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For many linear and nonlinear systems that arise from the discretization of partial differential equations the construction of an efficient multigrid solver is a challenging task. Here we present a novel approach for the optimization of…

Numerical Analysis · Mathematics 2019-10-09 Jonas Schmitt , Sebastian Kuckuk , Harald Köstler

A new highly efficient method is developed for computation of traveling periodic waves (Stokes waves) on the free surface of deep water. A convergence of numerical approximation is determined by the complex singularites above the free…

Fluid Dynamics · Physics 2019-04-02 Pavel M. Lushnikov , Sergey A. Dyachenko , Denis A. Silantyev

We propose and analyze a finite element method for a semi-stationary Stokes system modeling compressible fluid flow subject to a Navier-slip boundary condition. The velocity (momentum) equation is approximated by a mixed finite element…

Numerical Analysis · Mathematics 2009-04-07 Kenneth H. Karlsen , Trygve K. Karper

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Beznosikov , Alexander Gasnikov , Karina Zainulina , Alexander Maslovskiy , Dmitry Pasechnyuk

Due to the indefiniteness and poor spectral properties, the discretized linear algebraic system of the vector Laplacian by mixed finite element methods is hard to solve. A block diagonal preconditioner has been developed and shown to be an…

Numerical Analysis · Mathematics 2016-01-19 Long Chen , Yongke Wu , Lin Zhong , Jie Zhou

We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine…

Optimization and Control · Mathematics 2024-11-25 Dmitry Kovalev , Ekaterina Borodich

Saddle point problems arise in a variety of applications, e.g., when solving the Stokes equations. They can be formulated such that the system matrix is symmetric, but indefinite, so the variational convergence theory that is usually used…

Numerical Analysis · Mathematics 2022-03-14 Matthias Bolten , Marco Donatelli , Paola Ferrari , Isabella Furci

When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…

Computational Finance · Quantitative Finance 2022-11-24 Christian Bayer , Chiheb Ben Hammouda , Raúl Tempone

We improve the performance of multigrid solvers on many-core architectures with cache hierarchies by reorganizing operations in the smoothing step to minimize memory transfers. We focus on patch smoothers, which offer robust convergence…

Numerical Analysis · Mathematics 2025-06-23 Michał Wichrowski , Peter Munch , Martin Kronbichler , Guido Kanschat

We study convex composite optimization problems, where the objective function is given by the sum of a prox-friendly function and a convex function whose subgradients are estimated under heavy-tailed noise. Existing work often employs…

Optimization and Control · Mathematics 2025-10-14 Chuan He , Zhaosong Lu

In this work we introduce and analyse a new low-order method for the variable-density incompressible Navier-Stokes equations. The main novelty of the proposed method lies in the support of general meshes, possibly including polygonal or…

Numerical Analysis · Mathematics 2026-01-22 Mathias Dauphin , Daniele A. Di Pietro , Jérôme Droniou , Alexandros Skouras

We develop a novel and single-loop variance-reduced algorithm to solve a class of stochastic nonconvex-convex minimax problems involving a nonconvex-linear objective function, which has various applications in different fields such as…

Optimization and Control · Mathematics 2020-10-27 Quoc Tran-Dinh , Deyi Liu , Lam M. Nguyen

We present adaptive gradient methods (both basic and accelerated) for solving convex composite optimization problems in which the main part is approximately smooth (a.k.a. $(\delta, L)$-smooth) and can be accessed only via a (potentially…

Optimization and Control · Mathematics 2024-06-11 Anton Rodomanov , Xiaowen Jiang , Sebastian Stich

We present a new hybrid direct/iterative approach to the solution of a special class of saddle point matrices arising from the discretization of the steady incompressible Navier-Stokes equations on an Arakawa C-grid. The two-level method…

Numerical Analysis · Mathematics 2010-06-10 Fred Wubs , Jonas Thies

Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…

Optimization and Control · Mathematics 2019-03-26 Jérôme Bolte , Zheng Chen , Edouard Pauwels

In this paper, a novel augmented Lagrangian preconditioner based on global Arnoldi for accelerating the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure, these systems…

Numerical Analysis · Mathematics 2024-09-10 A. Badahmane , A. Ratnani , H. Sadok

We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…

Numerical Analysis · Mathematics 2014-11-04 Martin J. Gander , Martin Neumüller

In this paper, we minimize the self-centered smoothed gap, a recently introduced optimality measure, in order to solve convex-concave saddle point problems. The self-centered smoothed gap can be computed as the sum of a convex, possibly…

Optimization and Control · Mathematics 2025-11-06 Olivier Fercoq

We describe a computational framework for simulating suspensions of rigid particles in Newtonian Stokes flow. One central building block is a collision-resolution algorithm that overcomes the numerical constraints arising from particle…

Computational Engineering, Finance, and Science · Computer Science 2020-06-24 Wen Yan , Eduardo Corona , Dhairya Malhotra , Shravan Veerapaneni , Michael Shelley

This article presents a simplified formulation for the weak Galerkin finite element method for the Stokes equation without using the degrees of freedom associated with the unknowns in the interior of each element as formulated in the…

Numerical Analysis · Mathematics 2018-08-02 Yujie Liu , Junping Wang
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