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The finite difference scheme with the shifted Gr\"{u}nwarld formula is employed to semi-discrete the fractional diffusion equations. This spatial discretization can reduce to the large system of ordinary differential equations (ODEs) with…

Numerical Analysis · Mathematics 2013-05-30 Xian-Ming Gu , Ting-Zhu Huang , Xi-Le Zhao , Hou-Biao Li , Liang Li

The Sinc-Nystr\"{o}m method is a high-order numerical method based on Sinc basis functions for discretizing evolutionary differential equations in time. But in this method we have to solve all the time steps in one-shot (i.e. all-at-once),…

Numerical Analysis · Mathematics 2021-12-01 Jun Liu , Shu-Lin Wu

This work considers the convergence of GMRES for non-singular problems. GMRES is interpreted as the GCR method which allows for simple proofs of the convergence estimates. Preconditioning and weighted norms within GMRES are considered. The…

Numerical Analysis · Mathematics 2023-11-09 Nicole Spillane

Preconditioning for multilevel Toeplitz systems has long been a focal point of research in numerical linear algebra. In this work, we develop a novel preconditioning method for a class of nonsymmetric multilevel Toeplitz systems, which…

Numerical Analysis · Mathematics 2024-09-25 Yuan-Yuan Huang , Sean Y. Hon , Lot-Kei Chou , Siu-Long Lei

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

We present and analyze a class of nonsymmetric preconditioners within a normal (weighted least-squares) matrix form for use in GMRES to solve nonsymmetric matrix problems that typically arise in finite element discretizations. An example of…

Numerical Analysis · Mathematics 2014-09-02 Blanca Ayuso de Dios , Andrew T. Barker , Panayot S. Vassilevski

We present a computational study of several preconditioning techniques for the GMRES algorithm applied to the stochastic diffusion equation with a lognormal coefficient discretized with the stochastic Galerkin method. The clear block…

Numerical Analysis · Mathematics 2022-08-12 Eugenio Aulisa , Giacomo Capodaglio , Guoyi Ke

This paper concerns the preconditioning technique for discrete systems arising from time-harmonic Maxwell equations with absorptions, where the discrete systems are generated by N\'ed\'elec finite element methods of fixed order on meshes…

Numerical Analysis · Mathematics 2025-02-24 Ziyi Li , Qiya Hu

Steepest descent preconditioning is considered for the recently proposed nonlinear generalized minimal residual (N-GMRES) optimization algorithm for unconstrained nonlinear optimization. Two steepest descent preconditioning variants are…

Numerical Analysis · Mathematics 2011-07-26 Hans De Sterck

Compatible finite element discretisations for the atmospheric equations of motion have recently attracted considerable interest. Semi-implicit timestepping methods require the repeated solution of a large saddle-point system of linear…

We present a high-order spacetime numerical method for discretizing and solving linear initial-boundary value problems using wavelet-based techniques with user-prescribed error estimates. The spacetime wavelet discretization yields a system…

Numerical Analysis · Mathematics 2025-09-04 Cody D. Cochran , Karel Matous

This paper studies the spectral properties of large matrices and the preconditioning of linear systems, arising from the finite difference discretization of a time-dependent space-fractional diffusion equation with a variable coefficient…

Numerical Analysis · Mathematics 2026-03-17 Muhammad Faisal Khan , Asim Ilyas , Rolf Krause , Stefano Serra-Capizzano , Cristina Tablino-Possio

We present a preconditioning method for the linear systems arising from the boundary element discretization of the Laplace hypersingular equation on a $2$-dimensional triangulated surface $\Gamma$ in $\mathbb{R}^3$. We allow $\Gamma$ to…

Numerical Analysis · Mathematics 2023-10-16 Martin Averseng , Xavier Claeys , Ralf Hiptmair

We analyze optimal complexity of adaptive finite element methods (AFEMs) for general second-order linear elliptic partial differential equations (PDEs) in the Lax-Milgram setting. To this end, we formulate an adaptive algorithm which steers…

Numerical Analysis · Mathematics 2026-04-21 Thomas Führer , Paula Hilbert , Ani Miraçi , Dirk Praetorius

We show that the discrete operator stemming from the time and space discretization of evolutionary partial differential equations can be represented in terms of a single Sylvester matrix equation. A novel solution strategy that combines…

Numerical Analysis · Mathematics 2020-03-18 Davide Palitta

In this note we describe a space-time boundary element discretization of the heat equation and an efficient and robust preconditioning strategy which is based on the use of boundary integral operators of opposite orders, but which requires…

Numerical Analysis · Mathematics 2018-11-14 Stefan Dohr , Olaf Steinbach

We propose a time stepping scheme for the space-time systems obtained from Galerkin time-domain boundary element methods for the wave equation. Based on extrapolation, the method proves stable, becomes exact for increasing degrees of…

Numerical Analysis · Mathematics 2020-03-06 Heiko Gimperlein , David Stark

In this article we consider the iterative solution of the linear system of equations arising from the discretisation of the poly-energetic linear Boltzmann transport equation using a discontinuous Galerkin finite element approximation in…

Numerical Analysis · Mathematics 2023-10-24 Paul Houston , Matthew E. Hubbard , Thomas J. Radley

Discontinuous Galerkin (DG) methods offer an enormous flexibility regarding local grid refinement and variation of polynomial degrees for a variety of different problem classes. With a focus on diffusion problems, we consider DG…

Numerical Analysis · Mathematics 2013-01-01 Kolja Brix , Claudio Canuto , Wolfgang Dahmen

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik