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The article presents the theoretical background of the algorithms for solving cyclic block tridiagonal and cyclic block penta-diagonal systems of linear algebraic equations present in ref [1] and [2]. The theory is based on the Woodbury…

Mathematical Physics · Physics 2008-07-24 Milan Batista , Abdel Rahman A. Ibrahim Karawia

We consider a mixed hybrid finite element formulation for coupled poromechanics. A stabilization strategy based on a macro-element approach is advanced to eliminate the spurious pressure modes appearing in undrained/incompressible…

Numerical Analysis · Mathematics 2020-07-28 Matteo Frigo , Nicola Castelletto , Massimiliano Ferronato , Joshua A. White

We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…

Machine Learning · Statistics 2015-06-15 Zhanxing Zhu , Amos J. Storkey

This paper studies the primal-dual convergence and iteration-complexity of proximal bundle methods for solving nonsmooth problems with convex structures. More specifically, we develop a family of primal-dual proximal bundle methods for…

Optimization and Control · Mathematics 2025-09-26 Jiaming Liang

Data assimilation algorithms combine information from observations and prior model information to obtain the most likely state of a dynamical system. The linearised weak-constraint four-dimensional variational assimilation problem can be…

Numerical Analysis · Mathematics 2023-12-04 Jemima M. Tabeart , John W. Pearson

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

We propose a uniform block-diagonal preconditioner for condensed $H$(div)-conforming HDG schemes for parameter-dependent saddle point problems, including the generalized Stokes equations and the linear elasticity equations. An optimal…

Numerical Analysis · Mathematics 2022-06-23 Guosheng Fu , Wenzheng Kuang

In this work, we consider the solution of fluid-structure interaction problems using a monolithic approach for the coupling between fluid and solid subproblems. The coupling of both equations is realized by means of the arbitrary…

Numerical Analysis · Mathematics 2018-03-09 D. Jodlbauer , U. Langer , T. Wick

Circulant preconditioners are commonly used to accelerate the rate of convergence of iterative methods when solving linear systems of equations with a Toeplitz matrix. Block extensions that can be applied when the system has a block…

Numerical Analysis · Mathematics 2016-09-06 L. Dykes , S. Noschese , L. Reichel

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

Optimization and Control · Mathematics 2023-01-31 Nikita Doikov , Anton Rodomanov

We provide an overview of primal-dual algorithms for nonsmooth and non-convex-concave saddle-point problems. This flows around a new analysis of such methods, using Bregman divergences to formulate simplified conditions for convergence.

Optimization and Control · Mathematics 2021-08-03 Tuomo Valkonen

A modification of the generalized shift-splitting (GSS) method is presented for solving singular saddle point problems. In this kind of modification, the diagonal shift matrix is replaced by a block diagonal matrix which is symmetric…

Numerical Analysis · Mathematics 2017-04-26 Davod Khojasteh Salkuyeh , Maryam Rahimian

The current work investigates the effectiveness of block triangular preconditioners in accelerating and stabilizing the numerical solution of inverse source problems governed by time-space fractional diffusion equations (TSFDEs). We focus…

Numerical Analysis · Mathematics 2025-09-30 Monoswini Majumdar , Stefano Serra-Capizzano , Rosita L. Sormani

We study preconditioners for a model problem describing the coupling of two elliptic subproblems posed over domains with different topological dimension by a parameter dependent constraint. A pair of parameter robust and efficient…

Numerical Analysis · Mathematics 2018-04-11 Miroslav Kuchta , Magne Nordaas , Joris C. G. Verschaeve , Mikael Mortensen , Kent-Andre Mardal

In this article, we discuss several classes of Uzawa smoothers for the application in multigrid methods in the context of saddle point problems. Beside commonly used variants, such as the inexact and block factorization version, we also…

Numerical Analysis · Mathematics 2016-12-06 Lorenz John , Ulrich Rüde , Barbara Wohlmuth , Walter Zulehner

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

In this work, we propose a class of novel preconditioned Krylov subspace methods for solving an optimal control problem of parabolic equations. Namely, we develop a family of block $\omega$-circulant based preconditioners for the…

Numerical Analysis · Mathematics 2024-06-04 Po Yin Fung , Sean Hon

We investigate various block preconditioners for a low-order Raviart-Thomas discretization of the mixed Poisson problem on adaptive quadrilateral meshes. In addition to standard diagonal and Schur complement preconditioners, we present a…

Numerical Analysis · Mathematics 2024-12-20 Carsten Burstedde , Jose A. Fonseca , Bram Metsch

A method for solving cyclic block three-diagonal systems of equations is generalized for solving a block cyclic penta-diagonal system of equations. Introducing a special form of two new variables the original system is split into three…

Mathematical Software · Computer Science 2008-12-18 Milan Batista