulation of such problems results in more practically…

Numerical Analysis · Mathematics 2016-11-23 Margherita Porcelli , Valeria Simoncini , Martin Stoll

We introduce a neural-preconditioned iterative solver for Poisson equations with mixed boundary conditions. Typical Poisson discretizations yield large, ill-conditioned linear systems. Iterative solvers can be effective for these problems,…

Numerical Analysis · Mathematics 2025-12-16 Kai Weixian Lan , Elias Gueidon , Ayano Kaneda , Julian Panetta , Joseph Teran

We consider the adaptive-rank integration of {2D and 3D} time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled…

Numerical Analysis · Mathematics 2025-10-02 Hamad El Kahza , Jing-Mei Qiu , Luis Chacon , William Taitano

The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…

Numerical Analysis · Mathematics 2022-01-31 Boris Bonev , Jan S. Hesthaven

Preconditioned eigenvalue solvers offer the possibility to incorporate preconditioners for the solution of large-scale eigenvalue problems, as they arise from the discretization of partial differential equations. The convergence analysis of…

Numerical Analysis · Mathematics 2024-12-20 Foivos Alimisis , Daniel Kressner , Nian Shao , Bart Vandereycken

This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…

Numerical Analysis · Mathematics 2020-05-06 Loic Giraldi , Anthony Nouy

In this paper, an inexact Newton method for solving real-valued nonlinear eigenvalue problems with eigenvector dependency (NEPv) is introduced that is able to solve the problem on a matrix level. Our main contribution is to derive a variant…

Numerical Analysis · Mathematics 2024-09-04 Tom Werner

Nonlinear eigenvalue problems with eigenvector nonlinearities (NEPv) are algebraic eigenvalue problems whose matrix depends on the eigenvector. Applications range from computational quantum mechanics to machine learning. Due to its…

Numerical Analysis · Mathematics 2025-10-06 Victor Janssens , Karl Meerbergen , Wim Michiels
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