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An alternating direction method of multipliers (ADMM) solver is described for optimal resource allocation problems with separable convex quadratic costs and constraints and linear coupling constraints. We describe a parallel implementation…

Optimization and Control · Mathematics 2019-07-09 Zawar Qureshi , Sebastian East , Mark Cannon

This paper presents the use of element-based algebraic multigrid (AMGe) hierarchies, implemented in the ParELAG (Parallel Element Agglomeration Algebraic Multigrid Upscaling and Solvers) library, to produce multilevel preconditioners and…

Numerical Analysis · Mathematics 2023-07-04 Delyan Z. Kalchev , Panayot S. Vassilevski , Umberto Villa

We investigate the performance of multigrid preconditioners for solving linear systems arising from finite element discretizations of elliptic interface problems using the Fictitious Domain with Distributed Lagrange Multipliers (FD-DLM)…

Numerical Analysis · Mathematics 2025-03-04 Najwa Alshehri , Daniele Boffi , Chayapol Chaoveeraprasit

This paper presents a heterogeneous adaptive mesh refinement (AMR) framework for efficient simulation of moderately stiff reactive problems. This framework features an elaborate subcycling-in-time algorithm along with a specialized…

Computational Physics · Physics 2025-06-04 Yuqi Wang , Yadong Zeng , Ralf Deiterding , Jianhan Liang

We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and…

Numerical Analysis · Mathematics 2022-12-07 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

The paper discusses a reuse of matrix factorization as a building block in the Augmented Lagrangian (AL) and modified AL preconditioners for non-symmetric saddle point linear algebraic systems. The strategy is applied to solve…

Numerical Analysis · Mathematics 2022-01-19 Maxim Olshanskii , Alexander Zhiliakov

Computational studies that use block-structured adaptive mesh refinement (AMR) approaches suffer from unnecessarily high mesh resolution in regions adjacent to important solution features. This deficiency limits the performance of AMR…

Computational Physics · Physics 2022-03-02 Brandon Gusto , Tomasz Plewa

This paper focuses on developing a reduction-based algebraic multigrid method that is suitable for solving general (non)symmetric linear systems and is naturally robust from pure advection to pure diffusion. Initial motivation comes from a…

Numerical Analysis · Mathematics 2024-05-16 Ahsan Ali , James Brannick , Karsten Kahl , Oliver A. Krzysik , Jacob B. Schroder , Ben S. Southworth

We consider a nonlinear mixed-dimensional model for simulating gas transport in shale formation. The mathematical model consists of a coupled system of nonlinear equations, where flow within fractures is represented using a…

Numerical Analysis · Mathematics 2025-08-19 Maria Vasilyeva , Ben S. Southworth , Shubin Fu

A fast multigrid solver is presented for high-order accurate Stokes problems discretised by local discontinuous Galerkin (LDG) methods. The multigrid algorithm consists of a simple V-cycle, using an element-wise block Gauss-Seidel smoother.…

Numerical Analysis · Mathematics 2020-11-25 Robert Saye

Discretizations of infinite-dimensional variational inequalities lead to linear and nonlinear complementarity problems with many degrees of freedom. To solve these problems in a parallel computing environment, we propose two active-set…

Optimization and Control · Mathematics 2007-05-23 Steven J. Benson , Todd S. Munson

Ill-conditioning of the system matrix is a well-known complication in immersed finite element methods and trimmed isogeometric analysis. Elements with small intersections with the physical domain yield problematic eigenvalues in the system…

Numerical Analysis · Mathematics 2019-12-17 F. de Prenter , C. V. Verhoosel , E. H. van Brummelen , J. A. Evans , C. Messe , J. Benzaken , K. Maute

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

Machine Learning · Computer Science 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch

Computing the solution of linear systems of equations is invariably the most time consuming task in the numerical solutions of PDEs in many fields of computational science. In this study, we focus on the numerical simulation of…

Computational Physics · Physics 2019-01-24 Jongmin Seo , Daniele E. Schiavazzi , Alison L. Marsden

Recently, differentiable causal discovery has emerged as a promising approach to improve the accuracy and efficiency of existing methods. However, when applied to high-dimensional data or data with latent confounders, these methods, often…

Machine Learning · Computer Science 2026-01-12 Pingchuan Ma , Qixin Zhang , Shuai Wang , Dacheng Tao

High-order solvers for compressible flows are vital in scientific applications. Adaptive mesh refinement (AMR) is a key technique for reducing computational cost by concentrating resolution in regions of interest. In this work, we develop…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-08 Anjiang Wei , Hang Song , Mert Hidayetoglu , Elliott Slaughter , Sanjiva K. Lele , Alex Aiken

This paper studies the Craig variant of the Golub-Kahan bidiagonalization algorithm as an iterative solver for linear systems with saddle point structure. Such symmetric indefinite systems in 2x2 block form arise in many applications, but…

Computational Engineering, Finance, and Science · Computer Science 2018-08-24 Mario Arioli , Carola Kruse , Ulrich Ruede , Nicolas Tardieu

We present an approach to constructing a practical coarsening algorithm and interpolation operator for the algebraic multigrid (AMG) method, tailored towards systems of partial differential equations (PDEs) with large near-kernels, such as…

Numerical Analysis · Mathematics 2025-01-28 James Brannick , Robert Falgout , Karsten Kahl , Jacob Schroder , Taoli Shen

We present a fast direct solver for boundary integral equations on complex surfaces in three dimensions using an extension of the recently introduced recursive strong skeletonization scheme. For problems that are not highly oscillatory, our…

Numerical Analysis · Mathematics 2023-01-16 Daria Sushnikova , Leslie Greengard , Michael O'Neil , Manas Rachh

The paper proposes a combination of the subdomain deflation method and local algebraic multigrid as a scalable distributed memory preconditioner that is able to solve large linear systems of equations. The implementation of the algorithm is…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-31 Denis Demidov , Riccardo Rossi