Related papers: Recycling augmented Lagrangian preconditioner in a…
Incompressible fluid flow problems appear frequently in different applications. The discretization of such problems may result in large and ill-conditioned systems of linear equations. We consider the case of the Stokes equations…
In this paper, we study a class of convex composite optimization problems. We begin by characterizing the equivalence between the primal/dual strong second-order sufficient condition and the dual/primal nondegeneracy condition. Building on…
In this paper we present complexity certification results for a distributed Augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the Accelerated…
This paper aims at the most comprehensive and systematic construction and tabulation of mechanical systems that admit a second invariant, quadratic in velocities, other than the Hamiltonian. The configuration space is in general a 2D…
Development of a two-phase incompressible solver for magnetic flows in the magnetostatic case is presented. The proposed numerical toolkit couples the Navier-Stokes equations of hydrodynamics with Maxwell's equations of electromagnetism to…
Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…
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.…
We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…
The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical…
Surface-subsurface flow models for hydrological applications solve a coupled multiphysics problem. This usually consists of some form of the Richards and shallow water equations. A typical setup couples these two nonlinear partial…
By a semi-Lagrangian change of coordinates, the hydrostatic Euler equations describing free-surface sheared flows is rewritten as a system of quasilinear equations, where stability conditions can be determined by the analysis of its…
This paper introduces the recursive sweeping preconditioner for the numerical solution of the Helmholtz equation in 3D. This is based on the earlier work of the sweeping preconditioner with the moving perfectly matched layers (PMLs). The…
This work aims to accelerate the convergence of proximal gradient methods used to solve regularized linear inverse problems. This is achieved by designing a polynomial-based preconditioner that targets the eigenvalue spectrum of the normal…
This paper describes an adaptive preconditioner for numerical continuation of incompressible Navier--Stokes flows. The preconditioner maps the identity (no preconditioner) to the Stokes preconditioner (preconditioning by Laplacian) through…
Recent advances in the field of machine learning open a new era in high performance computing. Applications of machine learning algorithms for the development of accurate and cost-efficient surrogates of complex problems have already…
We propose a general scheme to construct multiple Lagrangians for completely integrable non-linear evolution equations that admit multi- Hamiltonian structure. The recursion operator plays a fundamental role in this construction. We use a…
In this paper we develop a family of preconditioners for the linear algebraic systems arising from the arbitrary Lagrangian-Eulerian discretization of some fluid-structure interaction models. After the time discretization, we formulate the…
Implicit solvers for atmospheric models are often accelerated via the solution of a preconditioned system. For block preconditioners this typically involves the factorisation of the (approximate) Jacobian resulting from linearization of the…
A novel semi-Lagrangian method is introduced to solve numerically the Euler equation for ideal incompressible flow in arbitrary space dimension. It exploits the time-analyticity of fluid particle trajectories and requires, in principle,…
We present a rational filter for computing all eigenvalues of a symmetric definite eigenvalue problem lying in an interval on the real axis. The linear systems arising from the filter embedded in the subspace iteration framework, are solved…