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This work develops user-friendly a posteriori error estimates of finite element methods, based on smoothers of linear iterative solvers. The proposed method employs simple smoothers, such as Jacobi or Gauss-Seidel iteration, on an auxiliary…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Han Shui

This paper investigates explicit expressions for the error associated with the block rational Krylov approximation of matrix functions. Two formulas are proposed, both derived from characterizations of the block FOM residual. The first…

Numerical Analysis · Mathematics 2026-03-23 Stefano Massei , Leonardo Robol

We propose and analyze a goal-oriented a posteriori error estimator for the atomistic-continuum modeling error in the quasicontinuum method. Based on this error estimator, we develop an algorithm which adaptively determines the atomistic…

Numerical Analysis · Mathematics 2007-05-23 Marcel Arndt , Mitchell Luskin

In this paper, we develop algorithms for computing the recurrence coefficients corresponding to multiple orthogonal polynomials on the step-line. We reformulate the problem as an inverse eigenvalue problem, which can be solved using…

Numerical Analysis · Mathematics 2026-03-05 Amin Faghih , Michele Rinelli , Marc Van Barel , Raf Vandebril , Robbe Vermeiren

Adaptive atomistic/continuum (a/c) coupling method is an important method for the simulation of material and atomistic systems with defects to achieve the balance of accuracy and efficiency. Residual based a posteriori error estimator is…

Numerical Analysis · Mathematics 2022-11-28 Yangshuai Wang , Hao Wang

Many modern datasets exhibit dependencies among observations as well as variables. A decade ago, Kalaitzis et. al. (2013) proposed the Bigraphical Lasso, an estimator for precision matrices of matrix-normals based on the Cartesian product…

Statistics Theory · Mathematics 2025-12-23 Shuheng Zhou , Kristjan Greenewald

We propose an a posteriori error estimator for high-order $p$- or $hp$-finite element discretizations of selfadjoint linear elliptic eigenvalue problems that is appropriate for estimating the error in the approximation of an eigenvalue…

Numerical Analysis · Mathematics 2020-09-16 Stefano Giani , Luka Grubisic , Harri Hakula , Jeffrey Ovall

Global and block Krylov subspace methods are efficient iterative solvers for large sparse linear systems with multiple right-hand sides. However, global or block Lanczos-type solvers often exhibit large oscillations in the residual norms…

Numerical Analysis · Mathematics 2022-11-16 Kensuke Aihara , Akira Imakura , Keiichi Morikuni

We seek to approximate a composite function h(x) = g(f(x)) with a global polynomial. The standard approach chooses points x in the domain of f and computes h(x) at each point, which requires an evaluation of f and an evaluation of g. We…

Numerical Analysis · Mathematics 2013-04-09 Paul G. Constantine , Eric T. Phipps

Variance reduction is a crucial idea for Monte Carlo simulation and the stochastic Lanczos quadrature method is a dedicated method to approximate the trace of a matrix function. Inspired by their advantages, we combine these two techniques…

Numerical Analysis · Mathematics 2023-07-14 Zongyuan Han , Wenhao Li , Yixuan Huang , Shengxin Zhu

A fundamental task in numerical computation is the solution of large linear systems. The conjugate gradient method is an iterative method which offers rapid convergence to the solution, particularly when an effective preconditioner is…

Methodology · Statistics 2018-12-18 Jon Cockayne , Chris Oates , Ilse Ipsen , Mark Girolami

This paper derives an a posteriori error estimator for the nonlinear first-order optimality conditions associated with the electrically and flexoelectrically coupled Frank-Oseen model of liquid crystals, building on previous results for…

Numerical Analysis · Mathematics 2026-04-13 J. H. Adler , D. B. Emerson

We present randomized algorithms based on block Krylov space method for estimating the trace and log-determinant of Hermitian positive semi-definite matrices. Using the properties of Chebyshev polynomial and Gaussian random matrix, we…

Numerical Analysis · Mathematics 2020-03-03 Hanyu Li , Yuanyang Zhu

This work develops novel rational Krylov methods for updating a large-scale matrix function f(A) when A is subject to low-rank modifications. It extends our previous work in this context on polynomial Krylov methods, for which we present a…

Numerical Analysis · Mathematics 2020-08-27 Bernhard Beckermann , Alice Cortinovis , Daniel Kressner , Marcel Schweitzer

A coarse grid correction (CGC) approach is proposed to enhance the efficiency of the matrix exponential and $\varphi$ matrix function evaluations. The approach is intended for iterative methods computing the matrix-vector products with…

Numerical Analysis · Mathematics 2024-04-23 Mike A. Botchev

Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate…

Data Structures and Algorithms · Computer Science 2015-11-02 Cameron Musco , Christopher Musco

The article deals with iterative methods of solving linear operator equations $x = Bx + f$ and $Ax = f$ with self-adjoint operators in Hilbert space $X$ in critical case when $\rho(B) = 1$ and $0 \in {\rm Sp}\, A$. The main results are…

Functional Analysis · Mathematics 2014-12-04 O. V. Matysik , P. P. Zabreiko

We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis , Simon Vary , Bart Vandereycken

Inhomogeneous dynamical mean-field theory has been employed to solve many interesting strongly interacting problems from transport in multilayered devices to the properties of ultracold atoms in a trap. The main computational step,…

Strongly Correlated Electrons · Physics 2011-02-17 Pierre Carrier , Jok M. Tang , Yousef Saad , James K. Freericks

The paper is concerned with efficient numerical methods for solving a linear system $\phi(A) x= b$, where $\phi(z)$ is a $\phi$-function and $A\in \mathbb R^{N\times N}$. In particular in this work we are interested in the computation of…

Numerical Analysis · Mathematics 2023-02-16 L. Gemignani
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