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We study linear systems of equations arising from a stochastic Galerkin finite element discretization of saddle point problems with random data and its iterative solution. We consider the Stokes flow model with random viscosity described by…

Numerical Analysis · Mathematics 2018-11-16 Christopher Müller , Sebastian Ullmann , Jens Lang

First-order optimization solvers, such as the Fast Gradient Method, are increasingly being used to solve Model Predictive Control problems in resource-constrained environments. Unfortunately, the convergence rate of these solvers is…

Optimization and Control · Mathematics 2022-04-07 Ian McInerney , Eric C. Kerrigan , George A. Constantinides

The numerical modeling of fracture contact thermo-poromechanics is crucial for advancing subsurface engineering applications, including CO2 sequestration, production of geo-energy resources, energy storage and wastewater disposal…

Numerical Analysis · Mathematics 2025-10-14 Yury Zabegaev , Inga Berre , Eirik Keilegavlen

Convergence in self-consistent-field cycles can be a major computational bottleneck of density-functional theory calculations. We propose a Resta-like preconditioning method for full-potential all-electron calculations in the linearized…

Materials Science · Physics 2023-01-05 Jongmin Kim , Matthias M. May

Transient simulation of linear and nonlinear circuits remains an important task in modern EDA tools. At present, SPICE-like simulators face challenges in parallelization, nonlinear convergence and linear efficiency, especially when applied…

Computational Engineering, Finance, and Science · Computer Science 2025-11-21 Zijian Zhang , Yuanmiao Lin , Xuesong Chen , Shuting Cai

For real matrices of full column-rank, we analyze the conditioning of several types of normal equations that are preconditioned by a randomized preconditioner computed in lower precision. These include symmetrically preconditioned normal…

Numerical Analysis · Mathematics 2026-03-18 James E. Garrison , Ilse C. F. Ipsen

We introduce an iterative solver named MINARES for symmetric linear systems $Ax \approx b$, where $A$ is possibly singular. MINARES is based on the symmetric Lanczos process, like MINRES and MINRES-QLP, but it minimizes $\|Ar_k\|$ in each…

Numerical Analysis · Mathematics 2023-10-04 Alexis Montoison , Dominique Orban , Michael A. Saunders

This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary periodic processes, in particular of stationary…

Optimization and Control · Mathematics 2018-04-11 Francesca P. Carli , Augusto Ferrante , Michele Pavon , Giorgio Picci

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang

Preconditioning for multilevel Toeplitz systems has long been a focal point of research in numerical linear algebra. In this work, we develop a novel preconditioning method for a class of nonsymmetric multilevel Toeplitz systems, which…

Numerical Analysis · Mathematics 2024-09-25 Yuan-Yuan Huang , Sean Y. Hon , Lot-Kei Chou , Siu-Long Lei

The $p$-step backwards difference formula (BDF) for solving the system of ODEs can result in a kind of all-at-once linear systems, which are solved via the parallel-in-time preconditioned Krylov subspace solvers (see McDonald, Pestana, and…

Numerical Analysis · Mathematics 2021-09-14 Xian-Ming Gu , Yong-Liang Zhao , Xi-Le Zhao , Bruno Carpentieri , Yu-Yun Huang

In this article, we derive fast and robust parallel-in-time preconditioned iterative methods for the all-at-once linear systems arising upon discretization of time-dependent PDEs. The discretization we employ is based on a Runge--Kutta…

Numerical Analysis · Mathematics 2023-04-25 Santolo Leveque , Luca Bergamaschi , Ángeles Martínez , John W. Pearson

Model predictive control (MPC) for linear dynamical systems requires solving an optimal control structured quadratic program (QP) at each sampling instant. This paper proposes a primal active-set strategy (PRESAS) for the efficient solution…

Optimization and Control · Mathematics 2020-07-14 Rien Quirynen , Stefano Di Cairano

A block lower triangular Toeplitz system arising from time-space fractional diffusion equation is discussed. For efficient solutions of such the linear system, the preconditioned biconjugate gradient stabilized method and flexible general…

Numerical Analysis · Mathematics 2019-05-28 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Jianxiong Cao

A two-step preconditioned iterative method based on the Hermitian/Skew-Hermitian splitting is applied to the solution of nonsymmetric linear systems arising from the Finite Element approximation of convection-diffusion equations. The…

Numerical Analysis · Mathematics 2008-07-23 Alessandro Russo , Cristina Tablino Possio

Purpose: Design of a preconditioner for fast and efficient parallel imaging and compressed sensing reconstructions. Theory: Parallel imaging and compressed sensing reconstructions become time consuming when the problem size or the number of…

Computer Vision and Pattern Recognition · Computer Science 2018-08-14 Kirsten Koolstra , Jeroen van Gemert , Peter Börnert , Andrew Webb , Rob Remis

An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear…

Numerical Analysis · Mathematics 2024-12-20 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…

Numerical Analysis · Mathematics 2016-06-22 Zhi Zhao , Xiao-Qing Jin , Matthew M. Lin

Molecule-optimized basis sets, based on approximate natural orbitals, are developed for accelerating the convergence of quantum calculations with strongly correlated (multi-referenced) electrons. We use a low-cost approximate solution of…

Chemical Physics · Physics 2014-02-12 Gergely Gidofalvi , David A. Mazziotti

This paper introduces a new extragradient-type algorithm for a class of nonconvex-nonconcave minimax problems. It is well-known that finding a local solution for general minimax problems is computationally intractable. This observation has…

Optimization and Control · Mathematics 2023-02-21 Thomas Pethick , Puya Latafat , Panagiotis Patrinos , Olivier Fercoq , Volkan Cevher
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