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Rendering highly scattering participating media using brute force path tracing is a challenge. The diffusion approximation reduces the problem to solving a simple linear partial differential equation. Flux-limited diffusion introduces…

Graphics · Computer Science 2018-07-03 David Koerner , Jamie Portsmouth , Wenzel Jakob

There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems.…

Optimization and Control · Mathematics 2024-03-05 Xueyi Bu , Brian Plancher

Discontinuous Galerkin (DG) methods offer an enormous flexibility regarding local grid refinement and variation of polynomial degrees for a variety of different problem classes. With a focus on diffusion problems, we consider DG…

Numerical Analysis · Mathematics 2013-01-01 Kolja Brix , Claudio Canuto , Wolfgang Dahmen

Primal-Dual Hybrid Gradient (PDHG) and Alternating Direction Method of Multipliers (ADMM) are two widely-used first-order optimization methods. They reduce a difficult problem to simple subproblems, so they are easy to implement and have…

Optimization and Control · Mathematics 2019-09-10 Yanli Liu , Yunbei Xu , Wotao Yin

A preconditioning framework for the coupled problem of frictional contact mechanics and fluid flow in the fracture network is presented. The porous medium is discretized using low-order continuous finite elements, with cell-centered…

Numerical Analysis · Mathematics 2022-05-25 Andrea Franceschini , Laura Gazzola , Massimiliano Ferronato

Recently, Garcke et al.[Garcke, Hinze, Kahle, A stable and linear time discretization for a thermodynamically consistent model for two-phase incompressible flow, Applied Numerical Mathematics 99, pp. 151-171, 2016] developed a consistent…

Numerical Analysis · Mathematics 2017-02-16 Jessica Bosch , Christian Kahle , Martin Stoll

In this paper we present a unified framework for constructing spectrally equivalent low-order-refined discretizations for the high-order finite element de Rham complex. This theory covers diffusion problems in $H^1$, $H({\rm curl})$, and…

Numerical Analysis · Mathematics 2023-04-26 Will Pazner , Tzanio Kolev , Clark Dohrmann

The finite difference scheme with the shifted Gr\"{u}nwarld formula is employed to semi-discrete the fractional diffusion equations. This spatial discretization can reduce to the large system of ordinary differential equations (ODEs) with…

Numerical Analysis · Mathematics 2013-05-30 Xian-Ming Gu , Ting-Zhu Huang , Xi-Le Zhao , Hou-Biao Li , Liang Li

For some typical and widely used non-convex half-quadratic regularization models and the Ambrosio-Tortorelli approximate Mumford-Shah model, based on the Kurdyka-\L ojasiewicz analysis and the recent nonconvex proximal algorithms, we…

Optimization and Control · Mathematics 2021-07-30 Shengxiang Deng , Ismail Ben Ayed , Hongpeng Sun

This paper presents the first results to combine two theoretically sound methods (spectral projection and multigrid methods) together to attack ill-conditioned linear systems. Our preliminary results show that the proposed algorithm applied…

Numerical Analysis · Mathematics 2016-02-18 Craig C. Douglas , Long Lee , Man-Chung Yeung

A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…

Numerical Analysis · Mathematics 2019-01-01 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

In this paper we propose a multigrid optimization algorithm (MG/OPT) for the numerical solution of a class of quasilinear variational inequalities of the second kind. This approach is enabled by the fact that the solution of the variational…

Numerical Analysis · Mathematics 2022-05-24 Sergio González-Andrade , Sofía López

Optimization problems with constraints in the form of a partial differential equation arise frequently in the process of engineering design. The discretization of PDE-constrained optimization problems results in large-scale linear systems…

Numerical Analysis · Mathematics 2012-01-04 Jacek Gondzio , Pavel Zhlobich

In this paper, we study second-order necessary and sufficient optimality conditions of Karush--Kuhn--Tucker-type for locally optimal solutions in the sense of Pareto to a class of multi-objective optimal control problems with mixed…

Optimization and Control · Mathematics 2017-12-29 Bui Trong Kien , Nguyen Van Tuyen , Jen-Chih Yao

A DualTPD method is proposed for solving nonlinear partial differential equations. The method is characterized by three main features. First, decoupling via Fenchel--Rockafellar duality is achieved, so that nonlinear terms are discretized…

Numerical Analysis · Mathematics 2025-10-20 Long Chen , Ruchi Guo , Jingrong Wei , Jun Zou

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine…

Numerical Analysis · Mathematics 2015-09-23 Yiming Bu , Bruno Carpentieri , Zhaoli Shen , Tingzhu Huang

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

Machine Learning · Computer Science 2024-12-11 Rui Li , Song Wang , Chen Wang

The construction of multigrid operators for disordered linear lattice operators, in particular the fermion matrix in lattice gauge theories, by means of algebraic multigrid and block LU decomposition is discussed. In this formalism, the…

High Energy Physics - Lattice · Physics 2016-09-01 Christoph Best

This paper provides the first provable $\mathcal{O}(N \log N)$ algorithms for the linear system arising from the direct finite element discretization of the fourth-order equation with different boundary conditions on unstructured grids of…

Numerical Analysis · Mathematics 2012-03-06 Shuo Zhang , Jinchao Xu

Stochastic Galerkin finite element discretizations of partial differential equations with coefficients characterized by arbitrary distributions lead, in general, to fully block dense linear systems. We propose two novel strategies for…

Numerical Analysis · Mathematics 2014-07-31 Bedřich Sousedík , Roger G. Ghanem