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The letter proposes an adaptive model reduction approach based on tensor decomposition to speed up time-domain power system simulation. Taylor series expansion of a power system dynamic model is calculated around multiple equilibria…

Systems and Control · Computer Science 2019-04-02 Denis Osipov , Kai Sun

In this article we present a new multigrid preconditioner for the linear systems arising in the semismooth Newton method solution of certain control-constrained, quadratic distributed optimal control problems. Using a piecewise constant…

Numerical Analysis · Mathematics 2016-02-16 Andrei Draganescu , Jyoti Saraswat

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…

Machine Learning · Statistics 2018-02-21 Xiao Zhang , Lingxiao Wang , Quanquan Gu

Monolithic preconditioners applied to the linear systems arising during the solution of the discretized incompressible Navier-Stokes equations are typically more robust than preconditioners based on incomplete block factorizations. Lower…

Numerical Analysis · Mathematics 2026-02-11 Alexander Heinlein , Axel Klawonn , Jascha Knepper , Lea Saßmannshausen

The paper introduces the sweeping preconditioner, which is highly efficient for iterative solutions of the variable coefficient Helmholtz equation including very high frequency problems. The first central idea of this novel approach is to…

Numerical Analysis · Mathematics 2010-08-04 Björn Engquist , Lexing Ying

Transient simulation of linear and nonlinear circuits remains an important task in modern EDA tools. At present, SPICE-like simulators face challenges in parallelization, nonlinear convergence and linear efficiency, especially when applied…

Computational Engineering, Finance, and Science · Computer Science 2025-11-21 Zijian Zhang , Yuanmiao Lin , Xuesong Chen , Shuting Cai

In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…

Machine Learning · Computer Science 2016-11-18 Ashkan Esmaeili , Arash Amini , Farokh Marvasti

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

Fast computation of demagnetization curves is essential for the computational design of soft magnetic sensors or permanent magnet materials. We show that a sparse preconditioner for a nonlinear conjugate gradient energy minimizer can lead…

Computational Physics · Physics 2018-10-23 Lukas Exl , Johann Fischbacher , Alexander Kovacs , Harald Oezelt , Markus Gusenbauer , Thomas Schrefl

The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…

Machine Learning · Statistics 2021-11-23 Xiaoning Kang , Xinwei Deng

We study a class of combinatorial scheduling problems characterized by a particular type of constraint often associated with electrical power or gas energy. This constraint appears in several practical applications and is expressed as a sum…

Data Structures and Algorithms · Computer Science 2023-12-27 Trung Thanh Nguyen , Khaled Elbassioni , Areg Karapetyan , Majid Khonji

The SPIKE family of linear system solvers provides parallelism using a block tridiagonal partitioning. Typically SPIKE-based solvers are applied to banded systems, resulting in structured off-diagonal blocks with non-zeros elements…

Numerical Analysis · Mathematics 2025-04-16 Braegan S. Spring , Eric Polizzi , Ahmed H. Sameh

We develop a simple algorithmic framework to solve large-scale symmetric positive definite linear systems. At its core, the framework relies on two components: (1) a norm-convergent iterative method (i.e. smoother) and (2) a preconditioner.…

Numerical Analysis · Mathematics 2013-02-18 Xiaozhe Hu , Shuhong Wu , Xiao-Hui Wu , Jinchao Xu , Chen-Song Zhang , Shiquan Zhang , Ludmil Zikatanov

In this paper, we propose an overlapping additive Schwarz method for total variation minimization based on a dual formulation. The $O(1/n)$-energy convergence of the proposed method is proven, where $n$ is the number of iterations. In…

Numerical Analysis · Mathematics 2021-02-05 Jongho Park

In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…

Numerical Analysis · Mathematics 2024-12-13 Shun Li , Yan Jiang , Yingda Cheng

We consider the use of multipreconditioning, which allows for multiple preconditioners to be applied in parallel, on high-frequency Helmholtz problems. Typical applications present challenging sparse linear systems which are complex…

Numerical Analysis · Mathematics 2025-05-19 Niall Bootland , Tyrone Rees

In this paper, we present a structured solver based on the preconditioned conjugate gradient method (PCGM) for solving the linear quadratic (LQ) optimal control problem for $K \times N$ sub-systems connected in a two-dimensional (2D) grid…

Optimization and Control · Mathematics 2023-04-18 Armaghan Zafar , Ian R. Manchester

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

We develop a new framework to compute the exact correlators of characteristic polynomials, and their inverses, in random matrix theory. Our results hold for general potentials and incorporate the effects of an external source. In matrix…

High Energy Physics - Theory · Physics 2021-11-04 Taro Kimura , Edward A. Mazenc

We present an enhanced version of the row-based randomized block-Kaczmarz method to solve a linear system of equations. This improvement makes use of a regularization during block updates in the solution, and a dynamic proposal distribution…

Numerical Analysis · Mathematics 2025-10-03 Suvendu Kar , Murugesan Venkatapathi
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