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In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

The computation of the radiative transfer equation is expensive mainly due to two stiff terms: the transport term and the collision operator. The stiffness in the former comes from the fact that particles (such as photons) travels at the…

Numerical Analysis · Mathematics 2017-05-24 Qin Li , Li Wang

This work introduces a general framework for constructing high-order, linearly stable, partitioned solvers for multiphysics problems from a monolithic implicit-explicit Runge-Kutta (IMEX-RK) discretization of the semi-discrete equations.…

Numerical Analysis · Mathematics 2019-02-20 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

For a class of ergodic parabolic semilinear stochastic partial differential equations (SPDEs) with gradient structure, we introduce a preconditioning technique and design high-order integrators for the approximation of the invariant…

Numerical Analysis · Mathematics 2025-12-22 Charles-Edouard Bréhier , Adrien Busnot Laurent , Arnaud Debussche , Gilles Vilmart

Algorithms for data assimilation try to predict the most likely state of a dynamical system by combining information from observations and prior models. Variational approaches, such as the weak-constraint four-dimensional variational data…

Numerical Analysis · Mathematics 2023-04-05 Davide Palitta , Jemima M. Tabeart

Large linear systems are ubiquitous in modern computational science and engineering. The main recipe for solving them is the use of Krylov subspace iterative methods with well-designed preconditioners. Recently, GNNs have been shown to be a…

Machine Learning · Computer Science 2025-02-04 Vladislav Trifonov , Alexander Rudikov , Oleg Iliev , Yuri M. Laevsky , Ivan Oseledets , Ekaterina Muravleva

We propose a multilevel approach for trace systems resulting from hybridized discontinuous Galerkin (HDG) methods. The key is to blend ideas from nested dissection, domain decomposition, and high-order characteristic of HDG discretizations.…

Numerical Analysis · Mathematics 2020-02-19 Sriramkrishnan Muralikrishnan , Tan Bui-Thanh , John N. Shadid

In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, high-dimensional setting and saddle-point avoiding. To handle…

Optimization and Control · Mathematics 2019-01-16 Krishnakumar Balasubramanian , Saeed Ghadimi

Several different approaches are proposed for solving fully implicit discretizations of a simplified Boltzmann-Poisson system with a linear relaxation-type collision kernel. This system models the evolution of free electrons in…

Computational Physics · Physics 2020-07-15 M. Paul Laiu , Zheng Chen , Cory D. Hauck

Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…

Numerical Analysis · Mathematics 2018-09-05 Aditi Ghai , Cao Lu , Xiangmin Jiao

Solving the Stokes equation by an optimal domain decomposition method derived algebraically involves the use of non standard interface conditions whose discretisation is not trivial. For this reason the use of approximation methods such as…

Numerical Analysis · Mathematics 2019-10-02 Gabriel R. Barrenechea , Michał Bosy , Victorita Dolean , Frédéric Nataf , Pierre-Henri Tournier

A highly accurate, single-pass, unbiased frictional contact algorithm for higher-order elements based on the concept of midplane is presented. Higher-order elements offer a lucrative choice for contact problems as they can better represent…

Computational Physics · Physics 2025-06-30 Indrajeet Sahu , Nik Petrinic

This article investigates matrix-free higher-order discontinuous Galerkin discretizations of the Navier--Stokes equations for incompressible flows with variable viscosity. The viscosity field may be prescribed analytically or governed by a…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Richard Schussnig , Niklas Fehn , Douglas Ramalho Queiroz Pacheco , Martin Kronbichler

Most efficient linear solvers use composable algorithmic components, with the most common model being the combination of a Krylov accelerator and one or more preconditioners. A similar set of concepts may be used for nonlinear algebraic…

Numerical Analysis · Mathematics 2016-07-15 Peter R. Brune , Matthew G. Knepley , Barry F. Smith , Xuemin Tu

An inherent regularization strategy and block Schur complement preconditioning are studied for linear poroelasticity problems discretized using the lowest-order weak Galerkin FEM in space and the implicit Euler scheme in time. At each time…

Numerical Analysis · Mathematics 2025-07-31 Weizhang Huang , Zhuoran Wang

Many application problems that lead to solving linear systems make use of preconditioned Krylov subspace solvers to compute their solution. Among the most popular preconditioning approaches are incomplete factorization methods either as…

Numerical Analysis · Mathematics 2019-08-28 Matthias Bollhöfer , Olaf Schenk , Fabio Verbosio

The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…

Numerical Analysis · Mathematics 2015-08-13 Daniel Kressner , Michael Steinlechner , Bart Vandereycken

An efficient numerical scheme for solving transport equations for tokamak plasmas within an integrated modelling framework is presented. The plasma transport equations are formulated as diffusion-advection equations in two coordinates (a…

Computational Physics · Physics 2024-06-17 Andrei Ludvig-Osipov , Dmytro Yadykin , Pär Strand

In this article we present a new multigrid preconditioner for the linear systems arising in the semismooth Newton method solution of certain control-constrained, quadratic distributed optimal control problems. Using a piecewise constant…

Numerical Analysis · Mathematics 2016-02-16 Andrei Draganescu , Jyoti Saraswat