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By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…

Numerical Analysis · Mathematics 2025-06-16 Jianchao Bai , Linyuan Jia , Zheng Peng

Multiscale or multiphysics problems often involve coupling of partial differential equations posed on domains of different dimensionality. In this work we consider a simplified model problem of a 3d-1d coupling and the main objective is to…

Numerical Analysis · Mathematics 2018-09-25 Miroslav Kuchta , Kent-Andre Mardal , Mikael Mortensen

This paper presents a parallel preconditioning approach based on incomplete LU (ILU) factorizations in the framework of Domain Decomposition (DD) for general sparse linear systems. We focus on distributed memory parallel architectures,…

Numerical Analysis · Mathematics 2023-03-17 Tianshi Xu , Ruipeng Li , Daniel Osei-Kuffuor

We propose a partitioned method for the monolithic formulation of the Stokes-Biot system that incorporates Lagrange multipliers enforcing the interface conditions. The monolithic system is discretized using finite elements, and we establish…

Numerical Analysis · Mathematics 2026-01-21 Amy de Castro , Hyesuk Lee

We study the iterative solution of linear systems of equations arising from stochastic Galerkin finite element discretizations of saddle point problems. We focus on the Stokes model with random data parametrized by uniformly distributed…

Numerical Analysis · Mathematics 2018-10-31 Christopher Müller , Sebastian Ullmann , Jens Lang

This work proposes a new class of preconditioners for the low rank Generalized Minimal Residual Method (GMRES) for multiterm matrix equations arising from implicit timestepping of linear matrix differential equations. We are interested in…

Numerical Analysis · Mathematics 2024-10-11 Shixu Meng , Daniel Appelo , Yingda Cheng

Algorithms for studying transitions and instabilities in incompressible flows typically require the solution of linear systems with the full Jacobian matrix. Other popular approaches, like gradient-based design optimization and fully…

Numerical Analysis · Mathematics 2020-11-12 Sven Baars , Mark van der Klok , Jonas Thies , Fred W. Wubs

We are studying the efficient solution of the system of linear equation stemming from the mass conserving mixed stress (MCS) method discretization of the Stokes equations. To that end we perform static condensation to arrive at a system for…

Numerical Analysis · Mathematics 2022-07-19 Lukas Kogler , Philip L. Lederer , Joachim Schöberl

In this work, we propose a novel diagonalization-based preconditioner for the all-at-once linear system arising from the optimal control problem of parabolic equations. The proposed preconditioner is constructed based on an…

Numerical Analysis · Mathematics 2025-07-01 Sean Y. Hon , Po Yin Fung , Xue-lei Lin

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

Machine Learning · Computer Science 2024-12-11 Rui Li , Song Wang , Chen Wang

We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually…

Numerical Analysis · Mathematics 2015-10-20 André Gaul , Martin H. Gutknecht , Jörg Liesen , Reinhard Nabben

A block diagonal preconditioner with the minimal residual method and a block triangular preconditioner with the generalized minimal residual method are developed for Hu-Zhang mixed finite element methods of linear elasticity. They are based…

Numerical Analysis · Mathematics 2016-05-24 Long Chen , Jun Hu , Xuehai Huang

We propose a uniform block-diagonal preconditioner for condensed $H$(div)-conforming HDG schemes for parameter-dependent saddle point problems, including the generalized Stokes equations and the linear elasticity equations. An optimal…

Numerical Analysis · Mathematics 2022-06-23 Guosheng Fu , Wenzheng Kuang

The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…

Numerical Analysis · Mathematics 2025-01-29 Iain Smears

We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…

Numerical Analysis · Mathematics 2024-05-30 Bernhard Heinzelreiter , John W. Pearson

The solution of a sparse system of linear equations is ubiquitous in scientific applications. Iterative methods, such as the Preconditioned Conjugate Gradient method (PCG), are normally chosen over direct methods due to memory and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-04 Joshua Dennis Booth , Hongyang Sun , Trevor Garnett

We present a preconditioner based on spectral projection that is combined with a deflated Krylov subspace method for solving ill conditioned linear systems of equations. Our results show that the proposed algorithm requires many fewer…

Numerical Analysis · Mathematics 2016-09-23 Man-Chung Yeung , Craig C. Douglas , Long Lee

Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual…

Geophysics · Physics 2020-01-22 M. A. Sbai , A. Larabi

We construct and analyze a preconditioner of the linear elastiity system discretized by conforming linear finite elements in the framework of the auxiliary space method. The auxiliary space preconditioner is based on discretization of a…

Numerical Analysis · Mathematics 2010-03-15 James Brannick , Durkbin Cho

In this work, we propose a novel preconditioned Krylov subspace method for solving an optimal control problem of wave equations, after explicitly identifying the asymptotic spectral distribution of the involved sequence of linear…

Numerical Analysis · Mathematics 2023-07-25 Sean Hon , Jiamei Dong , Stefano Serra-Capizzano