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In this work, we present scalable balancing domain decomposition by constraints methods for linear systems arising from arbitrary order edge finite element discretizations of multi-material and heterogeneous 3D problems. In order to enforce…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Santiago Badia , Alberto F. Martín , Marc Olm

This paper develops some interior penalty $hp$-discontinuous Galerkin ($hp$-DG) methods for the Helmholtz equation in two and three dimensions. The proposed $hp$-DG methods are defined using a sesquilinear form which is not only…

Numerical Analysis · Mathematics 2009-07-21 Xiaobing Feng , Haijun Wu

We study high-probability (HP) convergence guarantees in decentralized stochastic optimization, where multiple agents collaborate to jointly train a model over a network. Existing HP results in decentralized settings almost exclusively…

Machine Learning · Computer Science 2026-05-04 Aleksandar Armacki , Haoyuan Cai , Ali H. Sayed

We are interested in numerically solving the Hamilton-Jacobi (HJ) equations, which arise in optimal control and many other applications. Oftentimes, such equations are posed in high dimensions, and this poses great numerical challenges.…

Numerical Analysis · Mathematics 2021-04-14 Wei Guo , Juntao Huang , Zhanjing Tao , Yingda Cheng

In axisymmetric fusion reactors, the equilibrium magnetic configuration can be expressed in terms of the solution to a semi-linear elliptic equation known as the Grad-Shafranov equation, the solution of which determines the poloidal…

Computational Physics · Physics 2019-03-07 Tonatiuh Sánchez-Vizuet , Manuel Solano

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…

Optimization and Control · Mathematics 2024-05-20 Gabriele Ciaramella , Fabio Nobile , Tommaso Vanzan

We consider the numerical solution of Poisson's equation on structured grids using geometric multigrid with nonstandard coarse grids and coarse level operators. We are motivated by the problem of developing high-order accurate numerical…

Numerical Analysis · Mathematics 2020-08-11 Kamala Liu , William D. Henshaw

The aim of this work is to consider multiscale algorithms for solving PDEs with Galerkin methods on bounded domains. We provide results on convergence and condition numbers. We show how to handle PDEs with Dirichlet boundary conditions. We…

Numerical Analysis · Mathematics 2012-11-08 Andrew Chernih , Quoc Thong Le Gia

This work develops a nonlinear multigrid method for diffusion problems discretized by cell-centered finite volume methods on general unstructured grids. The multigrid hierarchy is constructed algebraically using aggregation of degrees of…

Numerical Analysis · Mathematics 2020-10-29 Chak Shing Lee , François Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua White

We present two new methods for linear elasticity with simultaneously yield stress and displacement approximations of optimal accuracy in both the mesh size h and polynomial degree p. This is achieved within the recently developed…

Numerical Analysis · Mathematics 2012-05-23 Jamie Bramwell , Leszek Demkowicz , Jay Gopalakrishnan , Weifeng Qiu

Elliptic partial differential equations (PDEs) frequently arise in continuum descriptions of physical processes relevant to science and engineering. Multilevel preconditioners represent a family of scalable techniques for solving discrete…

Mathematical Software · Computer Science 2016-04-26 Dave A. May , Patrick Sanan , Karl Rupp , Matthew G. Knepley , Barry F. Smith

The Helmholtz equation arises when modeling wave propagation in the frequency domain. The equation is discretized as an indefinite linear system, which is difficult to solve at high wave numbers. In many applications, the solution of the…

Computational Engineering, Finance, and Science · Computer Science 2017-12-19 Eran Treister , Eldad Haber

Algebraic Multigrid (AMG) methods are state-of-the-art algebraic solvers for partial differential equations. Still, their efficiency depends heavily on the choice of suitable parameters and/or ingredients. Paradigmatic examples include the…

Numerical Analysis · Mathematics 2026-01-01 Paola F. Antonietti , Matteo Caldana , Lorenzo Gentile , Marco Verani

Hybrid stochastic differential equations are a useful tool to model continuously varying stochastic systems which are modulated by a random environment that may depend on the system state itself. In this paper, we establish the pathwise…

Probability · Mathematics 2022-11-04 Hansjoerg Albrecher , Oscar Peralta

We present a scalable and efficient iterative solver for high-order hybridized discontinuous Galerkin (HDG) discretizations of hyperbolic partial differential equations. It is an interplay between domain decomposition methods and HDG…

Numerical Analysis · Mathematics 2016-01-29 Sriramkrishnan Muralikrishnan , Minh-Binh Tran , Tan Bui-Thanh

Linear solvers for large and sparse systems are a key element of scientific applications, and their efficient implementation is necessary to harness the computational power of current computers. Algebraic MultiGrid (AMG) preconditioners are…

Numerical Analysis · Mathematics 2022-04-25 Pasqua D'Ambra , Fabio Durastante , Salvatore Filippone

We present a novel block-preconditioner for the elastic Helmholtz equation, based on a reduction to acoustic Helmholtz equations. Both versions of the Helmholtz equations are challenging numerically. The elastic Helmholtz equation is…

Numerical Analysis · Mathematics 2025-12-09 Rachel Yovel , Eran Treister

This paper provides the first provable $\mathcal{O}(N \log N)$ algorithms for the linear system arising from the direct finite element discretization of the fourth-order equation with different boundary conditions on unstructured grids of…

Numerical Analysis · Mathematics 2012-03-06 Shuo Zhang , Jinchao Xu

Fractional diffusion equations (FDEs) are a mathematical tool used for describing some special diffusion phenomena arising in many different applications like porous media and computational finance. In this paper, we focus on a…

Numerical Analysis · Mathematics 2017-10-11 Hamid Moghaderi , Mehdi Dehghan , Marco Donatelli , Mariarosa Mazza

In this paper, we develop sparse grid central discontinuous Galerkin (CDG) scheme for linear hyperbolic systems with variable coefficients in high dimensions. The scheme combines the CDG framework with the sparse grid approach, with the aim…

Numerical Analysis · Mathematics 2019-01-16 Zhanjing Tao , Anqi Chen , Mengping Zhang , Yingda Cheng