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The relaxed physical factorization (RPF) preconditioner is a recent algorithm allowing for the efficient and robust solution to the block linear systems arising from the three-field displacement-velocity-pressure formulation of coupled…

Numerical Analysis · Mathematics 2021-08-10 Matteo Frigo , Nicola Castelletto , Massimiliano Ferronato

In this work, we present scalable balancing domain decomposition by constraints methods for linear systems arising from arbitrary order edge finite element discretizations of multi-material and heterogeneous 3D problems. In order to enforce…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Santiago Badia , Alberto F. Martín , Marc Olm

Many problems in fluid modelling require the efficient solution of highly anisotropic elliptic partial differential equations (PDEs) in "flat" domains. For example, in numerical weather- and climate-prediction an elliptic PDE for the…

Numerical Analysis · Mathematics 2015-02-11 Andreas Dedner , Eike Hermann Müller , Robert Scheichl

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

Preconditioners are generally essential for fast convergence in the iterative solution of linear systems of equations. However, the computation of a good preconditioner can be expensive. So, while solving a sequence of many linear systems,…

Numerical Analysis · Mathematics 2020-12-21 Arielle Grim-McNally , Eric de Sturler , Serkan Gugercin

We consider linear systems arising from the use of the finite element method for solving scalar linear elliptic problems. Our main result is that these linear systems, which are symmetric and positive semidefinite, are well approximated by…

Numerical Analysis · Mathematics 2025-10-20 Erik Boman , Bruce Hendrickson , Stephen Vavasis

We present Accelerated Cyclic Reduction (ACR), a distributed-memory fast direct solver for rank-compressible block tridiagonal linear systems arising from the discretization of elliptic operators, developed here for three dimensions.…

Analysis of PDEs · Mathematics 2018-01-08 Gustavo Chávez , George Turkiyyah , Stefano Zampini , Hatem Ltaief , David Keyes

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…

Computational Physics · Physics 2015-08-27 Simon Praetorius , Axel Voigt

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

In this paper, we propose and analyze an efficient preconditioning method for the elliptic problem based on the reconstructed discontinuous approximation method. We reconstruct a high-order piecewise polynomial space that arbitrary order…

Numerical Analysis · Mathematics 2024-07-16 Ruo Li , Qicheng Liu , Fanyi Yang

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…

Numerical Analysis · Mathematics 2017-04-04 Markus Bachmayr , Albert Cohen , Wolfgang Dahmen

In this paper, we present a multigrid preconditioner for solving the linear system arising from the piecewise linear nonconforming Crouzeix-Raviart discretization of second order elliptic problems with jump coefficients. The preconditioner…

Numerical Analysis · Mathematics 2011-07-13 Blanca Ayuso De Dios , Michael Holst , Yunrong Zhu , Ludmil Zikatanov

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

Numerical Analysis · Mathematics 2024-11-07 Wenzhi Gao , Zhaonan Qu , Madeleine Udell , Yinyu Ye

The efficient solution of discretisations of coupled systems of partial differential equations (PDEs) is at the core of much of numerical simulation. Significant effort has been expended on scalable algorithms to precondition Krylov…

Mathematical Software · Computer Science 2018-02-22 Robert C. Kirby , Lawrence Mitchell

Linear solvers for large and sparse systems are a key element of scientific applications, and their efficient implementation is necessary to harness the computational power of current computers. Algebraic MultiGrid (AMG) preconditioners are…

Numerical Analysis · Mathematics 2022-04-25 Pasqua D'Ambra , Fabio Durastante , Salvatore Filippone

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an…

Numerical Analysis · Mathematics 2020-06-25 Miguel Zambrano , Sintya Serrano , Boyan S. Lazarov , Juan Galvis

Preconditioning of a linear system obtained from spectral discretization of time-dependent PDEs often results in a full matrix which is expensive to compute and store specially when the problem size increases. A matrix-free implementation…

Statistics Theory · Mathematics 2016-06-09 A. Ghasemi , L. K. Taylor

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi