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A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…

Numerical Analysis · Mathematics 2023-10-11 Elisabetta Carlini , Antonio Siconolfi

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

Fast sweeping methods have become a useful tool for computing the solutions of static Hamilton-Jacobi equations. By adapting the main idea behind these methods, we describe a new approach for computing steady state solutions to systems of…

Numerical Analysis · Mathematics 2015-06-16 Bjorn Engquist , Brittany D. Froese , Yen-Hsi Richard Tsai

The Schr\"odinger equation defines the dynamics of quantum particles which has been an area of unabated interest in physics. We demonstrate how simple transformations of the Schr\"odinger equation leads to a coupled linear system, whereby…

Numerical Analysis · Computer Science 2015-03-17 Hisham bin Zubair , Bram Reps , Wim Vanroose

The FETI-DP algorithms, proposed by the authors in [SIAM J. Numer. Anal., 51 (2013), pp.~1235--1253] and [Internat. J. Numer. Methods Engrg., 94 (2013), pp.~128--149] for solving incompressible Stokes equations, are extended to…

Numerical Analysis · Mathematics 2014-04-24 Xuemin Tu , Jing Li

We build a simple and general class of finite difference schemes for first order Hamilton-Jacobi (HJ) Partial Differential Equations. These filtered schemes are convergent to the unique viscosity solution of the equation. The schemes are…

Numerical Analysis · Mathematics 2015-05-20 Adam M. Oberman , Tiago Salvador

The paper studies the global convergence of the block Jacobi me\-thod for symmetric matrices. Given a symmetric matrix $A$ of order $n$, the method generates a sequence of matrices by the rule $A^{(k+1)}=U_k^TA^{(k)}U_k$, $k\geq0$, where…

Numerical Analysis · Mathematics 2017-06-27 Vjeran Hari , Erna Begovic

A new domain decomposition method is introduced for the heterogeneous 2-D and 3-D Helmholtz equations. Transmission conditions based on the perfectly matched layer (PML) are derived that avoid artificial reflections and match incoming and…

Numerical Analysis · Mathematics 2013-06-24 Christiaan C. Stolk

We propose a Jacobi-style distributed algorithm to solve convex, quadratically constrained quadratic programs (QCQPs), which arise from a broad range of applications. While small to medium-sized convex QCQPs can be solved efficiently by…

Optimization and Control · Mathematics 2021-10-15 Run Chen , Andrew L. Liu

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich

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

Implicit solvers for atmospheric models are often accelerated via the solution of a preconditioned system. For block preconditioners this typically involves the factorisation of the (approximate) Jacobian resulting from linearization of the…

Numerical Analysis · Mathematics 2024-10-03 David Lee , Alberto F. Martín , Kieran Ricardo

A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables. The proposed method iteratively selects a…

Optimization and Control · Mathematics 2019-03-06 Andrea Cristofari

This work develops an all-at-once space-time preconditioning approach for resistive magnetohydrodynamics (MHD). We consider parallel-in-time due to the long time domains required to capture the physics of interest, as well as the complexity…

Numerical Analysis · Mathematics 2025-08-19 Federico Danieli , Ben S. Southworth , Jacob B. Schroder

Motivated by the increasing availability of high-performance parallel computing, we design a distributed parallel algorithm for linearly-coupled block-structured nonconvex constrained optimization problems. Our algorithm performs…

Optimization and Control · Mathematics 2021-12-17 Anirudh Subramanyam , Youngdae Kim , Michel Schanen , François Pacaud , Mihai Anitescu

In this paper, we combine the nonlinear HWENO reconstruction in \cite{newhwenozq} and the fixed-point iteration with Gauss-Seidel fast sweeping strategy, to solve the static Hamilton-Jacobi equations in a novel HWENO framework recently…

Numerical Analysis · Mathematics 2021-12-15 Yupeng Ren , Yulong Xing , Jianxian Qiu

Jacobi's method is a well-known algorithm in linear algebra to diagonalize symmetric matrices by successive elementary rotations. We report about the generalization of these elementary rotations towards canonical transformations acting in…

Mathematical Physics · Physics 2021-05-19 Christian Baumgarten

In this paper, a parallel domain decomposition method is proposed for solving the fully-mixed Stokes-dual-permeability fluid flow model with Beavers-Joseph (BJ) interface conditions. Three Robin-type boundary conditions and a modified weak…

Numerical Analysis · Mathematics 2022-06-14 Zheng Li , Feng Shi , Yizhong Sun , Haibiao Zheng

A domain decomposition method for the solution of general variable-coefficient elliptic partial differential equations on regular domains is introduced. The method is based on tessellating the domain into overlapping thin slabs or shells,…

Numerical Analysis · Mathematics 2025-10-31 Simon Dirckx , Anna Yesypenko , Per-Gunnar Martinsson

We review some important ideas in the design and analysis of robust overlapping domain decomposition algorithms for high-contrast multiscale problems and propose a domain decomposition method better performance in terms of the number of…

Numerical Analysis · Mathematics 2017-05-26 Juan Galvis , Eric Chung , Yalchin Efendiev , Wing Tat Leung
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