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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

We introduce a parallel algorithm to construct a preconditioner for solving a large, sparse linear system where the coefficient matrix is a Laplacian matrix (a.k.a., graph Laplacian). Such a linear system arises from applications such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-30 Tianyu Liang , Chao Chen , Yotam Yaniv , Hengrui Luo , David Tench , Xiaoye S. Li , Aydin Buluc , James Demmel

We present a new parallel computational framework for the efficient solution of a class of $L^2$/$L^1$-regularized optimal control problems governed by semi-linear elliptic partial differential equations (PDEs). The main difficulty in…

Optimization and Control · Mathematics 2025-08-20 Gabriele Ciaramella , Michael Kartmann , Georg Müller

We propose a Bernoulli-barycentric rational matrix collocation method for two-dimensional evolutionary partial differential equations (PDEs) with variable coefficients that combines Bernoulli polynomials with barycentric rational…

Numerical Analysis · Mathematics 2024-02-13 Wei-Hua Luo , Xian-Ming Gu , Bruno Carpentieri , Jun Guo

In this note we exploit polynomial preconditioners for the Conjugate Gradient method to solve large symmetric positive definite linear systems in a parallel environment. We put in connection a specialized Newton method to solve the matrix…

Numerical Analysis · Mathematics 2020-11-30 Luca Bergamaschi , Angeles Martinez

We deal with the numerical solution of the time-dependent partial differential equations using the adaptive space-time discontinuous Galerkin (DG) method. The discretization leads to a nonlinear algebraic system at each time level, the size…

Numerical Analysis · Mathematics 2026-01-29 Vit Dolejsi , Jakub Sistek

This paper proposes a replica exchange preconditioned Langevin diffusion discretized by the Crank-Nicolson scheme (repCNLD) to handle high-dimensional and multi-modal distribution problems. Sampling from high-dimensional and multi-modal…

Numerical Analysis · Mathematics 2022-11-01 Ou Na , Zecheng Zhang , Guang Lin

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

We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank…

Numerical Analysis · Mathematics 2017-12-27 Gustavo Chávez , George Turkiyyah , Stefano Zampini , David Keyes

The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…

Optimization and Control · Mathematics 2025-05-21 Shaohui Yang , Toshiyuki Ohtsuka , Brian Plancher , Colin N. Jones

We propose an efficient solver for saddle point problems arising from finite element approximations of nonlocal multi-phase Allen--Cahn variational inequalities. The solver is seen to behave mesh independently and to have only a very mild…

Numerical Analysis · Mathematics 2020-10-28 David Kay , Vanessa Styles

We consider Biot model with block preconditioners and generalized eigenvalue problems for scalability and robustness to parameters. A discontinuous Galerkin discretization is employed with the displacement and Darcy flow flux discretized as…

Numerical Analysis · Mathematics 2023-06-23 Pilhwa Lee

This paper introduces an efficient and generic framework for finite-element simulations under an implicit time integration scheme. Being compatible with generic constitutive models, a fast matrix assembly method exploits the fact that…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-12 Ziqiu Zeng , Hadrien Courtecuisse

A combination of block-Jacobi and deflation preconditioning is used to solve a high-order discontinuous collocation-based discretization of the Schur complement of the Poisson-Neumann system as arises in the operator splitting of the…

Numerical Analysis · Mathematics 2016-03-23 Sumedh M. Joshi , Greg N. Thomsen , Peter J. Diamessis

This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo

This paper presents the design and development of an Anderson Accelerated Preconditioned Modified Hermitian and Skew-Hermitian Splitting (AA-PMHSS) method for solving complex-symmetric linear systems with application to electromagnetics…

Numerical Analysis · Mathematics 2023-08-02 Måns I. Andersson , Felix Liu , Stefano Markidis

In this work, we propose a generalized alternating nonlinear generalized minimal residual method (GA-NGMRES) to accelerate first-order optimization schemes for PDE-constrained optimization problems governed by transport equations. We apply…

Optimization and Control · Mathematics 2025-10-13 Yunhui He , Andreas Mang

In this paper we present two strategies to enable "parallelization across the method" for spectral deferred corrections (SDC). Using standard low-order time-stepping methods in an iterative fashion, SDC can be seen as preconditioned Picard…

Numerical Analysis · Mathematics 2017-03-24 Robert Speck

In this paper, we study the Schr\"{o}dinger equation in the semiclassical regime and with multiscale potential function. We develop the so-called constraint energy minimization generalized multiscale finite element method (CEM-GMsFEM), in…

Numerical Analysis · Mathematics 2025-07-21 Xingguang Jin , Liu Liu , Xiang Zhong , Eric T. Chung

There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems.…

Optimization and Control · Mathematics 2024-03-05 Xueyi Bu , Brian Plancher