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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

In this note we present a multigrid preconditioning method for solving quadratic optimization problems constrained by a fractional diffusion equation. Multigrid methods within the all-at-once approach to solve the first order-order…

Optimization and Control · Mathematics 2020-10-29 Harbir Antil , Andrei Dr{ă}g{ă}nescu , Kiefer Green

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Machine Learning · Computer Science 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…

Machine Learning · Computer Science 2024-11-04 Jiahe Huang , Guandao Yang , Zichen Wang , Jeong Joon Park

Efficient algorithms for the solution of partial differential equations on parallel computers are often based on domain decomposition methods. Schwarz preconditioners combined with standard Krylov space solvers are widely used in this…

High Energy Physics - Lattice · Physics 2009-11-10 Martin Lüscher

Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image…

Numerical Analysis · Mathematics 2018-01-15 Roland Herzog , John W. Pearson , Martin Stoll

This paper proposes a domain decomposition subspace neural network method for efficiently solving linear and nonlinear partial differential equations. By combining the principles of domain decomposition and subspace neural networks, the…

Numerical Analysis · Mathematics 2025-05-28 Zhenxing Fu , Hongliang Liu , Zhiqiang Sheng , Baixue Xing

We consider the quantum linear solver for $Ax=b$ with the circulant preconditioner $C$. The main technique is the singular value estimation (SVE) introduced in [I. Kerenidis and A. Prakash, Quantum recommendation system, in ITCS 2017].…

Quantum Physics · Physics 2018-12-26 Changpeng Shao , Hua Xiang

The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining…

Mathematical Physics · Physics 2009-11-07 Oleg V. Kaptsov , Igor V. Verevkin

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

We investigate the dynamics of dissipative systems with stochastic forcing and focus in particular on mean-square stability. First we show, under a natural condition on the drift and diffusion, that the stochastic system is mean-square…

Probability · Mathematics 2026-05-01 C. Kelly , G. J. Lord , M. Ptashnyk , S. Sonner

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…

Numerical Analysis · Mathematics 2014-05-14 Kolja Brix , Martin Campos Pinto , Claudio Canuto , Wolfgang Dahmen

In this note we exploit polynomial preconditioners for the Conjugate Gradient method to solve large symmetric positive definite linear systems in a parallel environment. We put in connection a specialized Newton method to solve the matrix…

Numerical Analysis · Mathematics 2020-11-30 Luca Bergamaschi , Angeles Martinez

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

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

Numerical Analysis · Mathematics 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

Q-conditional symmetries (nonclassical symmetries) for the general class of two-component reaction-diffusion systems with non-constant diffusivities are studied. Using the recently introduced notion of Q-conditional symmetries of the first…

Mathematical Physics · Physics 2019-09-17 Roman Cherniha , Vasyl' Davydovych

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

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

In this paper, a class of new preconditioners based on matrix splitting are presented for generalized saddle-point linear systems, which can be viewed as further modified improvements of some recently published preconditioners. Moreover, we…

Numerical Analysis · Mathematics 2018-10-02 Zhao-Zheng Liang , Guo-Feng Zhang
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