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We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…

Optimization and Control · Mathematics 2026-02-24 Zhendong Li , Akwum Onwunta , Bedřich Sousedík

We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel…

Numerical Analysis · Mathematics 2021-02-23 Stefan Dohr , Michal Merta , Günther Of , Olaf Steinbach , Jan Zapletal

Many scientific and engineering challenges can be formulated as optimization problems which are constrained by partial differential equations (PDEs). These include inverse problems, control problems, and design problems. As a major…

Optimization and Control · Mathematics 2017-12-25 Lasse Hjuler Christiansen , John Bagterp Jørgensen

Stochastic Galerkin finite element method (SGFEM) provides an efficient alternative to traditional sampling methods for the numerical solution of linear elliptic partial differential equations with parametric or random inputs. However,…

Numerical Analysis · Mathematics 2021-02-16 Alex Bespalov , Daniel Loghin , Rawin Youngnoi

We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…

Numerical Analysis · Mathematics 2014-11-04 Martin J. Gander , Martin Neumüller

We consider time discretization methods for abstract parabolic problems with inhomogeneous linear constraints. Prototype examples that fit into the general framework are the heat equation with inhomogeneous (time dependent) Dirichlet…

Numerical Analysis · Mathematics 2018-06-14 Igor Voulis , Arnold Reusken

We introduce a multitree-based adaptive wavelet Galerkin algorithm {for} space-time discretized linear parabolic partial differential equations, focusing on time-periodic problems. It is shown that the method converges with the best…

Numerical Analysis · Mathematics 2014-01-23 Sebastian Kestler , Kristina Steih , Karsten Urban

Numerical climate- and weather-prediction requires the fast solution of the equations of fluid dynamics. Discontinuous Galerkin (DG) discretisations have several advantageous properties. They can be used for arbitrary domains and support a…

Computational Physics · Physics 2020-10-13 Jack D. Betteridge , Thomas H. Gibson , Ivan G. Graham , Eike H. Müller

We study the numerical approximation by space-time finite element methods of a multi-physics system coupling hyperbolic elastodynamics with parabolic transport and modeling poro- and thermoelasticity. The equations are rewritten as a…

Numerical Analysis · Mathematics 2023-02-14 Markus Bause , Mathias Anselmann , Uwe Köcher , Florin A. Radu

We propose a space-time scheme that combines an unfitted finite element method in space with a discontinuous Galerkin time discretisation for the accurate numerical approximation of parabolic problems with moving domains or interfaces. We…

Numerical Analysis · Mathematics 2023-01-23 Santiago Badia , Hridya Dilip , Francesc Verdugo

We propose an isogeometric solver for Poisson problems that combines i)low-rank tensor techniques to approximate the unknown solution and the system matrix, as a sum of a few terms having Kronecker product structure, ii) a Truncated…

Numerical Analysis · Mathematics 2023-09-29 Monica Montardini , Giancarlo Sangalli , Mattia Tani

The aim of this paper is to develop stable and accurate numerical schemes for boundary integral formulations of the heat equation with Dirichlet boundary conditions. The accuracy of Galerkin discretisations for the resulting boundary…

Numerical Analysis · Mathematics 2018-05-01 Alexey Chernov , Anne Reinarz

We propose and investigate new robust preconditioners for space-time Isogeometric Analysis of parabolic evolution problems. These preconditioners are based on a time parallel multigrid method. We consider a decomposition of the space-time…

Numerical Analysis · Mathematics 2018-02-27 Christoph Hofer , Ulrich Langer , Martin Neumüller

On a finite time interval $(0,T)$, we consider the multiresolution Galerkin discretization of a modified Hilbert transform $\mathcal H_T$ which arises in the space-time Galerkin discretization of the linear diffusion equation. To this end,…

Numerical Analysis · Mathematics 2025-06-05 Helmut Harbrecht , Christoph Schwab , Marco Zank

We consider the efficient numerical solution of the three-dimensional wave equation with Neumann boundary conditions via time-domain boundary integral equations. A space-time Galerkin method with $C^\infty$-smooth, compactly supported basis…

Numerical Analysis · Mathematics 2015-03-26 A. Veit , M. Merta , J. Zapletal , D. Lukáš

Solving optimization problems with transient PDE-constraints is computationally costly due to the number of nonlinear iterations and the cost of solving large-scale KKT matrices. These matrices scale with the size of the spatial…

Numerical Analysis · Mathematics 2023-05-09 Eric C. Cyr

In this paper, we propose and analyze an efficient preconditioning method for the elliptic problem based on the reconstructed discontinuous approximation method. We reconstruct a high-order piecewise polynomial space that arbitrary order…

Numerical Analysis · Mathematics 2024-07-16 Ruo Li , Qicheng Liu , Fanyi Yang

This paper presents a case study of application of the preconditioned method of conjugate gradients (CG) on a problem with operator resembling the structure of sum of Kronecker products. In particular, we are solving the Poisson's equation…

Numerical Analysis · Mathematics 2025-01-08 Věnceslav Chumchal , Pavel Marton , Martin Plešinger , Martina Šimůnková

An efficient time-stepping algorithm is proposed based on operator-splitting and the space-time discontinuous Galerkin finite element method for problems in the non-classical theory of thermoelasticity. The non-classical theory incorporates…

Numerical Analysis · Mathematics 2015-05-05 Mebratu F. Wakeni , B. D. Reddy , A. T. McBride

We present a unified framework for the analysis of space-time methods based on Galerkin-type time discretizations for parabolic and hyperbolic problems. Crucially, the stability analysis relies on a suitable choice of test functions to…

Numerical Analysis · Mathematics 2026-01-28 Sergio Gómez