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In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

We introduce a new general purpose multiresolution preconditioner for symmetric linear systems. Most existing multiresolution preconditioners use some standard wavelet basis that relies on knowledge of the geometry of the underlying domain.…

Numerical Analysis · Mathematics 2017-07-10 Pramod Kaushik Mudrakarta , Risi Kondor

Numerical simulation of fracture contact poromechanics is essential for various applications, including CO2 sequestration, geothermal energy production and underground gas storage. Modeling this problem accurately presents significant…

Numerical Analysis · Mathematics 2025-01-14 Yury Zabegaev , Inga Berre , Eirik Keilegavlen , Kundan Kumar

We develop a preconditioner for the linear system arising from a finite element discretization of the Phase Field Crystal (PFC) equation. The PFC model serves as an atomic description of crystalline materials on diffusive time scales and…

Computational Physics · Physics 2015-08-27 Simon Praetorius , Axel Voigt

We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank…

Numerical Analysis · Mathematics 2017-12-27 Gustavo Chávez , George Turkiyyah , Stefano Zampini , David Keyes

We present a reinforcement learning (RL)-driven framework for optimizing block-preconditioner sizes in iterative solvers used in portfolio optimization and option pricing. The covariance matrix in portfolio optimization or the…

Portfolio Management · Quantitative Finance 2025-07-04 Hadi Keramati , Samaneh Jazayeri

The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly…

Numerical Analysis · Mathematics 2019-04-09 Jordi Feliu-Fabà , Kenneth L. Ho , Lexing Ying

We consider a mixed hybrid finite element formulation for coupled poromechanics. A stabilization strategy based on a macro-element approach is advanced to eliminate the spurious pressure modes appearing in undrained/incompressible…

Numerical Analysis · Mathematics 2020-07-28 Matteo Frigo , Nicola Castelletto , Massimiliano Ferronato , Joshua A. White

We develop a robust and efficient iterative method for hyper-elastodynamics based on a novel continuum formulation recently developed. The numerical scheme is constructed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2019-02-20 Ju Liu , Alison L. Marsden

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…

Numerical Analysis · Mathematics 2023-03-24 Stefano Nardean , Massimiliano Ferronato , Ahmad Abushaikha

This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…

Optimization and Control · Mathematics 2018-09-27 Fariba Zohrizadeh , Mohsen Kheirandishfard , Edward Quarm , Ramtin Madani

We propose an unconditionally robust and highly effective preconditioner for general symmetric positive definite (SPD) matrices based on structured incomplete factorization (SIF), called enhanced SIF (eSIF) preconditioner. The original SIF…

Numerical Analysis · Mathematics 2020-07-09 Jianlin Xia

One commonly finds in applications of smooth radial basis functions (RBFs) that scaling the kernels so they are `flat' leads to smaller discretization errors. However, the direct numerical approach for computing with flat RBFs (RBF-Direct)…

Numerical Analysis · Mathematics 2017-01-04 Grady B. Wright , Bengt Fornberg

Widely employed for the accurate solution of the electroencephalography forward problem, the symmetric formulation gives rise to a first kind, ill-conditioned operator ill-suited for complex modelling scenarios. This work presents a novel…

Numerical Analysis · Mathematics 2022-04-15 Viviana Giunzioni , John E. Ortiz G. , Adrien Merlini , Simon B. Adrian , Francesco P. Andriulli

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

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

The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…

Optimization and Control · Mathematics 2025-05-21 Shaohui Yang , Toshiyuki Ohtsuka , Brian Plancher , Colin N. Jones

In this paper, we present block preconditioners for a stabilized discretization of the poroelastic equations developed in [45]. The discretization is proved to be well-posed with respect to the physical and discretization parameters, and…

Numerical Analysis · Mathematics 2020-01-07 James H. Adler , Francisco J. Gaspar , Xiaozhe Hu , Peter Ohm , Carmen Rodrigo , Ludmil T. Zikatanov

The numerical modeling of fracture contact thermo-poromechanics is crucial for advancing subsurface engineering applications, including CO2 sequestration, production of geo-energy resources, energy storage and wastewater disposal…

Numerical Analysis · Mathematics 2025-10-14 Yury Zabegaev , Inga Berre , Eirik Keilegavlen

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…

Optimization and Control · Mathematics 2020-06-03 Le Thi Khanh Hien , Nicolas Gillis , Panagiotis Patrinos
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