Related papers: A Robust Preconditioner for High-Contrast Problems
In this paper we consider multiple saddle point problems with block tridiagonal Hessian in a Hilbert space setting. Well-posedness and the related issue of preconditioning are discussed. We give a characterization of all block structured…
In this note we describe a space-time boundary element discretization of the heat equation and an efficient and robust preconditioning strategy which is based on the use of boundary integral operators of opposite orders, but which requires…
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…
In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…
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…
We shall propose and analyze some new preconditioners for the saddle-point systems arising from the edge element discretization of the time-harmonic Maxwell equations in three dimensions. We will first consider the saddle-point systems with…
This paper is concerned with the finite element discretization of the data driven approach according to arXiv:1510.04232 for the solution of PDEs with a material law arising from measurement data. To simplify the setting, we focus on a…
In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…
In this work, we study advection-robust Hybrid High-Order discretizations of the Oseen equations. For a given integer $k\ge 0$, the discrete velocity unknowns are vector-valued polynomials of total degree $\le k$ on mesh elements and faces,…
In this paper we develop adaptive numerical schemes for certain nonlinear variational problems. The discretization of the variational problems is done by representing the solution as a suitable frame decomposition, i.e., a complete, stable,…
This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…
We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…
We consider standard tracking-type, distributed elliptic optimal control problems with $L^2$ regularization, and their finite element discretization. We are investigating the $L^2$ error between the finite element approximation $u_{\varrho…
This paper addresses the variational multiscale stabilization of standard finite element methods for linear partial differential equations that exhibit multiscale features. The stabilization is of Petrov-Galerkin type with a standard finite…
In this work, we consider fracture propagation in nearly incompressible and (fully) incompressible materials using a phase-field formulation. We use a mixed form of the elasticity equation to overcome volume locking effects and develop a…
We consider the Navier-Stokes equations in a channel with varying Reynolds numbers. The model is discretized with high-order spectral element ansatz functions, resulting in 14 259 degrees of freedom. The steady-state snapshot solu- tions…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…
We design and analyze a new adaptive stabilized finite element method. We construct a discrete approximation of the solution in a continuous trial space by minimizing the residual measured in a dual norm of a discontinuous test space that…