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This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…

Numerical Analysis · Mathematics 2022-04-20 Eric Ngondiep

Topology optimization problems generally support multiple local minima, and real-world applications are typically three-dimensional. In previous work [I. P. A. Papadopoulos, P. E. Farrell, and T. M. Surowiec, Computing multiple solutions of…

Numerical Analysis · Mathematics 2022-11-23 Ioannis P. A. Papadopoulos , Patrick E. Farrell

A novel fourth-order finite difference formula coupling the Crank-Nicolson explicit linearized method is proposed to solve Riesz space fractional nonlinear reaction-diffusion equations in two dimensions. Theoretically, under the Lipschitz…

Numerical Analysis · Mathematics 2024-05-07 Wei Qu , Yuan-Yuan Huang , Sean Hon , Siu-Long Lei

Algebraic multigrid (AMG) is one of the most efficient iterative methods for solving large sparse system of equations. However, how to build/check restriction and prolongation operators in practical of AMG methods for nonsymmetric {\em…

Numerical Analysis · Mathematics 2022-02-24 Minghua Chen , Rongjun Cao , Stefano Serra-Capizzano

This paper presents a scalable physics-based block preconditioner for mixed-dimensional models in beam-solid interaction and their application in engineering. In particular, it studies the linear systems arising from a regularized…

Computational Engineering, Finance, and Science · Computer Science 2024-08-09 Max Firmbach , Ivo Steinbrecher , Alexander Popp , Matthias Mayr

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

Analysis of PDEs · Mathematics 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

A DualTPD method is proposed for solving nonlinear partial differential equations. The method is characterized by three main features. First, decoupling via Fenchel--Rockafellar duality is achieved, so that nonlinear terms are discretized…

Numerical Analysis · Mathematics 2025-10-20 Long Chen , Ruchi Guo , Jingrong Wei , Jun Zou

In this note we present a multigrid preconditioning method for solving quadratic optimization problems constrained by a fractional diffusion equation. Multigrid methods within the all-at-once approach to solve the first order-order…

Optimization and Control · Mathematics 2020-10-29 Harbir Antil , Andrei Dr{ă}g{ă}nescu , Kiefer Green

We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank…

Numerical Analysis · Mathematics 2017-12-27 Gustavo Chávez , George Turkiyyah , Stefano Zampini , David Keyes

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…

Computational Engineering, Finance, and Science · Computer Science 2023-05-23 Juan F. Giraldo , Victor M. Calo

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

In this article, we investigate both forward and backward problems for coupled systems of time-fractional diffusion equations, encompassing scenarios of strong coupling. For the forward problem, we establish the well-posedness of the…

Analysis of PDEs · Mathematics 2025-08-19 Dian Feng , Yikan Liu , Shuai Lu

The Schr\"odinger equation defines the dynamics of quantum particles which has been an area of unabated interest in physics. We demonstrate how simple transformations of the Schr\"odinger equation leads to a coupled linear system, whereby…

Numerical Analysis · Computer Science 2015-03-17 Hisham bin Zubair , Bram Reps , Wim Vanroose

The finite difference scheme with the shifted Gr\"{u}nwarld formula is employed to semi-discrete the fractional diffusion equations. This spatial discretization can reduce to the large system of ordinary differential equations (ODEs) with…

Numerical Analysis · Mathematics 2013-05-30 Xian-Ming Gu , Ting-Zhu Huang , Xi-Le Zhao , Hou-Biao Li , Liang Li

We derive sharp approximation error bounds for inverse block Toeplitz matrices associated with multivariate long-memory stationary processes. The error bounds are evaluated for both column and row sums. These results are used to prove the…

Statistics Theory · Mathematics 2024-06-11 Akihiko Inoue , Junho Yang

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

Numerical Analysis · Mathematics 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a…

Numerical Analysis · Mathematics 2024-10-07 Meijie Kong , Hongfei Fu

The solution of Hermitian positive definite random Toeplitz systems $Ax=b$ by the preconditioned conjugate gradient method for the Strang circulant preconditioner is studied. We established the foundation for this method by extending the…

Numerical Analysis · Mathematics 2013-08-20 W. F. Ke , K. F. Lai , N. C. Wong

A Crank-Nicolson finite volume approximation for three-dimensional conservative space-fractional diffusion equation results in large and dense three-level Toeplitz discrete linear systems. Preconditioned Krylov subspace methods with sine…

Numerical Analysis · Mathematics 2026-03-19 Wei Qu , Siu-Long Lei , Sean Y. Hon , Yuan-Yuan Huang