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We introduce a two-level direct solver for the Hierarchical Poincar\'e-Steklov (HPS) method for solving linear elliptic PDEs. HPS combines multidomain spectral collocation with a direct solver, enabling high-order discretizations for highly…

Numerical Analysis · Mathematics 2025-09-19 Joseph Kump , Anna Yesypenko , Per-Gunnar Martinsson

A discretization scheme for variable coefficient Helmholtz problems on two-dimensional domains is presented. The scheme is based on high-order spectral approximations and is designed for problems with smooth solutions. The resulting system…

Numerical Analysis · Mathematics 2012-06-20 P. G. Martinsson

This paper presents a numerical method for variable coefficient elliptic PDEs with mostly smooth solutions on two dimensional domains. The PDE is discretized via a multi-domain spectral collocation method of high local order (order 30 and…

Numerical Analysis · Mathematics 2016-12-09 Tracy Babb , Adrianna Gillman , Sijia Hao , Per-Gunnar Martinsson

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The…

Numerical Analysis · Mathematics 2013-07-11 A. Gillman , P. G. Martinsson

In this paper we present an algebraic dimension-oblivious two-level domain decomposition solver for discretizations of elliptic partial differential equations. The proposed parallel solver is based on a space-filling curve partitioning…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

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

When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…

Numerical Analysis · Mathematics 2024-08-27 Zhu Xuanru , Lai Jun

A fast direct inversion scheme for the large sparse systems of linear equations resulting from the discretization of elliptic partial differential equations in two dimensions is given. The scheme is described for the particular case of a…

Numerical Analysis · Mathematics 2007-07-02 Per-Gunnar Martinsson

This manuscript presents GPU optimizations for the 2D Hierarchical Poincar\'e-Steklov (HPS) discretization scheme. HPS is a multi-domain spectral collocation method that combines high-order discretizations with direct solvers to accurately…

Numerical Analysis · Mathematics 2025-04-22 Anna Yesypenko , Per-Gunnar Martinsson

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

The discretization of elliptic PDEs leads to large coupled systems of equations. Domain decomposition methods (DDMs) are one approach to the solution of these systems, and can split the problem in a way that allows for parallel computing.…

Numerical Analysis · Mathematics 2019-08-01 Ian May , Ronald D. Haynes , Steven J. Ruuth

We present factorization and solution phases for a new linear complexity direct solver designed for concurrent batch operations on fine-grained parallel architectures, for matrices amenable to hierarchical representation. We focus on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-16 Wajih Boukaram , David Keyes , Sherry Li , Yang Liu , George Turkiyyah

This survey describes a class of methods known as "fast direct solvers". These algorithms address the problem of solving a system of linear equations $\boldsymbol{Ax}=\boldsymbol{b}$ arising from the discretization of either an elliptic PDE…

Numerical Analysis · Mathematics 2025-11-12 Per-Gunnar Martinsson , Michael O'Neil

We discuss an approach for solving sparse or dense banded linear systems ${\bf A} {\bf x} = {\bf b}$ on a Graphics Processing Unit (GPU) card. The matrix ${\bf A} \in {\mathbb{R}}^{N \times N}$ is possibly nonsymmetric and moderately large;…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-09-29 Ang Li , Radu Serban , Dan Negrut

This manuscript presents an efficient solver for the linear system that arises from the Hierarchical Poincar\'e-Steklov (HPS) discretization of three dimensional variable coefficient Helmholtz problems. Previous work on the HPS method has…

Numerical Analysis · Mathematics 2023-01-18 José Pablo Lucero Lorca , Natalie Beams , Damien Beecroft , Adrianna Gillman

In this article, we introduce a fast and memory efficient solver for sparse matrices arising from the finite element discretization of elliptic partial differential equations (PDEs). We use a fast direct (but approximate) multifrontal…

Numerical Analysis · Computer Science 2015-04-23 AmirHossein Aminfar , Eric Darve

A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…

Numerical Analysis · Mathematics 2015-03-17 Per-Gunnar Martinsson

The study deals with the parallelization of finite element based Navier-Stokes codes using domain decomposition and state-ofart sparse direct solvers. There has been significant improvement in the performance of sparse direct solvers.…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-11-05 Mandhapati P. Raju , Siddhartha Khaitan

Elliptic partial differential equations must be solved numerically for many problems in numerical relativity, such as initial data for every simulation of merging black holes and neutron stars. Existing elliptic solvers can take multiple…

In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization…

Numerical Analysis · Mathematics 2012-10-24 Rahul S. Sampath , Bobby Philip , Srikanth Allu , Srdjan Simunovic
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