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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

In the literature, there exist several studies on symbol-based multigrid methods for the solution of linear systems having structured coefficient matrices. In particular, the convergence analysis for such methods has been obtained in an…

Numerical Analysis · Mathematics 2021-11-15 Matthias Bolten , Marco Donatelli , Paola Ferrari , Isabella Furci

In the past decades, multigrid methods for linear systems having multilevel Toeplitz coefficient matrices with scalar entries have been largely studied. On the other hand, only few papers have investigated the case of block entries, where…

Numerical Analysis · Mathematics 2019-10-31 Marco Donatelli , Paola Ferrari , Isabella Furci , Stefano Serra Capizzano , Debora Sesana

We present novel improvements in the context of symbol-based multigrid procedures for solving large block structured linear systems. We study the application of an aggregation-based grid transfer operator that transforms the symbol of a…

Numerical Analysis · Mathematics 2024-03-05 Matthias Bolten , Marco Donatelli , Paola Ferrari , Isabella Furci

The first order condition of the constrained minimization problem leads to a saddle point problem. A multigrid method using a multiplicative Schwarz smoother for saddle point problems can thus be interpreted as a successive subspace…

Numerical Analysis · Mathematics 2016-01-19 Long Chen

We consider the solution of saddle-point systems with a tree-based block structure, introducing a parallelizable direct method for their solution. As our key contribution, we then propose several structure-exploiting preconditioners to be…

Numerical Analysis · Mathematics 2024-11-01 Christoph Hansknecht , Bernhard Heinzelreiter , John W. Pearson , Andreas Potschka

Algebraic multigrid (AMG) is one of the most efficient iterative methods for solving large sparse system of equations. However, how to build/check restriction and prolongation operators in practical of AMG methods for nonsymmetric {\em…

Numerical Analysis · Mathematics 2022-02-24 Minghua Chen , Rongjun Cao , Stefano Serra-Capizzano

The nonlocal problems have been used to model very different applied scientific phenomena, which involve the fractional Laplacian when one looks at the L\'{e}vy processes and stochastic interfaces. This paper deals with the nonlocal…

Numerical Analysis · Mathematics 2021-08-17 Minghua Chen , Sven-Erik Ekström , Stefano Serra-Capizzano

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…

Optimization and Control · Mathematics 2024-05-20 Gabriele Ciaramella , Fabio Nobile , Tommaso Vanzan

Saddle point problems arise in many important practical applications. In this paper we propose and analyze some algorithms for solving symmetric saddle point problems which are based upon the block Gram-Schmidt method. In particular, we…

Numerical Analysis · Mathematics 2013-12-19 Felicja Okulicka-Dłużewska , Alicja Smoktunowicz

In recent years, there has been a renewed interest in preconditioning for multilevel Toeplitz systems, a research field that has been extensively explored over the past several decades. This work introduces novel preconditioning strategies…

Numerical Analysis · Mathematics 2024-10-01 Sean Y. Hon , Congcong Li , Rosita L. Sormani , Rolf Krause , Stefano Serra-Capizzano

In this paper, we introduce a multilevel algorithm for approximating variational formulations of symmetric saddle point systems. The algorithm is based on availability of families of stable finite element pairs and on the availability of…

Numerical Analysis · Mathematics 2013-05-14 Constantin Bacuta

We have presented a fast method for solving a specific type of block four-by-four saddlepoint problem arising from the finite element discretization of the generalized 3D Stokes problem. We analyze the eigenvalue distribution and the…

Numerical Analysis · Mathematics 2024-02-22 Achraf Badahmane , Ahmed Ratnani , Hassane Sadok

We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…

Numerical Analysis · Mathematics 2021-09-13 Hamed Aslani , Davod Khojasteh Salkuyeh , Fatemeh Panjeh Ali Beik

In this paper, we present a geometric multigrid methodology for the solution of matrix systems associated with isogeometric compatible discretizations of the generalized Stokes and Oseen problems. The methodology provably yields a pointwise…

Numerical Analysis · Mathematics 2017-05-26 Christopher Coley , Joseph Benzaken , John A. Evans

A fast multigrid solver is presented for high-order accurate Stokes problems discretised by local discontinuous Galerkin (LDG) methods. The multigrid algorithm consists of a simple V-cycle, using an element-wise block Gauss-Seidel smoother.…

Numerical Analysis · Mathematics 2020-11-25 Robert Saye

Starting from the spectral analysis of g-circulant matrices, we consider a new multigrid method for circulant and Toeplitz matrices with given generating function. We assume that the size n of the coefficient matrix is divisible by g \geq 2…

Numerical Analysis · Mathematics 2010-10-28 Marco Donatelli , Stefano Serra-Capizzano , Debora Sesana

Numerical solution of discrete PDEs corresponding to saddle point problems is highly relevant to physical systems such as Stokes flow. However, scaling up numerical solvers for such systems is often met with challenges in efficiency and…

Numerical Analysis · Mathematics 2024-08-23 Yutian Tao , Eftychios Sifakis

We consider (stochastic) convex-concave saddle point (SP) problems with high-dimensional decision variables, arising in various applications including machine learning problems. To contend with the challenges in computing full gradients, we…

Optimization and Control · Mathematics 2025-09-30 Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh , Necdet Serhat Aybat

In this article, we discuss several classes of Uzawa smoothers for the application in multigrid methods in the context of saddle point problems. Beside commonly used variants, such as the inexact and block factorization version, we also…

Numerical Analysis · Mathematics 2016-12-06 Lorenz John , Ulrich Rüde , Barbara Wohlmuth , Walter Zulehner
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