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In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…

Numerical Analysis · Mathematics 2020-07-17 Santolo Leveque , John W. Pearson

We derive an extension of the sequential homotopy method that allows for the application of inexact solvers for the linear (double) saddle-point systems arising in the local semismooth Newton method for the homotopy subproblems. For the…

Optimization and Control · Mathematics 2023-11-30 John W. Pearson , Andreas Potschka

We address the problem of preconditioning a sequence of saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We…

Numerical Analysis · Mathematics 2015-05-25 Margherita Porcelli , Valeria Simoncini , Mattia Tani

The importance of Schur complement based preconditioners are well-established for classical saddle point problems in $\mathbb{R}^N \times \mathbb{R}^M$. In this paper we extend these results to multiple saddle point problems in Hilbert…

Numerical Analysis · Mathematics 2020-12-25 Jarle Sogn , Walter Zulehner

In this work, we propose a novel diagonalization-based preconditioner for the all-at-once linear system arising from the optimal control problem of parabolic equations. The proposed preconditioner is constructed based on an…

Numerical Analysis · Mathematics 2025-07-01 Sean Y. Hon , Po Yin Fung , Xue-lei Lin

In this paper, a new block preconditioner is proposed for the saddle point problem arising from the Neumann boundary control problem. In order to deal with the singularity of the stiffness matrix, the saddle point problem is first extended…

Numerical Analysis · Mathematics 2024-07-31 Chaojie Wang , Xuan Zhang , Xingding Chen

The discretization of Cahn-Hilliard equation with obstacle potential leads to a block 2 by 2 non-linear system, where the p1, 1q block has a non-linear and non-smooth term. Recently a globally convergent Newton Schur method was proposed for…

Numerical Analysis · Computer Science 2021-09-22 Pawan Kumar

We derive novel, fast, and parameter-robust preconditioned iterative methods for steady and time-dependent Navier--Stokes control problems. Our approach may be applied to time-dependent problems which are discretized using backward Euler or…

Numerical Analysis · Mathematics 2021-08-03 Santolo Leveque , John W. Pearson

The Crank-Nicolson (CN) method is a well-known time integrator for evolutionary partial differential equations (PDEs) arising in many real-world applications. Since the solution at any time depends on the solution at previous time steps,…

Numerical Analysis · Mathematics 2024-02-13 Yong-Liang Zhao , Xian-Ming Gu , Cornelis W. Oosterlee

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

Numerical Analysis · Mathematics 2021-10-15 Fabio Nobile , Tommaso Vanzan

We consider the problem of iteratively solving large and sparse double saddle-point systems arising from the stationary Stokes-Darcy equations in two dimensions, discretized by the Marker-and-Cell (MAC) finite difference method. We analyze…

Numerical Analysis · Mathematics 2023-02-28 Chen Greif , Yunhui He

In this paper, preconditioning the saddle point problem arising from the elliptic boundary optimal control problem with mixed boundary conditions is considered. A block triangular reconditioning method is proposed based on permutations of…

Optimization and Control · Mathematics 2024-07-17 Chaojie Wang

We shall propose and analyze some new preconditioners for the saddle-point systems arising from the edge element discretization of the time-harmonic Maxwell equations in three dimensions. We will first consider the saddle-point systems with…

Numerical Analysis · Mathematics 2016-10-12 Hua Xiang , Shiyang Zhang , Jun Zou

We present a preconditioner for saddle point problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under a mild condition. Some properties of the preconditioner as well as the eigenvalues…

Numerical Analysis · Mathematics 2016-06-23 Davod Khojasteh Salkuyeh , Mohsen Masoudi

In this paper, we propose an efficient method for solving multi-dimensional Riesz space fractional diffusion equations with variable coefficients. The Crank-Nicolson (CN) method is used for temporal discretization, while the fourth-order…

Numerical Analysis · Mathematics 2025-08-01 Yuan-Yuan Huang , Wei Qu , Sean Y. Hon , Siu-Long Lei

We develop a parallel-in-time multigrid preconditioner for augmented systems. These saddle-point systems are foundational to numerical optimization. Our preconditioner, when paired with a suitable optimization method, accelerates the…

Optimization and Control · Mathematics 2025-12-08 Radoslav Vuchkov , Eric C. Cyr , Aurya Javeed , Denis Ridzal

In this paper, we consider using Schur complements to design preconditioners for twofold and block tridiagonal saddle point problems. One type of the preconditioners are based on the nested (or recursive) Schur complement, the other is…

Numerical Analysis · Mathematics 2024-04-05 Mingchao Cai , Guoliang Ju , Jingzhi Li

The block structure of double saddle-point problems has prompted extensive research into efficient preconditioners. This paper introduces a novel class of three-by-three block preconditioners tailored for such systems from the…

Numerical Analysis · Mathematics 2025-12-09 Achraf Badahmane

An inherent regularization strategy and block Schur complement preconditioning are studied for linear poroelasticity problems discretized using the lowest-order weak Galerkin FEM in space and the implicit Euler scheme in time. At each time…

Numerical Analysis · Mathematics 2025-07-31 Weizhang Huang , Zhuoran Wang

In this paper we study the conditioning of optimal control problems constrained by linear parabolic equations with Neumann boundary conditions. While we concentrate on a given end-time target function the results hold also when the target…

Numerical Analysis · Mathematics 2025-03-24 Luise Blank
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