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We examine the interaction of multigrid methods and shape optimization in appropriate shape spaces. Our aim is a scalable algorithm for application on supercomputers, which can only be achieved by mesh-independent convergence. The impact of…

Optimization and Control · Mathematics 2021-04-12 Martin Siebenborn , Kathrin Welker

The use of multigrid and related preconditioners with the finite element method is often limited by the difficulty of applying the algorithm effectively to a problem, especially when the domain has a complex shape or adaptive refinement. We…

Numerical Analysis · Computer Science 2015-03-19 Peter R. Brune , Matthew G. Knepley , L. Ridgway Scott

We study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all…

Optimization and Control · Mathematics 2026-05-11 Sen Na , Sungho Shin , Mihai Anitescu , Victor M. Zavala

This paper builds on the algebraic theory in the companion paper [Algebraic Error Analysis for Mixed-Precision Multigrid Solvers] to obtain discretization-error-accurate solutions for linear elliptic partial differential equations (PDEs) by…

Numerical Analysis · Mathematics 2020-07-15 Rasmus Tamstorf , Joseph Benzaken , Stephen F. McCormick

This paper provides a framework to analyze stochastic gradient algorithms in a mean squared error (MSE) sense using the asymptotic normality result of the stochastic gradient descent (SGD) iterates. We perform this analysis by taking the…

Machine Learning · Statistics 2019-10-28 Yakup Ceki Papo

Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…

Optimization and Control · Mathematics 2024-02-08 Xufeng Cai , Cheuk Yin Lin , Jelena Diakonikolas

Classical assumptions like strong convexity and Lipschitz smoothness often fail to capture the nature of deep learning optimization problems, which are typically non-convex and non-smooth, making traditional analyses less applicable. This…

Machine Learning · Computer Science 2025-05-01 Binchuan Qi , Wei Gong , Li Li

This paper is devoted to the multigrid convergence analysis for the linear systems arising from the conforming linear finite element discretization of the second order elliptic equations with anisotropic diffusion. The multigrid convergence…

Numerical Analysis · Mathematics 2011-05-09 Guozhu Yu , Jinchao Xu , Ludmil Zikatanov

Most modern learning problems are highly overparameterized, meaning that there are many more parameters than the number of training data points, and as a result, the training loss may have infinitely many global minima (parameter vectors…

Machine Learning · Computer Science 2019-06-11 Navid Azizan , Sahin Lale , Babak Hassibi

In this paper we analyse the convergence properties of V-cycle multigrid algorithms for the numerical solution of the linear system of equations arising from discontinuous Galerkin discretization of second-order elliptic partial…

Numerical Analysis · Computer Science 2017-10-02 P. F. Antonietti , G. Pennesi

Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine…

Numerical Analysis · Mathematics 2024-12-11 Lehan Chen , Yuji Nakatsukasa

We propose a robust, adaptive coarse-grid correction scheme for matrix-free geometric multigrid targeting PDEs with strongly varying coefficients. The method combines uniform geometric coarsening of the underlying grid with heterogeneous…

Performance · Computer Science 2025-11-18 Fabian Böhm , Nils Kohl , Harald Köstler , Ulrich Rüde

Isogeometric Analysis is a high-order discretization method for boundary value problems that uses a number of degrees of freedom which is as small as for a low-order method. Standard isogeometric discretizations require a global…

Numerical Analysis · Mathematics 2021-03-05 Stefan Takacs

We propose V--cycle multigrid methods for vector field problems arising from the lowest order hexahedral N\'{e}d\'{e}lec finite element. Since the conventional scalar smoothing techniques do not work well for the problems, a new type of…

Numerical Analysis · Mathematics 2022-05-13 Duk-Soon Oh

We propose and analyse a fully adaptive strategy for solving elliptic PDEs with random data in this work. A hierarchical sequence of adaptive mesh refinements for the spatial approximation is combined with adaptive anisotropic sparse…

Numerical Analysis · Mathematics 2020-08-26 Jens Lang , Robert Scheichl , David Silvester

Multiscale mixed methods based on non-overlapping domain decompositions can efficiently handle the solution of significant subsurface flow problems in very heterogeneous formations of interest to the industry, especially when implemented on…

Numerical Analysis · Mathematics 2025-02-25 Dilong Zhou , Rafael Guiraldello , Felipe Pereira

Multigrid methods are popular iterative methods for solving large-scale sparse systems of linear equations. We present a mixed precision formulation of the multigrid V-cycle with general assumptions on the finite precision errors coming…

Numerical Analysis · Mathematics 2025-11-07 Petr Vacek , Hartwig Anzt , Erin Carson , Nils Kohl , Ulrich Rüde , Yu-Hsiang Tsai

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

In this paper, we propose a $W$-cycle $p$-multigrid method for solving the $p$-version symmetric interior penalty discontinuous Galerkin (SIPDG) discretization of elliptic problems. This SIPDG discretization employs hierarchical Legendre…

Numerical Analysis · Mathematics 2025-09-18 Nuo Lei , Donghang Zhang , Weiying Zheng

In this paper we analyze the convergence properties of two-level and W-cycle multigrid solvers for the numerical solution of the linear system of equations arising from hp-version symmetric interior penalty discontinuous Galerkin…

Numerical Analysis · Mathematics 2016-11-30 Paola F. Antonietti , Paul Houston , Xiaozhe Hu , Marco Sarti , Marco Verani