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In this paper, we are concerned with efficiently solving the sequences of regularized linear least squares problems associated with employing Tikhonov-type regularization with regularization operators designed to enforce edge recovery. An…

Numerical Analysis · Mathematics 2023-06-29 Matthias Bolten , Scott P. MacLachlan , Misha E. Kilmer

We consider the setting of distributed empirical risk minimization where multiple machines compute the gradients in parallel and a centralized server updates the model parameters. In order to reduce the number of communications required to…

Optimization and Control · Mathematics 2020-02-26 Hadrien Hendrikx , Lin Xiao , Sebastien Bubeck , Francis Bach , Laurent Massoulie

The discretization of the double-layer potential integral equation for the interior Dirichlet Laplace problem in a domain with smooth boundary results in a linear system that has a bounded condition number. Thus, the number of iterations…

Numerical Analysis · Mathematics 2014-02-27 Bryan Quaife , George Biros

We present a deep learning-based iterative approach to solve the discrete heterogeneous Helmholtz equation for high wavenumbers. Combining classical iterative multigrid solvers and convolutional neural networks (CNNs) via preconditioning,…

Machine Learning · Computer Science 2024-06-07 Bar Lerer , Ido Ben-Yair , Eran Treister

We present a reduced basis approach to solve the convected Helmholtz equation with several physical parameters. Physical parameters characterize the aeroacoustic wave propagation in terms of the wave and Mach numbers. We compute solutions…

Numerical Analysis · Mathematics 2015-06-10 Myoungnyoun Kim , Imbo Sim

Dielectric structures composed of many inclusions that manipulate light in ways the bulk materials cannot are commonly seen in the field of metamaterials. In these structures, each inclusion depends on a set of parameters such as location…

Computational Physics · Physics 2019-03-05 Boaz Blankrot , Clemens Heitzinger

Scatterometry is a fast, indirect and nondestructive optical method for the quality control in the production of lithography masks. Geometry parameters of line gratings are obtained from diffracted light intensities by solving an inverse…

Data Analysis, Statistics and Probability · Physics 2019-11-01 Nando Farchmin , Martin Hammerschmidt , Philipp-Immanuel Schneider , Matthias Wurm , Bernd Bodermann , Markus Bär , Sebastian Heidenreich

In this paper, we propose oversampling strategies in the Generalized Multiscale Finite Element Method (GMsFEM) framework. The GMsFEM, which has been recently introduced in [12], allows solving multiscale parameter-dependent problems at a…

Analysis of PDEs · Mathematics 2013-04-18 Yalchin Efendiev , Juan Galvis , Guanglian Li , Michael Presho

Fast and accurate resolution of electromagnetic problems via the \ac{BEM} is oftentimes challenged by conditioning issues occurring in three distinct regimes: (i) when the frequency decreases and the discretization density remains constant,…

Computational Physics · Physics 2020-04-22 Alexandre Dély , Adrien Merlini , Simon B. Adrian , Francesco P. Andriulli

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…

Quantitative Methods · Quantitative Biology 2009-11-13 Liang Qiao , Radek Erban , C. T. Kelley , Ioannis G. Kevrekidis

The radiation condition is the key question in the mathematical modelling for scattering problems in unbounded domains. Mathematically, it plays the role as the "boundary condition" at the infinity, which guarantees the well-posedness of…

Analysis of PDEs · Mathematics 2024-10-03 Ruming Zhang

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

We revisit the Hierarchical Poincar\'e-Steklov (HPS) method in a preconditioned iterative setting for variable-coefficient Helmholtz problems with impedance boundary conditions. HPS is commonly presented as a direct solver based on nested…

Numerical Analysis · Mathematics 2026-03-31 J. P. Lucero Lorca

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

Numerical Analysis · Mathematics 2021-10-15 Fabio Nobile , Tommaso Vanzan

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

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

The discretization of certain integral equations, e.g., the first-kind Fredholm equation of Laplace's equation, leads to symmetric positive-definite linear systems, where the coefficient matrix is dense and often ill-conditioned. We…

Numerical Analysis · Mathematics 2022-08-22 Chao Chen , George Biros

We present a novel projection-based model reduction framework for parametric linear time-invariant systems that allows interpolating the transfer function at a given frequency point along parameter-dependent curves as opposed to the…

Numerical Analysis · Mathematics 2021-04-05 Ion Victor Gosea , Serkan Gugercin , Benjamin Unger

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang