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In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for…

Numerical Analysis · Mathematics 2017-08-28 Francisco J. Gaspar , Carmen Rodrigo

Implicit solvers for atmospheric models are often accelerated via the solution of a preconditioned system. For block preconditioners this typically involves the factorisation of the (approximate) Jacobian resulting from linearization of the…

Numerical Analysis · Mathematics 2024-10-03 David Lee , Alberto F. Martín , Kieran Ricardo

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang

The stories told in this paper are dealing with the solution of finite, infinite, and biinfinite Toeplitz-type systems. A crucial role plays the off-diagonal decay behavior of Toeplitz matrices and their inverses. Classical results of…

Numerical Analysis · Mathematics 2025-10-20 Thomas Strohmer

In this paper, we propose an efficient method for solving multi-dimensional Riesz space fractional diffusion equations with variable coefficients. The Crank-Nicolson (CN) method is used for temporal discretization, while the fourth-order…

Numerical Analysis · Mathematics 2025-08-01 Yuan-Yuan Huang , Wei Qu , Sean Y. Hon , Siu-Long Lei

A block diagonal preconditioner with the minimal residual method and a block triangular preconditioner with the generalized minimal residual method are developed for Hu-Zhang mixed finite element methods of linear elasticity. They are based…

Numerical Analysis · Mathematics 2016-05-24 Long Chen , Jun Hu , Xuehai Huang

The space fractional Cahn-Hilliard phase-field model is more adequate and accurate in the description of the formation and phase change mechanism than the classical Cahn-Hilliard model. In this article, we propose a temporal second-order…

Numerical Analysis · Mathematics 2021-05-13 Yong-Liang Zhao , Meng Li , Alexander Ostermann , Xian-Ming Gu

We propose several circulant preconditioners for systems defined by some functions $g$ of Toeplitz matrices $A_n$. In this paper we are interested in solving $g(A_n)\mathbf{x}=\mathbf{b}$ by the preconditioned conjugate method or the…

Numerical Analysis · Mathematics 2018-07-31 Sean Hon

In this paper, we design robust and efficient block preconditioners for the two-field formulation of Biot's consolidation model, where stabilized finite-element discretizations are used. The proposed block preconditioners are based on the…

Numerical Analysis · Mathematics 2017-05-25 James H. Adler , Francisco J. Gaspar , Xiaozhe Hu , Carmen Rodrigo , Ludmil T. Zikatanov

In this paper we derive a Toeplitz-structured closed form of the unique positive semi-definite stabilizing solution for the discrete-time algebraic Riccati equations, especially for the case that the state matrix is not stable. Based on the…

Numerical Analysis · Mathematics 2024-03-06 Zhen-Chen Guo , Xin Liang

When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized…

Numerical Analysis · Mathematics 2019-04-15 Jennifer Pestana

In this work, we propose a class of novel preconditioned Krylov subspace methods for solving an optimal control problem of parabolic equations. Namely, we develop a family of block $\omega$-circulant based preconditioners for the…

Numerical Analysis · Mathematics 2024-06-04 Po Yin Fung , Sean Hon

The discrete dipole approximation (DDA) is a popular numerical method for calculating the scattering properties of atmospheric ice crystals. The standard DDA formulation involves the uniform discretization of the underlying volume integral…

Computational Physics · Physics 2019-03-26 Samuel P. Groth , Athanasios G. Polimeridis , Jacob K. White

The recently introduced divergence-conforming B-spline discretizations allow the construction of smooth discrete velocity-pressure pairs for viscous incompressible flows that are at the same time inf-sup stable and divergence-free. When…

Numerical Analysis · Mathematics 2013-09-20 Adriano M. A. Cortes , Alvaro L. G. A. Coutinho

It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite…

Numerical Analysis · Mathematics 2022-09-20 Marco Donatelli , Rolf Krause , Mariarosa Mazza , Ken Trotti

Block-coordinate algorithms are recognized to furnish efficient iterative schemes for addressing large-scale problems, especially when the computation of full derivatives entails substantial memory requirements and computational efforts. In…

Optimization and Control · Mathematics 2025-04-16 Pedro Pérez-Aros , David Torregrosa-Belén

In [McDonald, Pestana and Wathen, \textit{SIAM J. Sci. Comput.}, 40 (2018), pp. A1012--A1033], a block circulant preconditioner is proposed for all-at-once linear systems arising from evolutionary partial differential equations, in which…

Numerical Analysis · Mathematics 2021-03-04 X. -L. Lin , M. Ng

We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian problem. Through singularity subtraction, we obtain a…

Numerical Analysis · Mathematics 2020-01-29 Victor Minden , Lexing Ying

In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…

Numerical Analysis · Mathematics 2020-05-06 Daijun Jiang , Yikan Liu , Dongling Wang

The Erlangian approximation of Markovian fluid queues leads to the problem of computing the matrix exponential of a subgenerator having a block-triangular, block-Toeplitz structure. To this end, we propose some algorithms which exploit the…

Numerical Analysis · Mathematics 2015-02-27 D. A. Bini , S. Dendievel , G. Latouche , B. Meini