Related papers: A Note on Multigrid Preconditioning for Fractional…
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…
One of the most important optimality conditions to aid to solve a vector optimization problem is the first-order necessary optimality condition that generalizes the Karush-Kuhn-Tucker condition. However, to obtain the sufficient optimality…
The paper focuses on developing and studying efficient block preconditioners based on classical algebraic multigrid for the large-scale sparse linear systems arising from the fully coupled and implicitly cell-centered finite volume…
The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…
We construct an algebraic multigrid (AMG) based preconditioner for the reduced Hessian of a linear-quadratic optimization problem constrained by an elliptic partial differential equation. While the preconditioner generalizes a geometric…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
Efficient and suitably preconditioned iterative solvers for elliptic partial differential equations (PDEs) of the convection-diffusion type are used in all fields of science and engineering. To achieve optimal performance, solvers have to…
We propose an efficient numerical algorithm for the solution of diffeomorphic image registration problems. We use a variational formulation constrained by a partial differential equation (PDE), where the constraints are a scalar transport…
This article presents a method for solving large-scale linear inverse problems regular- ized with a nonlinear, edge-preserving penalty term such as the total variation or Perona-Malik. In the proposed scheme, the nonlinearity is handled…
The Schr\"odinger equation defines the dynamics of quantum particles which has been an area of unabated interest in physics. We demonstrate how simple transformations of the Schr\"odinger equation leads to a coupled linear system, whereby…
Many problems in fluid modelling require the efficient solution of highly anisotropic elliptic partial differential equations (PDEs) in "flat" domains. For example, in numerical weather- and climate-prediction an elliptic PDE for the…
Boundary value problems based on the convection-diffusion equation arise naturally in models of fluid flow across a variety of engineering applications and design feasibility studies. Naturally, their efficient numerical solution has…
A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…
Topology optimization for large scale problems continues to be a computational challenge. Several works exist in the literature to address this topic, and all make use of iterative solvers to handle the linear system arising from the Finite…
The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…
In a previous paper (Lathouwers and Perk\'o, 2019) we have developed an efficient angular multigrid preconditioner for the Boltzmann transport equation with forward-peaked scatter modeled by the Fokker-Planck approximation. The…
Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual…
The paper is devoted to the spectral analysis of effective preconditioners for linear systems obtained via a Finite Element approximation to diffusion-dominated convection-diffusion equations. We consider a model setting in which the…
An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear…
We consider the numerical solution of time-dependent space tempered fractional diffusion equations. The use of Crank-Nicolson in time and of second-order accurate tempered weighted and shifted Gr\"unwald difference in space leads to dense…