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We introduce a two-level direct solver for the Hierarchical Poincar\'e-Steklov (HPS) method for solving linear elliptic PDEs. HPS combines multidomain spectral collocation with a direct solver, enabling high-order discretizations for highly…

Numerical Analysis · Mathematics 2025-09-19 Joseph Kump , Anna Yesypenko , Per-Gunnar Martinsson

The recently developed Hierarchical Poincar\'e-Steklov (HPS) method is a high-order discretization technique that comes with a direct solver. Results from previous papers demonstrate the method's ability to solve Helmholtz problems to high…

Numerical Analysis · Mathematics 2019-04-29 Natalie Beams , Adrianna Gillman , Russell J. Hewett

A numerical method for variable coefficient elliptic problems on two dimensional domains is described. The method is based on high-order spectral approximations and is designed for problems with smooth solutions. The resulting system of…

Numerical Analysis · Mathematics 2015-06-04 P. G. Martinsson

We revisit the Hierarchical Poincar\'e-Steklov (HPS) method in a preconditioned iterative setting for variable-coefficient Helmholtz problems with impedance boundary conditions. HPS is commonly presented as a direct solver based on nested…

Numerical Analysis · Mathematics 2026-03-31 J. P. Lucero Lorca

A discretization scheme for variable coefficient Helmholtz problems on two-dimensional domains is presented. The scheme is based on high-order spectral approximations and is designed for problems with smooth solutions. The resulting system…

Numerical Analysis · Mathematics 2012-06-20 P. G. Martinsson

This manuscript presents GPU optimizations for the 2D Hierarchical Poincar\'e-Steklov (HPS) discretization scheme. HPS is a multi-domain spectral collocation method that combines high-order discretizations with direct solvers to accurately…

Numerical Analysis · Mathematics 2025-04-22 Anna Yesypenko , Per-Gunnar Martinsson

This manuscript presents an adaptive high order discretization technique for elliptic boundary value problems. The technique is applied to an updated version of the Hierarchical Poincar\'e-Steklov (HPS) method. Roughly speaking, the HPS…

Numerical Analysis · Mathematics 2018-07-03 Peter Geldermans , Adrianna Gillman

The paper introduces the sweeping preconditioner, which is highly efficient for iterative solutions of the variable coefficient Helmholtz equation including very high frequency problems. The first central idea of this novel approach is to…

Numerical Analysis · Mathematics 2010-08-04 Björn Engquist , Lexing Ying

We develop a triangular formulation of the hierarchical Poincar\'e-Steklov (HPS) method for elliptic partial differential equations on surfaces, allowing high-order discretizations on unstructured meshes and complex geometries. Classical…

Numerical Analysis · Mathematics 2026-04-06 Gentian Zavalani

This paper presents an efficient Krylov subspace iterative solver for the three-dimensional (3D) Helmholtz equation with non-constant coefficients and absorbing boundary conditions, combining high-resolution compact schemes with low-order…

Numerical Analysis · Mathematics 2026-02-10 Yury Gryazin , Ron Gonzales , Xiaoye Sherry Li

The Helmholtz equation is related to seismic exploration, sonar, antennas, and medical imaging applications. It is one of the most challenging problems to solve in terms of accuracy and convergence due to the scalability issues of the…

Numerical Analysis · Mathematics 2024-01-12 Jinqiang Chen , Vandana Dwarka , Cornelis Vuik

A high-order convergent numerical method for solving linear and non-linear parabolic PDEs is presented. The time-stepping is done via an explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method of order 4 or 5, and for the implicit…

Numerical Analysis · Mathematics 2018-11-13 Tracy Babb , Per-Gunnar Martinsson , Daniel Appelo

In this work, we study the accuracy and efficiency of hierarchical matrix ($\mathcal{H}$-matrix) based fast methods for solving dense linear systems arising from the discretization of the 3D elastodynamic Green's tensors. It is well known…

Numerical Analysis · Mathematics 2017-10-25 Stéphanie Chaillat , Luca Desiderio , Patrick Ciarlet

In this work, we formulate and analyze a geometric multigrid method for the iterative solution of the discrete systems arising from the finite element discretization of symmetric second-order linear elliptic diffusion problems. We show that…

Numerical Analysis · Mathematics 2024-01-17 Michael Innerberger , Ani Miraçi , Dirk Praetorius , Julian Streitberger

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincar\'e--Steklov (HPS) family of algorithms for…

Numerical Analysis · Mathematics 2025-11-17 Owen Melia , Daniel Fortunato , Jeremy Hoskins , Rebecca Willett

In this paper, we propose and analyze the numerical algorithms for fast solution of periodic elliptic problems in random media in $\mathbb{R}^d$, $d=2,3$. We consider the stochastic realizations using checkerboard configuration of the…

Numerical Analysis · Mathematics 2020-07-16 Venera Khoromskaia , Boris N. Khoromskij

We describe a fast, direct solver for elliptic partial differential equations on a two-dimensional hierarchy of adaptively refined, Cartesian meshes. Our solver, inspired by the Hierarchical Poincar\'e-Steklov (HPS) method introduced by…

Numerical Analysis · Mathematics 2024-04-09 Damyn Chipman , Donna Calhoun , Carsten Burstedde

We propose an iterative solution method for the 3D high-frequency Helmholtz equation that exploits a contour integral formulation of spectral projectors. In this framework, the solution in certain invariant subspaces is approximated by…

Numerical Analysis · Mathematics 2018-11-30 Xiao Liu , Yuanzhe Xi , Yousef Saad , Maarten V. de Hoop

We present a high-order spacetime numerical method for discretizing and solving linear initial-boundary value problems using wavelet-based techniques with user-prescribed error estimates. The spacetime wavelet discretization yields a system…

Numerical Analysis · Mathematics 2025-09-04 Cody D. Cochran , Karel Matous

We investigate the Helmholtz equation with suitable boundary conditions and uncertainties in the wavenumber. Thus the wavenumber is modeled as a random variable or a random field. We discretize the Helmholtz equation using finite…

Numerical Analysis · Mathematics 2022-09-30 Roland Pulch , Olivier Sète
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