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In this paper, we consider the fast numerical solution of an optimal control formulation of the Keller--Segel model for bacterial chemotaxis. Upon discretization, this problem requires the solution of huge-scale saddle point systems to…

Numerical Analysis · Mathematics 2018-06-25 Sergey Dolgov , John W. Pearson

Stochastic Galerkin finite element discretizations of partial differential equations with coefficients characterized by arbitrary distributions lead, in general, to fully block dense linear systems. We propose two novel strategies for…

Numerical Analysis · Mathematics 2014-07-31 Bedřich Sousedík , Roger G. Ghanem

Stationary iterative methods with a symmetric splitting matrix are performed as inner-iteration preconditioning for Krylov subspace methods. We give conditions such that the inner-iteration preconditioning matrix is definite, and show that…

Numerical Analysis · Mathematics 2019-05-20 Keiichi Morikuni

We propose an operator preconditioner for general elliptic pseudodifferential equations in a domain $\Omega$, where $\Omega$ is either in $\mathbb{R}^n$ or in a Riemannian manifold. For linear systems of equations arising from low-order…

Numerical Analysis · Mathematics 2021-06-03 Heiko Gimperlein , Jakub Stocek , Carolina Urzua-Torres

The convergence of GMRES for solving linear systems can be influenced heavily by the structure of the right hand side. Within the solution of eigenvalue problems via inverse iteration or subspace iteration, the right hand side is generally…

Numerical Analysis · Mathematics 2017-05-31 Melina Freitag , Patrick Kürschner , Jennifer Pestana

We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel…

Numerical Analysis · Mathematics 2021-02-23 Stefan Dohr , Michal Merta , Günther Of , Olaf Steinbach , Jan Zapletal

In this paper we present a new Eulerian finite element method for the discretization of scalar partial differential equations on evolving surfaces. In this method we use the restriction of standard space-time finite element spaces on a…

Numerical Analysis · Mathematics 2022-12-26 Hauke Sass , Arnold Reusken

We consider discontinuous Galerkin methods for an elliptic distributed optimal control problem constrained by a convection-dominated problem. We prove global optimal convergence rates using an inf-sup condition, with the diffusion parameter…

Numerical Analysis · Mathematics 2024-06-14 Sijing Liu , Valeria Simoncini

This is a study of certain finite element methods designed for convection-dominated, time-dependent partial differential equations. Specifically, we analyze high order space-time tensor product finite element discretizations, used in a…

Numerical Analysis · Mathematics 2013-10-30 Randolph E. Bank , Maximilian S. Metti

Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner , Hans De Sterck

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

Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of…

Numerical Analysis · Mathematics 2018-06-22 Mark Embree , Jennifer A. Loe , Ronald B. Morgan

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

We introduce a unified framework for computing approximately-optimal preconditioners for solving linear and non-linear systems of equations. We demonstrate that the condition number minimization problem, under structured transformations…

Optimization and Control · Mathematics 2025-12-09 M. Levent Doğan , Alperen Ergür , Elias Tsigaridas

In this paper, we design preconditioners for the matrix-free solution of high-order continuous and discontinuous Galerkin discretizations of elliptic problems based on FEM-SEM equivalence and additive Schwarz methods. The high-order…

Numerical Analysis · Mathematics 2021-03-11 Will Pazner

Linear systems with large differences between coefficients ("discontinuous coefficients") arise in many cases in which partial differential equations(PDEs) model physical phenomena involving heterogeneous media. The standard approach to…

Mathematical Software · Computer Science 2009-05-04 Dan Gordon , Rachel Gordon

We present a preconditioner for saddle point problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under a mild condition. Some properties of the preconditioner as well as the eigenvalues…

Numerical Analysis · Mathematics 2016-06-23 Davod Khojasteh Salkuyeh , Mohsen Masoudi

Standard finite element discretizations of the Richards equation may violate the discrete minimum principle, producing unphysical negative saturations. While existing bound-preserving methods typically rely on computationally expensive…

Numerical Analysis · Mathematics 2026-05-12 Abderrahmane Benfanich , Yves Bourgault , Abdelaziz Beljadid

Poroelasticity problems play an important role in various engineering, geophysical, and biological applications. Their full discretization results in a large-scale saddle-point system at each time step that is becoming singular for locking…

Numerical Analysis · Mathematics 2025-06-27 Weizhang Huang , Zhuoran Wang

In the present study, we consider the numerical method for Toeplitz-like linear systems arising from the $d$-dimensional Riesz space fractional diffusion equations (RSFDEs). We apply the Crank-Nicolson (CN) technique to discretize the…

Numerical Analysis · Mathematics 2024-04-17 Zi-Hang She , Xue Zhang , Xian-Ming Gu , Stefano Serra-Capizzano
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