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Multilevel quadrature methods for parametric operator equations such as the multilevel (quasi-) Monte Carlo method are closely related to the sparse tensor product approximation between the spatial variable and the parameter. In this…

Numerical Analysis · Mathematics 2019-01-01 Michael Griebel , Helmut Harbrecht , Michael D. Multerer

Algebraic Multigrid (AMG) methods are often robust and effective solvers for solving the large and sparse linear systems that arise from discretized PDEs and other problems, relying on heuristic graph algorithms to achieve their…

Numerical Analysis · Mathematics 2023-08-23 Tareq Zaman , Nicolas Nytko , Ali Taghibakhshi , Scott MacLachlan , Luke Olson , Matthew West

We construct an algebraic multigrid (AMG) based preconditioner for the reduced Hessian of a linear-quadratic optimization problem constrained by an elliptic partial differential equation. While the preconditioner generalizes a geometric…

Numerical Analysis · Mathematics 2020-02-03 Andrew T. Barker , Andrei Draganescu

Large linear systems with sparse, non-symmetric matrices arise in the modeling of Markov chains or in the discretization of convection-diffusion problems. Due to their potential to solve sparse linear systems with an effort that is linear…

Numerical Analysis · Mathematics 2023-08-17 Benjamin Seibold

We propose a sparse interpolation construction and a practical coarsening algorithm for the algebraic multigrid (AMG) method, tailored towards H(curl). Building on the generalized AMG framework, we introduce an interior/exterior splitting…

Numerical Analysis · Mathematics 2026-03-02 Taoli Shen , James Brannick , Robert Falgout , Karsten Kahl , Jacob Schroder

We present a novel deep learning-based algorithm to accelerate - through the use of Artificial Neural Networks (ANNs) - the convergence of Algebraic Multigrid (AMG) methods for the iterative solution of the linear systems of equations…

Numerical Analysis · Mathematics 2025-06-18 Paola F. Antonietti , Matteo Caldana , Luca Dede'

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic…

Numerical Analysis · Mathematics 2020-04-27 Hanno Gottschalk , Karsten Kahl

This paper develops a new algebraic multigrid (AMG) method for sparse least-squares systems of the form $A=G^TG$ motivated by challenging applications in scientific computing where classical AMG methods fail. First we review and relate the…

Numerical Analysis · Mathematics 2026-01-09 Ben S. Southworth , Hussam Al Daas , Golo A. Wimmer , Ed Threlfall

Algebraic multigrid (AMG) is often an effective solver for symmetric positive definite (SPD) linear systems resulting from the discretization of general elliptic PDEs, or the spatial discretization of parabolic PDEs. However, convergence…

Numerical Analysis · Mathematics 2019-09-10 Thomas A. Manteuffel , Steffen Munzenmaier , John Ruge , Ben S. Southworth

This paper is to give an overview of AMG methods for solving large scale systems of equations such as those from the discretization of partial differential equations. AMG is often understood as the acronym of "Algebraic Multi-Grid", but it…

Numerical Analysis · Mathematics 2016-11-11 Jinchao Xu , Ludmil T Zikatanov

Algebraic Multigrid (AMG) methods are state-of-the-art algebraic solvers for partial differential equations. Still, their efficiency depends heavily on the choice of suitable parameters and/or ingredients. Paradigmatic examples include the…

Numerical Analysis · Mathematics 2026-01-01 Paola F. Antonietti , Matteo Caldana , Lorenzo Gentile , Marco Verani

Isogeometric analysis (IgA) offers enhanced approximation capabilities for the discretization of elliptic boundary-value problems, yet it results in large, sparse, and increasingly ill-conditioned linear systems due to higher…

Numerical Analysis · Mathematics 2026-05-01 Pasqua D'Ambra , Fabio Durastante , Salvatore Filippone

This paper introduces a novel approach to algebraic multigrid methods for large systems of linear equations coming from finite element discretizations of certain elliptic second order partial differential equations. Based on a discrete…

Numerical Analysis · Mathematics 2020-11-30 Lukas Kogler , Joachim Schöberl

Algebraic multigrid (AMG) is an $\mathcal{O}(n)$ solution process for many large sparse linear systems. A hierarchy of progressively coarser grids is constructed that utilize complementary relaxation and interpolation operators. High-energy…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-16 Amanda Bienz , Robert D. Falgout William Gropp , Luke N. Olson , Jacob B. Schroder

We study multilevel techniques, commonly used in PDE multigrid literature, to solve structured optimization problems. For a given hierarchy of levels, we formulate a coarse model that approximates the problem at each level and provides a…

Optimization and Control · Mathematics 2025-05-19 Ferdinand Vanmaele , Yara Elshiaty , Stefania Petra

This work proposes a scheme for significantly reducing the computational complexity of discretized problems involving the non-smooth forward propagation of uncertainty by combining the adaptive hierarchical sparse grid stochastic…

Computational Physics · Physics 2015-09-07 Robert L. Gates , Maximilian R. Bittens

Algebraic multigrid (AMG) is conventionally applied in a black-box fashion, agnostic to the underlying geometry. In this work, we propose that using geometric information -- when available -- to assist with setting up the AMG hierarchy is…

Numerical Analysis · Mathematics 2025-12-18 Songzhe Xu , Majid Rasouli , Robert M. Kirby , David Moxey , Hari Sundar

Multilevel techniques are efficient approaches for solving the large linear systems that arise from discretized partial differential equations and other problems. While geometric multigrid requires detailed knowledge about the underlying…

Numerical Analysis · Mathematics 2023-01-23 Tareq. U. Zaman , Scott P. MacLachlan , Luke N. Olson , Matt West

In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…

Optimization and Control · Mathematics 2019-08-14 Xiaotong Chen , Xiaoliang Song , Zixuan Chen , Bo Yu

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang
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