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We present a temporal decomposition scheme for solving long-horizon optimal control problems. In the proposed scheme, the time domain is decomposed into a set of subdomains with partially overlapping regions. Subproblems associated with the…

Optimization and Control · Mathematics 2020-04-01 Sungho Shin , Timm Faulwasser , Mario Zanon , Victor M. Zavala

Two-level domain decomposition (DD) methods are very powerful techniques for the efficient numerical solution of partial differential equations (PDEs). A two-level domain decomposition method requires two main components: a one-level…

Numerical Analysis · Mathematics 2021-04-22 Gabriele Ciaramella , Tommaso Vanzan

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang

In this paper we give new results on domain decomposition preconditioners for GMRES when computing piecewise-linear finite-element approximations of the Helmholtz equation $-\Delta u - (k^2+ {\rm i} \varepsilon)u = f$, with absorption…

Numerical Analysis · Mathematics 2016-03-28 Ivan G. Graham , Euan A. Spence , Eero Vainikko

The modern design of industrial structures leads to very complex simulations characterized by nonlinearities, high heterogeneities, tortuous geometries... Whatever the modelization may be, such an analysis leads to the solution to a family…

Numerical Analysis · Mathematics 2012-08-22 Pierre Gosselet , Christian Rey

We develop innovative algorithms for solving the strong-constraint formulation of four-dimensional variational data assimilation in large-scale applications. We present a space-time decomposition approach that employs domain decomposition…

Numerical Analysis · Mathematics 2022-05-16 Luisa D'Amore. Emil Constantinescu , Luisa Carracciuolo

The Interior-Point Methods are a class for solving linear programming problems that rely upon the solution of linear systems. At each iteration, it becomes important to determine how to solve these linear systems when the constraint matrix…

Optimization and Control · Mathematics 2024-04-18 Catalina J. Villalba , Aurelio R. L. Oliveira

This paper introduces a new preconditioning technique that is suitable for matrices arising from the discretization of a system of PDEs on unstructured grids. The preconditioner satisfies a so-called filtering property, which ensures that…

Numerical Analysis · Computer Science 2011-03-17 Laura Grigori , Frédéric Nataf

Domain decomposition (DD) methods for solving time-dependent problems can be classified by (i) the method of domain decomposition used, (ii) the choice of decomposition operators (exchange of boundary conditions), and (iii) the splitting…

Numerical Analysis · Computer Science 2014-07-11 Petr Vabishchevich , Petr Zakharov

We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian problem. Through singularity subtraction, we obtain a…

Numerical Analysis · Mathematics 2020-01-29 Victor Minden , Lexing Ying

Solving time-harmonic wave propagation problems by iterative methods is a difficult task, and over the last two decades, an important research effort has gone into developing preconditioners for the simplest representative of such wave…

Numerical Analysis · Mathematics 2018-02-22 Martin J. Gander , Hui Zhang

Mixed-dimensional partial differential equations (PDEs) are characterized by coupled operators defined on domains of varying dimensions and pose significant computational challenges due to their inherent ill-conditioning. Moreover, the…

Numerical Analysis · Mathematics 2025-05-14 Nunzio Dimola , Nicola Rares Franco , Paolo Zunino

Despite hundreds of papers on preconditioned linear systems of equations, there remains a significant lack of comprehensive performance benchmarks comparing various preconditioners for solving symmetric positive definite (SPD) systems. In…

Numerical Analysis · Mathematics 2025-05-28 Marc A. Tunnell , David F. Gleich

Solving optimization problems with transient PDE-constraints is computationally costly due to the number of nonlinear iterations and the cost of solving large-scale KKT matrices. These matrices scale with the size of the spatial…

Numerical Analysis · Mathematics 2023-05-09 Eric C. Cyr

We examine the use of a two-level deflation preconditioner combined with GMRES to locally solve the subdomain systems arising from applying domain decomposition methods to Helmholtz problems. Our results show that the direct solution method…

Numerical Analysis · Mathematics 2023-05-03 Niall Bootland , Vandana Dwarka , Pierre Jolivet , Victorita Dolean , Cornelis Vuik

In this work we extend the shifted Laplacian approach to the elastic Helmholtz equation. The shifted Laplacian multigrid method is a common preconditioning approach for the discretized acoustic Helmholtz equation. In some cases, like…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Eran Treister , Rachel Yovel

This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…

Numerical Analysis · Mathematics 2017-11-28 Vassilis Kalantzis , Yuanzhe Xi , Yousef Saad

An iteration-free method of domain decomposition is considered for approximate solving a boundary value problem for a second-order parabolic equation. A standard approach to constructing domain decomposition schemes is based on a partition…

Numerical Analysis · Computer Science 2017-05-10 Petr N. Vabishchevich

This paper concerns robust numerical treatment of an elliptic PDE with high contrast coefficients, for which classical finite-element discretizations yield ill-conditioned linear systems. This paper introduces a procedure by which the…

Numerical Analysis · Mathematics 2018-08-03 Yuliya Gorb , Vasiliy Kramarenko , Yuri Kuznetsov

We propose a primal-dual parallel proximal splitting method for solving domain decomposition problems for partial differential equations. The problem is formulated via minimization of energy functions on the subdomains with coupling…

Numerical Analysis · Mathematics 2014-10-17 Hédy Attouch , Luis M. Briceño-Arias , Patrick L. Combettes