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We discuss the ill conditioning of the matrix for the discretised Poisson equation in the small aspect ratio limit, and motivate this problem in the context of nonhydrostatic ocean modelling. Efficient iterative solvers for the Poisson…

Numerical Analysis · Mathematics 2015-05-14 S. C. Kramer , C. J. Cotter , C. C. Pain

Discretization of flow in fractured porous media commonly lead to large systems of linear equations that require dedicated solvers. In this work, we develop an efficient linear solver and its practical implementation for mixed-dimensional…

Numerical Analysis · Mathematics 2023-02-08 Xiaozhe Hu , Eirik Keilegavlen , Jan M. Nordbotten

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

Numerical Analysis · Mathematics 2018-09-19 Navneet Pratap Singh , Kapil Ahuja

The goal of this paper is to propose preconditioners for the system of linear equations that arises from a discretization of fourth order elliptic problems using spectral element methods. These preconditioners are constructed using…

Numerical Analysis · Mathematics 2016-08-31 Akhlaq Husain , Arbaz Khan

In this paper we consider linear systems with dense-matrices which arise from numerical solution of boundary integral equations. Such matrices can be well-approximated with $\mathcal{H}^2$-matrices. We propose several new preconditioners…

Numerical Analysis · Mathematics 2014-12-04 Daria Sushnikova , Ivan V. Oseledets

We introduce a unified framework for computing approximately-optimal preconditioners for solving linear and non-linear systems of equations. We demonstrate that the condition number minimization problem, under structured transformations…

Optimization and Control · Mathematics 2025-12-09 M. Levent Doğan , Alperen Ergür , Elias Tsigaridas

We introduce a domain decomposition-based nonlinear preconditioned iteration for solving nonlinear, nonsmooth elliptic optimal control problems, with a nonlinear reaction term, $L^1$ regularization and box constraints on the control…

Optimization and Control · Mathematics 2021-04-02 Gabriele Ciaramella , Felix Kwok , Georg Müller

Numerical simulation of fracture contact poromechanics is essential for various applications, including CO2 sequestration, geothermal energy production and underground gas storage. Modeling this problem accurately presents significant…

Numerical Analysis · Mathematics 2025-01-14 Yury Zabegaev , Inga Berre , Eirik Keilegavlen , Kundan Kumar

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…

Quantitative Methods · Quantitative Biology 2009-11-13 Liang Qiao , Radek Erban , C. T. Kelley , Ioannis G. Kevrekidis

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

The Helmholtz wave scattering problem by screens in 2D can be recast into first-kind integral equations which lead to ill-conditioned linear systems after discretization. We introduce two new preconditioners, in the form of square-roots of…

Numerical Analysis · Mathematics 2019-12-03 François Alouges , Martin Averseng

We describe a parallel iterative least squares solver named \texttt{LSRN} that is based on random normal projection. \texttt{LSRN} computes the min-length solution to $\min_{x \in \mathbb{R}^n} \|A x - b\|_2$, where $A \in \mathbb{R}^{m…

Data Structures and Algorithms · Computer Science 2012-02-21 Xiangrui Meng , Michael A. Saunders , Michael W. Mahoney

Computational problem certificates are additional data structures for each output, which can be used by a-possibly randomized-verification algorithm that proves the correctness of each output. In this paper, we give an algorithm that…

Symbolic Computation · Computer Science 2019-12-03 Jean-Guillaume Dumas , Erich Kaltofen , Emmanuel Thomé , Gilles Villard

We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close…

Numerical Analysis · Mathematics 2020-09-16 Murat Manguoglu , Volker Mehrmann

The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…

Numerical Analysis · Mathematics 2022-01-31 Boris Bonev , Jan S. Hesthaven

Hybridizable discretizations allow for the elimination of local degrees-of-freedom leading to reduced linear systems. In this paper, we determine and analyse an approach to construct parameter-robust preconditioners for these reduced…

Numerical Analysis · Mathematics 2025-03-11 Esteban Henriquez , Jeonghun J. Lee , Sander Rhebergen

Linear systems with large differences between coefficients ("discontinuous coefficients") arise in many cases in which partial differential equations(PDEs) model physical phenomena involving heterogeneous media. The standard approach to…

Mathematical Software · Computer Science 2009-05-04 Dan Gordon , Rachel Gordon

The successive projection algorithm (SPA) can quickly solve a nonnegative matrix factorization problem under a separability assumption. Even if noise is added to the problem, SPA is robust as long as the perturbations caused by the noise…

Numerical Analysis · Computer Science 2018-05-11 Tomohiko Mizutani , Mirai Tanaka

In this paper we propose an efficiently preconditioned Newton method for the computation of the leftmost eigenpairs of large and sparse symmetric positive definite matrices. A sequence of preconditioners based on the BFGS update formula is…

Numerical Analysis · Mathematics 2013-12-06 Luca Bergamaschi , Angeles Martinez

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

Machine Learning · Computer Science 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch
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