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Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they now arise in an increasingly large number of applications. In this work, we consider…

Numerical Analysis · Mathematics 2024-03-04 Yannis Voet

An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…

Numerical Analysis · Mathematics 2013-04-15 Samir Kumar Bhowmik

In this paper we discuss an abstract iteration scheme for the calculation of the smallest eigenvalue of an elliptic operator eigenvalue problem. A short and geometric proof based on the preconditioned inverse iteration (PINVIT) for matrices…

Numerical Analysis · Mathematics 2010-03-09 Thorsten Rohwedder , Reinhold Schneider , Andreas Zeiser

When numerical solution of elliptic and parabolic partial differential equations is required to be highly accurate in space, the discrete problem usually takes the form of large-scale and sparse linear systems. In this work, as an…

Numerical Analysis · Mathematics 2024-07-23 Massimo Frittelli , Ivonne Sgura

This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator…

Numerical Analysis · Mathematics 2025-10-21 Volker Mehrmann , Manuel Schaller , Martin Stoll

We present a spectral element model for general-purpose simulation of non-overturning nonlinear water waves using the incompressible Navier-Stokes equations (INSE) with a free surface. The numerical implementation of the spectral element…

Numerical Analysis · Mathematics 2024-11-25 Anders Melander , Wojciech Laskowski , Spencer J. Sherwin , Allan P. Engsig-Karup

This paper introduces a novel Transformed Primal-Dual with variable-metric/preconditioner (TPDv) algorithm, designed to efficiently solve affine constrained optimization problems common in nonlinear partial differential equations (PDEs).…

Numerical Analysis · Mathematics 2023-12-20 Long Chen , Ruchi Guo , Jingrong Wei

We consider the solution of large-scale nonlinear algebraic Hermitian eigenproblems of the form $T(\lambda)v=0$ that admit a variational characterization of eigenvalues. These problems arise in a variety of applications and are…

Numerical Analysis · Mathematics 2015-04-14 Daniel B. Szyld , Eugene Vecharynski , Fei Xue

This work aims to accelerate the convergence of proximal gradient methods used to solve regularized linear inverse problems. This is achieved by designing a polynomial-based preconditioner that targets the eigenvalue spectrum of the normal…

We study a preconditioner for a Hermitian positive definite linear system, which is obtained as the solution of a matrix nearness problem based on the Bregman log determinant divergence. The preconditioner is of the form of a Hermitian…

Numerical Analysis · Mathematics 2023-12-15 Andreas Bock , Martin S. Andersen

The Sinc-Nystr\"{o}m method is a high-order numerical method based on Sinc basis functions for discretizing evolutionary differential equations in time. But in this method we have to solve all the time steps in one-shot (i.e. all-at-once),…

Numerical Analysis · Mathematics 2021-12-01 Jun Liu , Shu-Lin Wu

We describe how the low-rank structure in an SDP can be exploited to reduce the per-iteration cost of a convex primal-dual interior-point method down to $O(n^{3})$ time and $O(n^{2})$ memory, even at very high accuracies. A traditional…

Optimization and Control · Mathematics 2024-12-04 Hong-Ming Chiu , Richard Y. Zhang

We present an efficient procedure for computing resonances and resonant modes of Helmholtz problems posed in exterior domains. The problem is formulated as a nonlinear eigenvalue problem (NEP), where the nonlinearity arises from the use of…

Numerical Analysis · Mathematics 2016-07-01 Juan Carlos Araujo-Cabarcas , Christian Engstrom , Elias Jarlebring

In this paper, we adopt a componentwise perturbation analysis for $\star$-Sylvester equations. Based on the small condition estimation (SCE), we devise the algorithms to estimate normwise, mixed and componentwise condition numbers for…

Numerical Analysis · Mathematics 2016-07-15 Huai-An Diao , Hong Yan , Eric King-wah Chu

We propose a predictor-corrector adaptive method for the simulation of hyperbolic partial differential equations (PDEs) on networks under general uncertainty in parameters, initial conditions, or boundary conditions. The approach is based…

Numerical Analysis · Mathematics 2024-03-26 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik

In this paper, a novel multigrid method based on Newton iteration is proposed to solve nonlinear eigenvalue problems. Instead of handling the eigenvalue $\lambda$ and eigenfunction $u$ separately, we treat the eigenpair $(\lambda, u)$ as…

Numerical Analysis · Mathematics 2024-04-30 Fei Xu , Manting Xie , Meiling Yue

The stability of nonlinear waves on spatially extended domains is commonly probed by computing the spectrum of the linearization of the underlying PDE about the wave profile. It is known that convective transport, whether driven by the…

Numerical Analysis · Mathematics 2024-05-10 Stephanie Dodson , Ryan Goh , Bjorn Sandstede

We aim to solve the incompressible Navier-Stokes equations within the complex microstructure of a porous material. Discretizing the equations on a fine grid using a staggered (e.g., marker-and-cell, mixed FEM) scheme results in a nonlinear…

Numerical Analysis · Mathematics 2025-10-28 Kangan Li , Yashar Mehmani

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

We present a new parallel computational framework for the efficient solution of a class of $L^2$/$L^1$-regularized optimal control problems governed by semi-linear elliptic partial differential equations (PDEs). The main difficulty in…

Optimization and Control · Mathematics 2025-08-20 Gabriele Ciaramella , Michael Kartmann , Georg Müller