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In this work, we propose a novel diagonalization-based preconditioner for the all-at-once linear system arising from the optimal control problem of parabolic equations. The proposed preconditioner is constructed based on an…

Numerical Analysis · Mathematics 2025-07-01 Sean Y. Hon , Po Yin Fung , Xue-lei Lin

We derive error estimates for a linear-quadratic elliptic distributed optimal control problem with pointwise control constraints that can be applied to standard finite element methods and multiscale finite element methods.

Optimization and Control · Mathematics 2024-10-08 Susanne C. Brenner , Li-yeng Sung

We propose a scalable preconditioned primal-dual hybrid gradient algorithm for solving partial differential equations (PDEs). We multiply the PDE with a dual test function to obtain an inf-sup problem whose loss functional involves…

Numerical Analysis · Mathematics 2026-05-26 Shu Liu , Stanley Osher , Wuchen Li

In this work, we propose a simple yet generic preconditioned Krylov subspace method for a large class of nonsymmetric block Toeplitz all-at-once systems arising from discretizing evolutionary partial differential equations. Namely, our main…

Numerical Analysis · Mathematics 2023-08-11 Sean Hon , Po Yin Fung , Jiamei Dong , Stefano Serra-Capizzano

The iterative diagonalization of a sequence of large ill-conditioned generalized eigenvalue problems is a computational bottleneck in quantum mechanical methods employing a nonorthogonal basis for {\em ab initio} electronic structure…

Materials Science · Physics 2013-08-13 Yunfeng Cai , Zhaojun Bai , John E. Pask , N. Sukumar

We discuss techniques for accelerating the self consistent field (SCF) iteration for solving the Kohn-Sham equations. These techniques are all based on constructing approximations to the inverse of the Jacobian associated with a fixed point…

Computational Physics · Physics 2015-03-20 Lin Lin , Chao Yang

In this paper, we propose a new finite element approach to simulate the time-dependent Ginzburg-Landau equations under the temporal gauge, and design an efficient preconditioner for the Newton iteration of the resulting discrete system. The…

Numerical Analysis · Mathematics 2022-12-28 Qingguo Hong , Limin Ma , Jinchao Xu

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

In this paper, we study a generalized finite element method for solving second-order elliptic partial differential equations with rough coefficients. The method uses local approximation spaces computed by solving eigenvalue problems on…

Numerical Analysis · Mathematics 2025-07-17 Christian Alber , Peter Bastian , Moritz Hauck , Robert Scheichl

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…

Optimization and Control · Mathematics 2024-05-20 Gabriele Ciaramella , Fabio Nobile , Tommaso Vanzan

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

We consider the preconditioned conjugate gradient method (PCG) with optimal preconditioner in the frame of the boundary element method (BEM) for elliptic first-kind integral equations. Our adaptive algorithm steers the termination of PCG as…

Numerical Analysis · Mathematics 2019-03-21 Thomas Führer , Alexander Haberl , Dirk Praetorius , Stefan Schimanko

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

Numerical Analysis · Mathematics 2021-05-28 Boris N. Khoromskij , Britta Schmitt , Volker Schulz

In [1] we consider an optimal control problem subject to a semilinear elliptic PDE together with its variational discretization, where we provide a condition which allows to decide whether a solution of the necessary first order conditions…

Optimization and Control · Mathematics 2017-05-04 Ahmad Ahmad Ali , Klaus Deckelnick , Michael Hinze

Folding grid value vectors of size $2^L$ into $L$th order tensors of mode sizes $2\times \cdots\times 2$, combined with low-rank representation in the tensor train format, has been shown to lead to highly efficient approximations for…

Numerical Analysis · Mathematics 2019-11-19 Markus Bachmayr , Vladimir Kazeev

This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

Numerical Analysis · Mathematics 2017-05-15 Qiang Ye

Motivated by a wide range of real-world problems whose solutions exhibit boundary and interior layers, the numerical analysis of discretizations of singularly perturbed differential equations is an established sub-discipline within the…

Numerical Analysis · Mathematics 2021-12-08 Scott P. MacLachlan , Niall Madden , Thái Anh Nhan

We study preconditioning techniques for discontinuous Galerkin discretizations of isotropic linear elasticity problems in primal (displacement) formulation. We propose subspace correction methods based on a splitting of the vector valued…

Numerical Analysis · Mathematics 2011-11-01 Blanca Ayuso de Dios , Ivan Georgiev , Johannes Kraus , Ludmil Zikatanov

By applying the linearly implicit conservative difference scheme proposed in [D.-L. Wang, A.-G. Xiao, W. Yang. J. Comput. Phys. 2014;272:670-681], the system of repulsive space fractional coupled nonlinear Schr\"odinger equations leads to a…

Numerical Analysis · Mathematics 2024-10-18 Fei-Yan Zhang , Xi Yang , Chao Chen

In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…

Optimization and Control · Mathematics 2020-07-10 El Hassene Osmani , Mounir Haddou , Naceurdine Bensalem