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Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

For the solution of discrete ill-posed problems, in this paper a novel preconditioned iterative method based on the Arnoldi algorithm for matrix functions is presented. The method is also extended to work in connection with Tikhonov…

Numerical Analysis · Mathematics 2011-11-18 Paolo Novati , Michela Redivo-Zaglia , Maria Rosaria Russo

The accurate assembly of the system matrix is an important step in any code that solves partial differential equations on a mesh. We either explicitly set up a matrix, or we work in a matrix-free environment where we have to be able to…

Mathematical Software · Computer Science 2020-06-19 Charles D. Murray , Tobias Weinzierl

Laplacian matrices of graphs arise in large-scale computational applications such as machine learning; spectral clustering of images, genetic data and web pages; transportation network flows; electrical resistor circuits; and elliptic…

Numerical Analysis · Mathematics 2011-08-02 Oren E. Livne , Achi Brandt

Model-based learned iterative reconstruction methods have recently been shown to outperform classical reconstruction algorithms. Applicability of these methods to large scale inverse problems is however limited by the available memory for…

Image and Video Processing · Electrical Eng. & Systems 2020-04-21 Andreas Hauptmann , Jonas Adler , Simon Arridge , Ozan Öktem

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

Soft Condensed Matter · Physics 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

Many problems in computational science and engineering involve partial differential equations and thus require the numerical solution of large, sparse (non)linear systems of equations. Multigrid is known to be one of the most efficient…

Mathematical Software · Computer Science 2014-06-23 Harald Koestler , Christian Schmitt , Sebastian Kuckuk , Frank Hannig , Juergen Teich , Ulrich Ruede

Mixed-integer optimization is at the core of many online decision-making systems that demand frequent updates of decisions in real time. However, due to their combinatorial nature, mixed-integer linear programs (MILPs) can be difficult to…

Optimization and Control · Mathematics 2026-04-21 Shivi Dixit , Rishabh Gupta , Qi Zhang

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

We present a deep learning-based iterative approach to solve the discrete heterogeneous Helmholtz equation for high wavenumbers. Combining classical iterative multigrid solvers and convolutional neural networks (CNNs) via preconditioning,…

Machine Learning · Computer Science 2024-06-07 Bar Lerer , Ido Ben-Yair , Eran Treister

Leveraging machine learning to facilitate the optimization process is an emerging field that holds the promise to bypass the fundamental computational bottleneck caused by classic iterative solvers in critical applications requiring…

Machine Learning · Computer Science 2022-07-18 Xinran Liu , Yuzhe Lu , Ali Abbasi , Meiyi Li , Javad Mohammadi , Soheil Kolouri

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

Simulating and developing large rectangularly shaped arrays with equidistant interspacing is challenging as the computational complexity grows quickly with array size. However, the geometrical shape of the array, appropriately meshed, leads…

Numerical Analysis · Mathematics 2025-06-26 Harald Hultin , Lucas Åkerstedt , B. L. G. Jonsson

Consider the problem of imputing missing values in a dataset. One the one hand, conventional approaches using iterative imputation benefit from the simplicity and customizability of learning conditional distributions directly, but suffer…

Machine Learning · Statistics 2022-06-17 Daniel Jarrett , Bogdan Cebere , Tennison Liu , Alicia Curth , Mihaela van der Schaar

This paper presents a new stochastic preconditioning approach. For symmetric diagonally-dominant M-matrices, we prove that an incomplete LDL factorization can be obtained from random walks, and used as a preconditioner for an iterative…

Numerical Analysis · Mathematics 2007-05-23 Haifeng Qian , Sachin S. Sapatnekar

The rapid growth of end-user AI applications, such as computer vision and generative AI, has led to immense data and processing demands often exceeding user devices' capabilities. Edge AI addresses this by offloading computation to the…

Machine Learning · Computer Science 2024-11-05 Juan Marcelo Parra-Ullauri , Oscar Dilley , Hari Madhukumar , Dimitra Simeonidou

The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an…

Numerical Analysis · Mathematics 2020-06-25 Miguel Zambrano , Sintya Serrano , Boyan S. Lazarov , Juan Galvis

We design two classes of ultra-fast meta-solvers for linear systems arising after discretizing PDEs by combining neural operators with either simple iterative solvers, e.g., Jacobi and Gauss-Seidel, or with Krylov methods, e.g., GMRES and…

Numerical Analysis · Mathematics 2024-12-03 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis

The solution of large sparse linear systems is often the most time-consuming part of many science and engineering applications. Computational fluid dynamics, circuit simulation, power network analysis, and material science are just a few…

Numerical Analysis · Computer Science 2011-09-20 Murat Manguoglu

This contribution proposes novel data-driven surrogate modeling approaches for parameterized parabolic PDEs, where the parameter dependence can be split into two parts with different decay behavior of the Kolmogorov $N$-width. Such problems…

Numerical Analysis · Mathematics 2026-04-27 Dawid Kotowski , Mario Ohlberger
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