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We present the construction of a sparse-compressed operator that approximates the solution operator of elliptic PDEs with rough coefficients. To derive the compressed operator, we construct a hierarchical basis of an approximate solution…

Numerical Analysis · Mathematics 2024-07-29 Jose C. Garay , Hannah Mohr , Daniel Peterseim , Christoph Zimmer

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

The paper introduces the sweeping preconditioner, which is highly efficient for iterative solutions of the variable coefficient Helmholtz equation including very high frequency problems. The first central idea of this novel approach is to…

Numerical Analysis · Mathematics 2010-08-04 Björn Engquist , Lexing Ying

We develop a robust matrix-free, communication avoiding parallel, high-degree polynomial preconditioner for the Conjugate Gradient method for large and sparse symmetric positive definite linear systems. We discuss the selection of a scaling…

Numerical Analysis · Mathematics 2022-08-03 L. Bergamaschi , M. Ferronato , G. Isotton , C. Janna , A. Martinez

We consider a mixed dimensional elliptic partial differential equation posed in a bulk domain with a large number of embedded interfaces. In particular, we study well-posedness of the problem and regularity of the solution. We also propose…

Numerical Analysis · Mathematics 2023-01-02 Fredrik Hellman , Axel Målqvist , Malin Mosquera

We consider iterative methods for solving the linearised Navier-Stokes equations arising from two-phase flow problems and the efficient preconditioning of such systems when using mixed finite element methods. Our target application is…

Numerical Analysis · Mathematics 2020-05-18 Niall Bootland , Alistair Bentley , Christopher Kees , Andrew Wathen

We construct and analyze a preconditioner of the linear elastiity system discretized by conforming linear finite elements in the framework of the auxiliary space method. The auxiliary space preconditioner is based on discretization of a…

Numerical Analysis · Mathematics 2010-03-15 James Brannick , Durkbin Cho

In this paper we propose and analyze a preconditioner for a system arising from a finite element approximation of second order elliptic problems describing processes in highly het- erogeneous media. Our approach uses the technique of…

Numerical Analysis · Mathematics 2016-01-14 Johannes Kraus , Raytcho Lazarov , Maria Lymbery , Svetozar Margenov , Ludmil Zikatanov

Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way…

Machine Learning · Computer Science 2019-02-21 Filip de Roos , Philipp Hennig

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

The multilevel Schwarz preconditioner is one of the most popular parallel preconditioners for enhancing convergence and improving parallel efficiency. However, its parallel implementation on arbitrary unstructured triangular/tetrahedral…

Numerical Analysis · Mathematics 2024-12-13 Chengdi Ma

When a linear system Ax = y is solved by means of iterative methods (mainly CG and GMRES) and the convergence rate is slow, one may consider a preconditioner P. The use of such preconditioner changes the spectrum of the matrix defining the…

Numerical Analysis · Mathematics 2013-04-03 F. Tudisco , C. Di Fiore , E. E. Tyrtyshnikov

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

Recently, probabilistic predictive coding that directly models the conditional distribution of latent features across successive frames for temporal redundancy removal has yielded promising results. Existing methods using a single-scale…

Image and Video Processing · Electrical Eng. & Systems 2023-12-13 Ming Lu , Zhihao Duan , Fengqing Zhu , Zhan Ma

Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…

Numerical Analysis · Mathematics 2022-01-17 Antonella Galizia , Simone Cammarasana , Andrea Clematis , Giuseppe Patane'

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

Numerical Analysis · Mathematics 2021-10-15 Fabio Nobile , Tommaso Vanzan

Although some preconditioners are available for solving dense linear systems, there are still many matrices for which preconditioners are lacking, in particular in cases where the size of the matrix $N$ becomes very large. There remains…

Numerical Analysis · Mathematics 2016-02-05 Pieter Coulier , Hadi Pouransari , Eric Darve

This paper rigorously analyses preconditioners for the time-harmonic Maxwell equations with absorption, where the PDE is discretised using curl-conforming finite-element methods of fixed, arbitrary order and the preconditioner is…

Numerical Analysis · Mathematics 2020-03-23 Marcella Bonazzoli , Victorita Dolean , Ivan G. Graham , Euan A. Spence , Pierre-Henri Tournier

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

In this paper, we examine a number of additive and multiplicative multilevel iterative methods and preconditioners in the setting of two-dimensional local mesh refinement. While standard multilevel methods are effective for uniform…

Numerical Analysis · Mathematics 2010-01-12 Burak Aksoylu , Stephen Bond , Michael Holst
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