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This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

Numerical Analysis · Mathematics 2017-05-15 Qiang Ye

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Optimization and Control · Mathematics 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

The isogeometric approximation of the Stokes problem in a trimmed domain is studied. This setting is characterized by an underlying mesh unfitted with the boundary of the physical domain making the imposition of the essential boundary…

Numerical Analysis · Mathematics 2022-02-02 Riccardo Puppi

We present new Dirichlet-Neumann and Neumann-Dirichlet algorithms with a time domain decomposition applied to unconstrained parabolic optimal control problems. After a spatial semi-discretization, we use the Lagrange multiplier approach to…

Numerical Analysis · Mathematics 2023-08-25 Martin Jakob Gander , Liu-Di Lu

Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration, and signal processing, etc. We propose an adaptive…

Optimization and Control · Mathematics 2017-08-08 Jiang Hu , Andre Milzarek , Zaiwen Wen , Yaxiang Yuan

Newton-type methods are typically analyzed under Lipschitz continuity of the Hessian, an assumption that can fail for objectives with higher-order or polynomial growth. We introduce a class of nonlinearly preconditioned Newton methods that…

Optimization and Control · Mathematics 2026-05-14 Alexander Bodard , Panagiotis Patrinos

Optimization problems governed by Allen-Cahn systems including elastic effects are formulated and first-order necessary optimality conditions are presented. Smooth as well as obstacle potentials are considered, where the latter leads to an…

Optimization and Control · Mathematics 2013-12-10 Luise Blank , M. Hassan Farshbaf-Shaker , Claudia Hecht , Josef Michl , Christoph Rupprecht

We consider iterative methods for solving the linearised Navier-Stokes equations arising from two-phase flow problems and the efficient preconditioning of such systems when using mixed finite element methods. Our target application is…

Numerical Analysis · Mathematics 2020-05-18 Niall Bootland , Alistair Bentley , Christopher Kees , Andrew Wathen

We propose a block-structured multigrid relaxation scheme for solving the Stokes-Darcy Brinkman equations discretized by the marker and cell scheme. An element-based additive Vanka smoother is used to solve the corresponding shifted…

Numerical Analysis · Mathematics 2022-04-05 Yunhui He

Kernel methods are a popular class of nonlinear predictive models in machine learning. Scalable algorithms for learning kernel models need to be iterative in nature, but convergence can be slow due to poor conditioning. Spectral…

Machine Learning · Statistics 2024-01-26 Amirhesam Abedsoltan , Parthe Pandit , Luis Rademacher , Mikhail Belkin

The aim of this paper is to propose a systematic way to obtain convergent finite element schemes for the Darcy-Stokes flow problem by combining well-known mixed finite elements that are separately convergent for Darcy and Stokes problems.…

Numerical Analysis · Mathematics 2012-03-22 Antonio Márquez , Salim Meddahi , Francisco-Javier Sayas

A monotonic, non-kernel density variant of the density-matching technique for optimization under uncertainty is developed. The approach is suited for turbomachinery problems which, by and large, tend to exhibit monotonic variations in the…

Applications · Statistics 2016-05-25 Pranay Seshadri , Geoffrey Parks , Shahrokh Shahpar

The weighted nonlinear least-squares problem for low-rank signal estimation is considered. The problem of constructing a numerical solution that is stable and fast for long time series is addressed. A modified weighted Gauss-Newton method,…

Numerical Analysis · Mathematics 2022-07-08 Nikita Zvonarev , Nina Golyandina

Numerical algorithms for solving problems of mathematical physics on modern parallel computers employ various domain decomposition techniques. Domain decomposition schemes are developed here to solve numerically initial/boundary value…

Numerical Analysis · Computer Science 2011-02-04 Petr N. Vabishchevich

In this manuscript we propose and analyze weighted reduced order methods for stochastic Stokes and Navier-Stokes problems depending on random input data (such as forcing terms, physical or geometrical coefficients, boundary conditions). We…

Numerical Analysis · Mathematics 2023-03-28 Julien Genovese , Francesco Ballarin , Gianluigi Rozza , Claudio Canuto

We derive the linear acoustic and Stokes-Fourier equations as the limiting dynamics of a system of N hard spheres of diameter $\epsilon$ in two space dimensions, when N $\rightarrow$ $\infty$, $\epsilon$ $\rightarrow$ 0, N $\epsilon$ =…

Analysis of PDEs · Mathematics 2016-10-21 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…

Optimization and Control · Mathematics 2024-10-22 Tucker Hartland , Cosmin G. Petra , Noemi Petra , Jingyi Wang

This paper concerns the preconditioning technique for discrete systems arising from time-harmonic Maxwell equations with absorptions, where the discrete systems are generated by N\'ed\'elec finite element methods of fixed order on meshes…

Numerical Analysis · Mathematics 2025-02-24 Ziyi Li , Qiya Hu

We introduce a new preconditioner for a recently developed pressure-robust hybridized discontinuous Galerkin (HDG) finite element discretization of the Stokes equations. A feature of HDG methods is the straightforward elimination of…

Numerical Analysis · Mathematics 2023-07-07 Sander Rhebergen , Garth N. Wells

We describe how the low-rank structure in an SDP can be exploited to reduce the per-iteration cost of a convex primal-dual interior-point method down to $O(n^{3})$ time and $O(n^{2})$ memory, even at very high accuracies. A traditional…

Optimization and Control · Mathematics 2024-12-04 Hong-Ming Chiu , Richard Y. Zhang