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We propose and mathematically analyze a new Shifted Boundary Method for the treatment of Dirichlet and Neumann boundary conditions, with provable optimal accuracy in the $L^2$- and $H^1$-norms of the error. The proposed method is built on…

Numerical Analysis · Mathematics 2025-08-14 J. Haydel Collins , Kangan Li , Alexei Lozinski , Guglielmo Scovazzi

We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…

Optimization and Control · Mathematics 2020-08-24 Yoni Choukroun , Michael Zibulevsky , Pavel Kisilev

In this paper, several projection method based preconditioners for various incompressible flow models are studied. In particular, we are interested in the theoretical analysis of a pressure-correction projection method based preconditioner…

Numerical Analysis · Mathematics 2013-12-12 Mingchao Cai

We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…

Numerical Analysis · Mathematics 2019-11-15 Hamid Mirchi , Davod Khojasteh Salkuyeh

The coupled Darcy-Stokes problem is widely used for modeling fluid transport in physical systems consisting of a porous part and a free part. In this work we consider preconditioners for monolitic solution algorithms of the coupled…

Numerical Analysis · Mathematics 2020-01-17 Karl Erik Holter , Miroslav Kuchta , Kent-Andre Mardal

This work investigates inexact block Schur complement preconditioning for linear poroelasticity problems discretized using a hybrid approach: Bernardi-Raugel elements for solid displacement and lowest-order weak Galerkin elements for fluid…

Numerical Analysis · Mathematics 2025-12-25 Weizhang Huang , Zhuoran Wang

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

This work focuses on the iterative solution of sequences of KKT linear systems arising in interior point methods applied to large convex quadratic programming problems. This task is the computational core of the interior point procedure and…

Numerical Analysis · Mathematics 2015-09-22 S. Bellavia , V. De Simone , D. di Serafino , B. Morini

A structured preconditioned conjugate gradient (PCG) solver is developed for the Newton steps in second-order methods for a class of constrained network optimal control problems. Of specific interest are problems with discrete-time dynamics…

Systems and Control · Electrical Eng. & Systems 2020-10-13 Armaghan Zafar , Michael Cantoni , Farhad Farokhi

We prove strong stationarity conditions for optimal control problems that are governed by a prototypical rate-independent evolution variational inequality, i.e., first-order necessary optimality conditions in the form of a primal-dual…

Optimization and Control · Mathematics 2023-07-19 Martin Brokate , Constantin Christof

This article considers the iterative solution of a finite element discretisation of the magma dynamics equations. In simplified form, the magma dynamics equations share some features of the Stokes equations. We therefore formulate, analyse…

Numerical Analysis · Mathematics 2016-07-08 Sander Rhebergen , Garth N. Wells , Richard F. Katz , Andrew J. Wathen

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 studies an inverse boundary value problem for a semilinear Helmholtz equation with Neumann boundary conditions in a bounded domain $\Omega \subset \mathbb{R}^n$ ($n\ge2$). The objective is to recover the unknown linear and…

Numerical Analysis · Mathematics 2026-03-10 Long-Ling Du , Zejun Sun , Li-Li Wang , Guang-Hui Zheng

In this work, a class of parabolic economic optimal control problems is considered. These problems are characterized by pointwise state constraints regularized by a parameter, which transforms the pure state constraints in mixed…

Optimization and Control · Mathematics 2021-03-30 Gabriele Ciaramella , Luca Mechelli

We propose a nonlinear additive Schwarz method for solving nonlinear optimization problems with bound constraints. Our method is used as a "right-preconditioner" for solving the first-order optimality system arising within the sequential…

Optimization and Control · Mathematics 2024-02-07 Hardik Kothari , Alena Kopaničáková , Rolf Krause

We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…

Probability · Mathematics 2018-02-22 Xue Yang , Jing Zhang

We study preconditioners for a model problem describing the coupling of two elliptic subproblems posed over domains with different topological dimension by a parameter dependent constraint. A pair of parameter robust and efficient…

Numerical Analysis · Mathematics 2018-04-11 Miroslav Kuchta , Magne Nordaas , Joris C. G. Verschaeve , Mikael Mortensen , Kent-Andre Mardal

We use the practical framework for abstract perturbed saddle point problems recently introduced by Hong et al. to analyze the mixed formulation of the Hodge Laplace problem. We compose two parameter-dependent norms in which the uniform…

Numerical Analysis · Mathematics 2025-08-01 Wietse M. Boon , Johannes Kraus , Tomáš Luber , Maria Lymbery

Stochastic nonconvex-concave min-max saddle point problems appear in many machine learning and control problems including distributionally robust optimization, generative adversarial networks, and adversarial learning. In this paper, we…

Optimization and Control · Mathematics 2023-09-12 Morteza Boroun , Zeinab Alizadeh , Afrooz Jalilzadeh

This paper is concerned with the least squares inverse eigenvalue problem of reconstructing a linear parameterized real symmetric matrix from the prescribed partial eigenvalues in the sense of least squares, which was originally proposed by…

Numerical Analysis · Mathematics 2018-06-19 Teng-Teng Yao , Zheng-Jian Bai , Xiao-Qing Jin , Zhi Zhao