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A standard approach to model reduction of large-scale higher-order linear dynamical systems is to rewrite the system as an equivalent first-order system and then employ Krylov-subspace techniques for model reduction of first-order systems.…

Numerical Analysis · Mathematics 2007-05-23 Roland W. Freund

In this paper, we propose a new choice of poles to define reliable rational Krylov methods. These methods are used for approximating function of positive definite matrices. In particular, the fractional power and the fractional resolvent…

Numerical Analysis · Mathematics 2022-04-25 Lidia Aceto , Daniele Bertaccini , Fabio Durastante , Paolo Novati

Implementation of many statistical methods for large, multivariate data sets requires one to solve a linear system that, depending on the method, is of the dimension of the number of observations or each individual data vector. This is…

Numerical Analysis · Mathematics 2024-09-27 Dung Pham , Kirk M. Soodhalter , Simon Wilson

It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. The goal is to recover the…

Numerical Analysis · Mathematics 2017-11-09 Max Gunzburger , Michael Schneier , Clayton Webster , Guannan Zhang

As computational machines become larger and more complex, the probability of hardware failure rises. ``Silent errors'', or bit flips, may not be immediately apparent but can cause detrimental effects to algorithm behavior. In this work, we…

Numerical Analysis · Mathematics 2025-03-31 Erin Claire Carson , Jakub Hercík

We present a unified framework to efficiently approximate solutions to fractional diffusion problems of stationary and parabolic type. After discretization, we can take the point of view that the solution is obtained by a matrix-vector…

Numerical Analysis · Mathematics 2021-04-19 Tobias Danczul , Clemens Hofreither , Joachim Schöberl

Matrix exponential discriminant analysis (EDA) is a generalized discriminant analysis method based on matrix exponential. It can essentially overcome the intrinsic difficulty of small sample size problem that exists in the classical linear…

Numerical Analysis · Mathematics 2015-12-22 Gang Wu , Ting-ting Feng , Li-jia Zhang , Meng Yang

We develop a spectral low-mode reduced solver for second-order elliptic boundary value problems with spatially varying diffusion coefficients. The approach projects standard finite difference or finite element discretization onto a global…

Numerical Analysis · Mathematics 2025-12-23 Prosper Torsu

A Crank-Nicolson finite volume approximation for three-dimensional conservative space-fractional diffusion equation results in large and dense three-level Toeplitz discrete linear systems. Preconditioned Krylov subspace methods with sine…

Numerical Analysis · Mathematics 2026-03-19 Wei Qu , Siu-Long Lei , Sean Y. Hon , Yuan-Yuan Huang

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

In this paper we introduce a parameter dependent class of Krylov-based methods, namely CD, for the solution of symmetric linear systems. We give evidence that in our proposal we generate sequences of conjugate directions, extending some…

Numerical Analysis · Mathematics 2014-08-27 Giovanni Fasano

This paper presents a strategy for the computation of structures with repeated patterns based on domain decomposition and block Krylov solvers. It can be seen as a special variant of the FETI method. We propose using the presence of…

Numerical Analysis · Mathematics 2012-09-03 Pierre Gosselet , Daniel J. Rixen , Christian Rey

We present a reduced basis (RB) method for parametrized linear elliptic partial differential equations (PDEs) in a least-squares finite element framework. A rigorous and reliable error estimate is developed, and is shown to bound the error…

Numerical Analysis · Mathematics 2020-09-24 Jehanzeb Hameed Chaudhry , Luke N. Olson , Peter Sentz

We analyze the exponential stability of distributed parameter systems. The system we consider is described by a coupled parabolic partial differential equation with spatially varying coefficients. We approximate the coefficients by…

Optimization and Control · Mathematics 2019-05-21 Masashi Wakaiki

In numerous applications the mathematical model consists of different processes coupled across a lower dimensional manifold. Due to the multiscale coupling, finite element discretization of such models presents a challenge. Assuming that…

Numerical Analysis · Mathematics 2019-12-20 Miroslav Kuchta

This work provides a nonasymptotic error analysis of quantum Krylov algorithms based on real-time evolutions, subject to generic errors in the outputs of the quantum circuits. We prove upper and lower bounds on the resulting ground state…

Quantum Physics · Physics 2024-09-04 William Kirby

The Krylov subspace method is a standard approach to approximate quantum evolution, allowing to treat systems with large Hilbert spaces. Although its application is general, and suitable for many-body systems, estimation of the committed…

Quantum Physics · Physics 2021-07-22 Julian Ruffinelli , Emiliano Fortes , Martín Larocca , Diego A. Wisniacki

This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…

Numerical Analysis · Mathematics 2018-05-25 Elvar K. Bjarkason

We consider the problem of approximating the von Neumann entropy of a large, sparse, symmetric positive semidefinite matrix $A$, defined as $\operatorname{tr}(f(A))$ where $f(x)=-x\log x$. After establishing some useful properties of this…

Numerical Analysis · Mathematics 2023-06-23 Michele Benzi , Michele Rinelli , Igor Simunec

We present a complexity reduction algorithm for a family of parameter-dependent linear systems when the system parameters belong to a compact semi-algebraic set. This algorithm potentially describes the underlying dynamical system with…

Systems and Control · Computer Science 2012-09-25 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson
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