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In several geophysical applications, such as full waveform inversion and data modelling, we are facing the solution of inhomogeneous Helmholtz equation. The difficulties of solving the Helmholtz equa- tion are two fold. Firstly, in the case…

Geophysics · Physics 2017-12-27 Nasser Kazemi

We consider the numerical solution of time-harmonic acoustic scattering by obstacles with uncertain geometries for Dirichlet, Neumann, impedance and transmission boundary conditions. In particular, we aim to quantify diffracted fields…

Numerical Analysis · Mathematics 2020-02-13 Paul Escapil-Inchauspé , Carlos Jerez-Hanckes

We consider one-level additive Schwarz preconditioners for a family of Helmholtz problems with absorption and increasing wavenumber $k$. These problems are discretized using the Galerkin method with nodal conforming finite elements of any…

Numerical Analysis · Mathematics 2020-05-20 I. G. Graham , E. A. Spence , J. Zou

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Statistics Theory · Mathematics 2025-07-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

In this paper, we analyze the convergence of the preconditioned GMRES method for the first order finite element discretizations of the Helmholtz equation in media with losses. We consider a Laplace preconditioner, an inexact Laplace…

Numerical Analysis · Mathematics 2011-06-03 Antti Hannukainen

In this article, we present a new preconditioner, MatExPre, for the high-frequency Helmholtz equation by leveraging the properties of matrix exponentials. Our approach begins by reformulating the Helmholtz equation into a…

Numerical Analysis · Mathematics 2025-06-05 Shubin Fu , Qing Huo Liu , Qiwei Zhan , Eric T. Chung , Changqing Ye

This paper considers the iterative solution of linear systems arising from discretization of the anisotropic radiative transfer equation with discontinuous elements on the sphere. In order to achieve robust convergence behavior in the…

Numerical Analysis · Mathematics 2021-03-11 Jürgen Dölz , Olena Palii , Matthias Schlottbom

The Helmholtz equation poses significant computational challenges due to its oscillatory solutions, particularly for large wavenumbers. Inspired by the Schur complement system for elliptic problems, this paper presents a novel…

Numerical Analysis · Mathematics 2025-05-02 Yi Yu , Marcus Sarkis , Guanglian Li , Zhiwen Zhang

The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…

Numerical Analysis · Mathematics 2014-09-17 Lexing Ying

We consider approximating solutions to parameterized linear systems of the form $A(\mu_1,\mu_2) x(\mu_1,\mu_2) = b$. Here the matrix $A(\mu_1,\mu_2) \in \mathbb{R}^{n \times n}$ is nonsingular, large, and sparse and depends nonlinearly on…

Numerical Analysis · Mathematics 2025-02-27 Siobhán Correnty , Melina A. Freitag , Kirk M. Soodhalter

The boundary element method (BEM) is an efficient numerical method for simulating harmonic wave propagation. It uses boundary integral formulations of the Helmholtz equation at the interfaces of piecewise homogeneous domains. The…

Numerical Analysis · Mathematics 2022-11-01 Elwin van 't Wout , Seyyed R. Haqshenas , Pierre Gélat , Timo Betcke , Nader Saffari

Time-harmonic solutions to the wave equation can be computed in the frequency or in the time domain. In the frequency domain, one solves a discretized Helmholtz equation, while in the time domain, the periodic solutions to a discretized…

Numerical Analysis · Mathematics 2021-10-26 Christiaan C. Stolk

We propose an iterative solution method for the 3D high-frequency Helmholtz equation that exploits a contour integral formulation of spectral projectors. In this framework, the solution in certain invariant subspaces is approximated by…

Numerical Analysis · Mathematics 2018-11-30 Xiao Liu , Yuanzhe Xi , Yousef Saad , Maarten V. de Hoop

We describe preconditioned iterative methods for estimating the number of eigenvalues of a Hermitian matrix within a given interval. Such estimation is useful in a number of applications.In particular, it can be used to develop an efficient…

Numerical Analysis · Mathematics 2016-02-09 Eugene Vecharynski , Chao Yang

Absorbing layers are sometimes required to be impractically thick in order to offer an accurate approximation of an absorbing boundary condition for the Helmholtz equation in a heterogeneous medium. It is always possible to reduce an…

Numerical Analysis · Mathematics 2014-08-15 Rosalie Bélanger-Rioux

The purpose of this research is to describe an efficient iterative method suitable for obtaining high accuracy solutions to high frequency time-harmonic scattering problems. The method allows for both refinement of local polynomial degree…

Computational Physics · Physics 2018-12-26 Ryan Galagusz , Steve McFee

We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank…

Numerical Analysis · Mathematics 2017-12-27 Gustavo Chávez , George Turkiyyah , Stefano Zampini , David Keyes

Recent literature has advocated the use of randomized methods for accelerating the solution of various matrix problems arising throughout data science and computational science. One popular strategy for leveraging randomization is to use it…

Numerical Analysis · Mathematics 2024-09-27 Boris Shustin , Haim Avron

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

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