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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

Convolution-type integral equations arise from various fields, \textit{e.g.}, finite impulse response filters in signal processing and deblurring problems in image processing. When solving these equations, conventional numerical methods,…

Numerical Analysis · Mathematics 2026-05-11 Raymond Chan , Lingfeng Li

We develop a novel iterative solution method for the incompressible Navier-Stokes equations with boundary conditions coupled with reduced models. The iterative algorithm is designed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2020-06-24 Ju Liu , Weiguang Yang , Melody Dong , Alison L. Marsden

Solution methods for the nonlinear partial differential equation of the Rudin-Osher-Fatemi (ROF) and minimum-surface models are fundamental for many modern applications. Many efficient algorithms have been proposed. First order methods are…

Numerical Analysis · Mathematics 2022-08-03 Xue-Cheng Tai , Ragnar Winther , Xiaodi Zhang , Weiying Zheng

The goal of this work is to construct and study hybrid and multiplicative two-level overlapping Schwarz algorithms with standard coarse spaces for the almost incompressible linear elasticity and Stokes systems, discretized by mixed finite…

Numerical Analysis · Mathematics 2016-11-03 Mingchao Cai , Luca F. Pavarino

We propose a novel approach to approximate numerically shock waves. The method combines the unstructured shock-fitting approach developed in the last decade by some of the authors, with ideas coming from embedded boundary techniques. The…

Numerical Analysis · Mathematics 2024-02-22 Mirco Ciallella , Mario Ricchiuto , Renato Paciorri , Aldo Bonfiglioli

We present reliable a posteriori estimators for some fully discrete schemes applied to nonlinear systems of hyperbolic conservation laws in one space dimension with strictly convex entropy. The schemes are based on a method of lines…

Numerical Analysis · Mathematics 2017-09-08 Andreas Dedner , Jan Giesselmann

This paper introduces inexact versions of several block-splitting preconditioners for solving the three-by-three block linear systems arising from a special class of indefinite least squares problems. We first establish the convergence…

Numerical Analysis · Mathematics 2026-05-26 Mohaddese Kaveh Shaldehi , Davod Khojasteh Salkuyeh

In this paper we present a novel framework for obtaining high-order numerical methods for scalar conservation laws in one-space dimension for both the homogeneous and non-homogeneous case. The numerical schemes for these two settings are…

Numerical Analysis · Mathematics 2019-10-31 Geoffrey McGregor , Jean-Christophe Nave

Many large-scale stochastic optimization algorithms involve repeated solutions of linear systems or evaluations of log-determinants. In these regimes, computing exact solutions is often unnecessary; it is more computationally efficient to…

Numerical Analysis · Mathematics 2026-02-24 Tianshi Xu , Difeng Cai , Hua Huang , Edmond Chow , Yuanzhe Xi

Ill-conditioning of the system matrix is a well-known complication in immersed finite element methods and trimmed isogeometric analysis. Elements with small intersections with the physical domain yield problematic eigenvalues in the system…

Numerical Analysis · Mathematics 2019-12-17 F. de Prenter , C. V. Verhoosel , E. H. van Brummelen , J. A. Evans , C. Messe , J. Benzaken , K. Maute

We introduce a robust and efficient preconditioner for a hybrid Newton-GMRES method for solving the nonlinear systems arising from incompressible Navier-Stokes equations. When the Reynolds number is relatively high, these systems often…

Computational Engineering, Finance, and Science · Computer Science 2021-08-16 Qiao Chen , Xiangmin Jiao , Oliver Yang

This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…

Numerical Analysis · Mathematics 2014-05-14 Kolja Brix , Martin Campos Pinto , Claudio Canuto , Wolfgang Dahmen

We introduce new adaptive schemes for the one- and two-dimensional hyperbolic systems of conservation laws. Our schemes are based on an adaption strategy recently introduced in [{\sc S. Chu, A. Kurganov, and I. Menshov}, Appl. Numer. Math.,…

Numerical Analysis · Mathematics 2026-04-10 Shaoshuai Chu , Pingyao Feng , Vadim A. Kolotilov , Alexander Kurganov , Vladimir V. Ostapenko

We revisit the Hierarchical Poincar\'e-Steklov (HPS) method in a preconditioned iterative setting for variable-coefficient Helmholtz problems with impedance boundary conditions. HPS is commonly presented as a direct solver based on nested…

Numerical Analysis · Mathematics 2026-03-31 J. P. Lucero Lorca

The discretization of Cahn-Hilliard equation with obstacle potential leads to a block 2 by 2 non-linear system, where the p1, 1q block has a non-linear and non-smooth term. Recently a globally convergent Newton Schur method was proposed for…

Numerical Analysis · Computer Science 2021-09-22 Pawan Kumar

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

The paper is devoted to the spectral analysis of effective preconditioners for linear systems obtained via a Finite Element approximation to diffusion-dominated convection-diffusion equations. We consider a model setting in which the…

Numerical Analysis · Mathematics 2012-09-12 Alessandro Russo , Stefano Serra Capizzano , Cristina Tablino Possio

As integrated circuits become increasingly complex, the demand for efficient and accurate simulation solvers continues to rise. Traditional solvers often struggle with large-scale sparse systems, leading to prolonged simulation times and…

Numerical Analysis · Mathematics 2025-09-12 Zijian Zhang , Rui Hong , Xuesong Chen , Shuting Cai

The backtracking line-search is an effective technique to automatically tune the step-size in smooth optimization. It guarantees similar performance to using the theoretically optimal step-size. Many approaches have been developed to…

Optimization and Control · Mathematics 2023-06-06 Frederik Kunstner , Victor S. Portella , Mark Schmidt , Nick Harvey