Related papers: Two-Level preconditioning method for solving saddl…
The convergence behaviour of first-order methods can be severely slowed down when applied to high-dimensional non-convex functions due to the presence of saddle points. If, additionally, the saddles are surrounded by large plateaus, it is…
In this work, we propose a robust and easily implemented algebraic multigrid method as a stand-alone solver or a preconditioner in Krylov subspace methods for solving either symmetric and positive definite or saddle point linear systems of…
We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine…
Multilevel methods are among the most efficient numerical methods for solving large-scale systems of equations that arise from discretized partial differential equations. Two-level convergence theory plays a fundamental role in the analysis…
Data assimilation algorithms combine information from observations and prior model information to obtain the most likely state of a dynamical system. The linearised weak-constraint four-dimensional variational assimilation problem can be…
Due to the lack of corresponding analysis on appropriate mapping operator between two grids, high-order two-grid difference algorithms are rarely studied. In this paper, we firstly discuss the boundedness of a local bi-cubic Lagrange…
We propose a novel and efficient lifting approach for the optimal control of rigid-body systems with contacts to improve the convergence properties of Newton-type methods. To relax the high nonlinearity, we consider the state, acceleration,…
Two-level domain decomposition (DD) methods are very powerful techniques for the efficient numerical solution of partial differential equations (PDEs). A two-level domain decomposition method requires two main components: a one-level…
In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…
In this paper, a new block preconditioner is proposed for the saddle point problem arising from the Neumann boundary control problem. In order to deal with the singularity of the stiffness matrix, the saddle point problem is first extended…
In this paper, we consider the numerical solution of the poroelasticity problem with stochastic properties. We present a Two-stage Markov Chain Monte Carlo method for geomechanical subsidence. In this work, we study two techniques of…
In this paper we study the impact of two types of preconditioning on the numerical solution of large sparse augmented linear systems. The first preconditioning matrix is the lower triangular part whereas the second is the product of the…
We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close…
Internal interfaces in a domain could exist as a material defect or they can appear due to propagations of cracks. Discretization of such geometries and solution of the contact problem on the internal interfaces can be computationally…
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.…
Contact algorithm between different bodies plays an important role in solving collision problems. Usually it is not easy to be treated very well. Several ones for material point method were proposed by Bardenhangen, Brackbill, and…
In this paper we are concerned with the two-stage contact process introduced in \cite{Krone1999} on a high-dimensional lattice. By comparing this process with an auxiliary model which is a linear system, we obtain two limit theorems for…
In this paper we present a layered approach for multi-agent control problem, decomposed into three stages, each building upon the results of the previous one. First, a high-level plan for a coarse abstraction of the system is computed,…
A transformed primal-dual (TPD) flow is developed for a class of nonlinear smooth saddle point system. The flow for the dual variable contains a Schur complement which is strongly convex. Exponential stability of the saddle point is…
When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized…