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The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…

Numerical Analysis · Mathematics 2015-08-13 Daniel Kressner , Michael Steinlechner , Bart Vandereycken

We study acceleration and preconditioning strategies for a class of Douglas-Rachford methods aiming at the solution of convex-concave saddle-point problems associated with Fenchel-Rockafellar duality. While the basic iteration converges…

Optimization and Control · Mathematics 2016-04-22 Kristian Bredies , Hongpeng Sun

Convergence analysis of a nested iterative scheme proposed by Bank,Welfert and Yserentant (BWY) ([Numer. Math., 666: 645-666, 1990]) for solving saddle point system is presented. It is shown that this scheme converges under weaker…

Numerical Analysis · Mathematics 2018-04-13 Long Chen , Yongke Wu

Recently, Garcke et al.[Garcke, Hinze, Kahle, A stable and linear time discretization for a thermodynamically consistent model for two-phase incompressible flow, Applied Numerical Mathematics 99, pp. 151-171, 2016] developed a consistent…

Numerical Analysis · Mathematics 2017-02-16 Jessica Bosch , Christian Kahle , Martin Stoll

We investigate various block preconditioners for a low-order Raviart-Thomas discretization of the mixed Poisson problem on adaptive quadrilateral meshes. In addition to standard diagonal and Schur complement preconditioners, we present a…

Numerical Analysis · Mathematics 2024-12-20 Carsten Burstedde , Jose A. Fonseca , Bram Metsch

We study the performance of a new block preconditioner for a class of $3\times3$ block saddle point problems which arise from finite element methods for solving time-dependent Maxwell equations and some other practical problems. We also…

Numerical Analysis · Mathematics 2021-09-24 Maryam Abdolmaleki , Saeed Karimi , Davod Khojasteh Salkuyeh

High-order implicit shock tracking (fitting) is a class of high-order numerical methods that use numerical optimization to simultaneously compute a high-order approximation to a conservation law solution and align elements of the…

Numerical Analysis · Mathematics 2024-06-28 Jakob Vandergrift , Matthew J. Zahr

Stochastic nonconvex-concave min-max saddle point problems appear in many machine learning and control problems including distributionally robust optimization, generative adversarial networks, and adversarial learning. In this paper, we…

Optimization and Control · Mathematics 2023-09-12 Morteza Boroun , Zeinab Alizadeh , Afrooz Jalilzadeh

Multiscale or multiphysics problems often involve coupling of partial differential equations posed on domains of different dimensionality. In this work we consider a simplified model problem of a 3d-1d coupling and the main objective is to…

Numerical Analysis · Mathematics 2018-09-25 Miroslav Kuchta , Kent-Andre Mardal , Mikael Mortensen

Coupled multi-physics problems are encountered in countless applications and pose significant numerical challenges. Although monolithic approaches offer possibly the best solution strategy, they often require ad-hoc preconditioners and…

Numerical Analysis · Mathematics 2023-11-08 Roberto Nuca , Erlend Storvik , Florin A. Radu , Matteo Icardi

In contact mechanics computation, the constraint conditions on the contact surfaces are typically enforced by the Lagrange multiplier method, resulting in a saddle point system. Given that the saddle point matrix is indefinite, solving…

Numerical Analysis · Mathematics 2024-09-24 Xiaoyu Duan , Hengbin An

The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach. For larger cutting model sizes the limiting…

Optimization and Control · Mathematics 2023-08-25 Christoph Helmberg

In this article, we discuss several classes of Uzawa smoothers for the application in multigrid methods in the context of saddle point problems. Beside commonly used variants, such as the inexact and block factorization version, we also…

Numerical Analysis · Mathematics 2016-12-06 Lorenz John , Ulrich Rüde , Barbara Wohlmuth , Walter Zulehner

We consider the solution of saddle-point systems with a tree-based block structure, introducing a parallelizable direct method for their solution. As our key contribution, we then propose several structure-exploiting preconditioners to be…

Numerical Analysis · Mathematics 2024-11-01 Christoph Hansknecht , Bernhard Heinzelreiter , John W. Pearson , Andreas Potschka

The primal-dual hybrid gradient (PDHG) method is one of the most popular algorithms for solving saddle point problems. However, when applying the PDHG method and its many variants to some real-world models commonly encountered in signal…

Optimization and Control · Mathematics 2025-06-10 Jintao Yu , Hongjin He

We consider symmetric positive definite preconditioners for multiple saddle-point systems of block tridiagonal form, which can be applied within the MINRES algorithm. We describe such a preconditioner for which the preconditioned matrix has…

Numerical Analysis · Mathematics 2023-02-02 John W. Pearson , Andreas Potschka

We consider systems of nonlinear magnetostatics and quasistatics that typically arise in the modeling and simulation of electric machines. The nonlinear problems, eventually obtained after time discretization, are usually solved by…

Numerical Analysis · Mathematics 2023-11-27 Herbert Egger , Felix Engertsberger , Bogdan Radu

The preconditioned iterative solution of large-scale saddle-point systems is of great importance in numerous application areas, many of them involving partial differential equations. Robustness with respect to certain problem parameters is…

Numerical Analysis · Mathematics 2021-04-22 Roland Herzog

A combination of block-Jacobi and deflation preconditioning is used to solve a high-order discontinuous collocation-based discretization of the Schur complement of the Poisson-Neumann system as arises in the operator splitting of the…

Numerical Analysis · Mathematics 2016-03-23 Sumedh M. Joshi , Greg N. Thomsen , Peter J. Diamessis

We develop a robust and efficient iterative method for hyper-elastodynamics based on a novel continuum formulation recently developed. The numerical scheme is constructed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2019-02-20 Ju Liu , Alison L. Marsden