Related papers: An all-at-once preconditioner for evolutionary par…
We study the problem of preconditioning in sequential prediction. From the theoretical lens of linear dynamical systems, we show that convolving the target sequence corresponds to applying a polynomial to the hidden transition matrix.…
We develop a simple recursive approach to treat reversible condensation polymerization with cyclization. Based upon a minimum set of balance equations, the law of mass action, Gaussian chain statistics, and the assumption of independent…
This paper explores how to adapt a new dynamical core to enable its use in one-way nested regional weather and climate models, where lateral boundary conditions (LBCs) are provided by a lower-resolution driving model. The dynamical core has…
We study linear systems of equations arising from a stochastic Galerkin finite element discretization of saddle point problems with random data and its iterative solution. We consider the Stokes flow model with random viscosity described by…
For several classes of mathematical models that yield linear systems, the splitting of the matrix into its Hermitian and skew Hermitian parts is naturally related to properties of the underlying model. This is particularly so for…
This paper explores a family of generalized sweeping preconditionners for Helmholtz problems with non-overlapping checkerboard partition of the computational domain. The domain decomposition procedure relies on high-order transmission…
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…
We present a randomized algorithm that, on input a symmetric, weakly diagonally dominant n-by-n matrix A with m nonzero entries and an n-vector b, produces a y such that $\norm{y - \pinv{A} b}_{A} \leq \epsilon \norm{\pinv{A} b}_{A}$ in…
Developing suitable approximate models for analyzing and simulating complex nonlinear systems is practically important. This paper aims at exploring the skill of a rich class of nonlinear stochastic models, known as the conditional Gaussian…
The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…
This work proposes an original preconditioner that couples the Constrained Pressure Residual (CPR) method with block preconditioning for the efficient solution of the linearized systems of equations arising from fully implicit multiphase…
We present two minimum residual methods for solving sequences of shifted linear systems, the right-preconditioned shifted GMRES and shifted recycled GMRES algorithms which use a seed projection strategy often employed to solve multiple…
Radial basis functions provide highly useful and flexible interpolants to multivariate functions. Further, they are beginning to be used in the numerical solution of partial differential equations. Unfortunately, their construction requires…
The approximation of $e^{tA}B$ where $A$ is a large sparse matrix and $B$ a rectangular matrix is the key ingredient in many scientific and engineering computations. A powerful tool to manage the matrix exponential function is to resort to…
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…
In this article a new family of preconditioners is introduced for symmetric positive definite linear systems. The new preconditioners, called the AWG preconditioners (for Algebraic-Woodbury-GenEO) are constructed algebraically. By this, we…
We consider the use of multipreconditioning to solve linear systems when more than one preconditioner is available but the optimal choice is not known. In particular, we consider a selective multipreconditioned GMRES algorithm where we…
An implementation of GMRES with multiple preconditioners (MPGMRES) is proposed for solving shifted linear systems with shift-and-invert preconditioners. With this type of preconditioner, the Krylov subspace can be built without requiring…
We develop a novel iterative solution method for the incompressible Navier-Stokes equations with boundary conditions coupled with reduced models. The iterative algorithm is designed based on the variational multiscale formulation and the…
We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…