Related papers: Preconditioned infinite GMRES for parameterized li…
Compatible finite element discretisations for the atmospheric equations of motion have recently attracted considerable interest. Semi-implicit timestepping methods require the repeated solution of a large saddle-point system of linear…
We consider the solution of saddle-point systems with a tree-based block structure, introducing a parallelizable direct method for their solution. As our key contribution, we then propose several structure-exploiting preconditioners to be…
In this paper, we propose a robust solver for the finite element discrete problem of the stationary incompressible magnetohydrodynamic (MHD) equations in three dimensions. By the mixed finite element method, both the velocity and the…
In this contribution, we study the numerical behavior of the Generalized Minimal Residual (GMRES) method for solving singular linear systems. It is known that GMRES determines a least squares solution without breakdown if the coefficient…
We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…
This paper introduces a new preconditioning technique that is suitable for matrices arising from the discretization of a system of PDEs on unstructured grids. The preconditioner satisfies a so-called filtering property, which ensures that…
The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…
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…
A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…
We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…
We consider one-level additive Schwarz domain decomposition preconditioners for the Helmholtz equation with variable coefficients (modelling wave propagation in heterogeneous media), subject to boundary conditions that include wave…
{In [X. L. Lin, M. K. Ng, and Y. Zhi. {\it J. Comput. Phys.}, 434 (2021), pp. 110221] and [Y. L. Zhao, J. Wu, X. M. Gu, and H. Li. {\it Comput. Math. Appl.}, 148(2023), pp. 200--210]}, two-sided preconditioning techniques are proposed for…
Solving multiple parametrised related systems is an essential component of many numerical tasks, and learning from the already solved systems will make this process faster. In this work, we propose a novel probabilistic linear solver over…
The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…
Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…
We consider locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of parabolic initial-boundary value problems with variable, possibly discontinuous in space…
We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…
Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…
Phase-field fracture models lead to variational problems that can be written as a coupled variational equality and inequality system. Numerically, such problems can be treated with Galerkin finite elements and primal-dual active set…
Trimming is a ubiquitous operation in computer-aided-design whereby parts of a geometry are merged, intersected, or simply discarded. While it grants virtually unlimited flexibility in geometric design, it introduces a plethora of other…