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The computation of stationary distributions of Markov chains is an important task in the simulation of stochastic models. The linear systems arising in such applications involve non-symmetric M-matrices, making algebraic multigrid methods a…

Numerical Analysis · Mathematics 2014-02-18 James Brannick , Karsten Kahl , Sonja Sokolovic

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 fluid flow simulation, the multi-continuum model is a useful strategy. When the heterogeneity and contrast of coefficients are high, the system becomes multiscale, and some kinds of reduced-order methods are demanded. Combining these…

Numerical Analysis · Mathematics 2023-02-08 Tina Mai , Siu Wun Cheung , Jun Sur Richard Park

This paper proposes Inverse Gram Matrix (IGM) methods to prioritize the Pairwise Reciprocal Matrix (PRM) in the Analytic Hierarchy Process. The IGM methods include Pseudo-IGM, Normalized-IGM, and Lagrange-IGM. Interestingly, the proposed…

Optimization and Control · Mathematics 2024-01-03 Kevin Kam Fung Yuen

We propose a least-squares method involving the recovery of the gradient and possibly the Hessian for elliptic equation in nondivergence form. As our approach is based on the Lax--Milgram theorem with the curl-free constraint built into the…

Numerical Analysis · Mathematics 2021-09-08 Omar Lakkis , Amireh Mousavi

In this paper, a piecewise quadratic nonconforming finite element method on rectangular grids for a fourth-order elliptic singular perturbation problem is presented. This proposed method is robustly convergent with respect to the…

Numerical Analysis · Mathematics 2020-06-30 Huilan Zeng , Chen-Song Zhang , Shuo Zhang

The accuracy and stability of the least squares finite element method (LSFEM) and the Galerkin finite element method (GFEM) for solving radiative transfer in homogeneous and inhomogeneous media are studied theoretically via a frequency…

Computational Physics · Physics 2015-06-04 J. M. Zhao , J. Y. Tan , L. H. Liu

CG, SYMMLQ, and MINRES are Krylov subspace methods for solving symmetric systems of linear equations. When these methods are applied to an incompatible system (that is, a singular symmetric least-squares problem), CG could break down and…

Numerical Analysis · Mathematics 2015-03-30 Sou-Cheng T. Choi , Christopher C. Paige , Michael A. Saunders

We present a framework for solving partial different equations on evolving surfaces. Based on the grid-based particle method (GBPM) [18], the method can naturally resample the surface even under large deformation from the motion law. We…

Numerical Analysis · Mathematics 2024-07-25 Ningchen Ying , Shingyu Leung

We begin by addressing the time-domain full-waveform inversion using the adjoint method. Next, we derive the scaled boundary semi-weak form of the scalar wave equation in heterogeneous media through the Galerkin method. Unlike conventional…

Numerical Analysis · Mathematics 2025-01-14 Alireza Daneshyar , Stefan Kollmannsberger

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

Mathematical Physics · Physics 2007-07-05 Ronald B. Morgan , Walter Wilcox

Force-based atomistic-continuum hybrid methods are the only known pointwise consistent methods for coupling a general atomistic model to a finite element continuum model. For this reason, and due to their algorithmic simplicity, force-based…

Numerical Analysis · Mathematics 2010-07-05 Matthew Dobson , Mitchell Luskin , Christoph Ortner

It is well known that as a famous type of iterative methods in numerical linear algebra, Gauss-Seidel iterative methods are convergent for linear systems with strictly or irreducibly diagonally dominant matrices, invertible $H-$matrices…

Numerical Analysis · Mathematics 2014-10-14 Cheng-yi Zhang , Dan Ye , Cong-lei Zhong , Shuanghua Luo

We construct least squares formulations of PDEs with inhomogeneous essential boundary conditions, where boundary residuals are not measured in unpractical fractional Sobolev norms, but which formulations nevertheless are shown to yield a…

Numerical Analysis · Mathematics 2025-05-12 Harald Monsuur , Robin Smeets , Rob Stevenson

An iterative method LSMR is presented for solving linear systems $Ax=b$ and least-squares problem $\min \norm{Ax-b}_2$, with $A$ being sparse or a fast linear operator. LSMR is based on the Golub-Kahan bidiagonalization process. It is…

Mathematical Software · Computer Science 2012-01-25 David Fong , Michael Saunders

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

In this paper, a generalized finite element method (GFEM) with optimal local approximation spaces for solving high-frequency heterogeneous Helmholtz problems is systematically studied. The local spaces are built from selected eigenvectors…

Numerical Analysis · Mathematics 2022-09-15 Chupeng Ma , Christian Alber , Robert Scheichl

We explore the use of flexible GMRES as an outer wrapper for sketched GMRES. Building on a new bound for the residual of FGMRES in terms of the residual of the preconditioner, we derive a practical randomized solver that requires very…

Numerical Analysis · Mathematics 2026-05-11 Stefan Güttel , John W. Pearson

Algebraic multigrid (AMG) is known to be an effective solver for many sparse symmetric positive definite (SPD) linear systems. For SPD systems, the convergence theory of AMG is well-understood in terms of the $A$-norm, but in a nonsymmetric…

Numerical Analysis · Mathematics 2025-01-14 Ahsan Ali , James Brannick , Karsten Kahl , Oliver A. Krzysik , Jacob B. Schroder , Ben S. Southworth
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