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We consider parametric families of partial differential equations--PDEs where the parameter $\kappa$ modifies only the (1,1) block of a saddle point matrix product of a discretization below. The main goal is to develop an algorithm that…

Numerical Analysis · Mathematics 2021-06-11 O. Andrés Cuervo , Juan Galvis , Marcus Sarkis

We consider a vector-Laplace problem posed on a 2D surface embedded in a 3D domain, which results from the modeling of surface fluids based on exterior Cartesian differential operators. The main topic of this paper is the development and…

Numerical Analysis · Mathematics 2017-09-05 Sven Groß , Thomas Jankuhn , Maxim A. Olshanskii , Arnold Reusken

We develop a robust and efficient iterative method for hyper-elastodynamics based on a novel continuum formulation recently developed. The numerical scheme is constructed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2019-02-20 Ju Liu , Alison L. Marsden

An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…

Numerical Analysis · Mathematics 2013-04-15 Samir Kumar Bhowmik

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…

Numerical Analysis · Mathematics 2020-04-07 Daniel Z. Huang , Will Pazner , Per-Olof Persson , Matthew J. Zahr

This paper deals with the optimization of Bolza problem with a system of convex and nonconvex, discrete and differential state variable inequality constraints of second order by deriving necessary and sufficient conditions for optimality.…

Optimization and Control · Mathematics 2020-09-17 Elimhan N. Mahmudov , S. Demir Saglam

We propose a multiscale approach for an elliptic multiscale setting with general unstructured diffusion coefficients that is able to achieve high-order convergence rates with respect to the mesh parameter and the polynomial degree. The…

Numerical Analysis · Mathematics 2020-09-03 Roland Maier

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

Machine Learning · Computer Science 2024-12-11 Rui Li , Song Wang , Chen Wang

This paper explores preconditioning the normal equation for non-symmetric square linear systems arising from PDE discretization, focusing on methods like CGNE and LSQR. The concept of ``normal'' preconditioning is introduced and a strategy…

Numerical Analysis · Mathematics 2025-03-03 Lorenzo Lazzarino , Yuji Nakatsukasa , Umberto Zerbinati

We study a thermo-poroelasticity model which describes the interaction between the deformation of an elastic porous material and fluid flow under non-isothermal conditions. The model involves several parameters that can vary significantly…

Numerical Analysis · Mathematics 2025-12-24 Mingchao Cai , Miroslav Kuchta , Jingzhi Li , Ziliang Li , Kent-Andre Mardal

This paper focuses on the design, analysis and implementation of a new preconditioning concept for linear second order partial differential equations, including the convection-diffusion-reaction problems discretized by Galerkin or…

Numerical Analysis · Mathematics 2023-04-27 Liya Gaynutdinova , Martin Ladecký , Ivana Pultarová , Miloslav Vlasák , Jan Zeman

A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…

Numerical Analysis · Mathematics 2019-01-01 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…

Probability · Mathematics 2018-06-19 Dirk Blömker , Claudia Schillings , Philipp Wacker

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

The $p$-step backwards difference formula (BDF) for solving the system of ODEs can result in a kind of all-at-once linear systems, which are solved via the parallel-in-time preconditioned Krylov subspace solvers (see McDonald, Pestana, and…

Numerical Analysis · Mathematics 2021-09-14 Xian-Ming Gu , Yong-Liang Zhao , Xi-Le Zhao , Bruno Carpentieri , Yu-Yun Huang

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Machine Learning · Statistics 2015-11-24 Zhanxing Zhu , Amos J. Storkey

We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element…

Numerical Analysis · Mathematics 2023-10-26 Fatemeh P. A. Beik , Michele Benzi

This study investigates the iterative refinement method applied to the solution of linear discrete inverse problems by considering its application to the Tikhonov problem in mixed precision. Previous works on mixed precision iterative…

Numerical Analysis · Mathematics 2025-10-22 James G. Nagy , Lucas Onisk

We consider the solution of large linear systems of equations that arise when two-dimensional singularly perturbed reaction-diffusion equations are discretized. Standard methods for these problems, such as central finite differences, lead…

Numerical Analysis · Mathematics 2015-04-09 Thái Anh Nhan , Niall Madden

The solution of matrices with $2\times 2$ block structure arises in numerous areas of computational mathematics, such as PDE discretizations based on mixed-finite element methods, constrained optimization problems, or the implicit or steady…

Numerical Analysis · Mathematics 2023-07-07 Ben S. Southworth , Abdullah A. Sivas , Sander Rhebergen