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This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting…

Optimization and Control · Mathematics 2015-01-20 Giorgos Stathopoulos , Milan Korda , Colin N. Jones

This work addresses a novel version of the kernel-free boundary integral (KFBI) method for solving elliptic PDEs with implicitly defined irregular boundaries and interfaces. We focus on boundary value problems and interface problems, which…

Numerical Analysis · Mathematics 2023-09-13 Han Zhou , Wenjun Ying

The solution for non-linear, complex partial differential Equations (PDEs) is achieved through numerical approximations, which yield a linear system of equations. This approach is prevalent in Computational Fluid Dynamics (CFD), but it…

Fluid Dynamics · Physics 2024-09-06 Ferdin Sagai Don Bosco , Dhamotharan S , Rut Lineswala , Abhishek Chopra

In this work, we study the accuracy and efficiency of hierarchical matrix ($\mathcal{H}$-matrix) based fast methods for solving dense linear systems arising from the discretization of the 3D elastodynamic Green's tensors. It is well known…

Numerical Analysis · Mathematics 2017-10-25 Stéphanie Chaillat , Luca Desiderio , Patrick Ciarlet

CASL-HJX is a computational framework designed for solving deterministic and stochastic Hamilton-Jacobi equations in two spatial dimensions. It provides a flexible and efficient approach to modeling front propagation problems, optimal…

Optimization and Control · Mathematics 2025-05-21 Faranak Rajabi , Jacob Fingerman , Andrew Wang , Jeff Moehlis , Frederic Gibou

We are interested in solving linear systems arising from three applications: (1) kernel methods in machine learning, (2) discretization of boundary integral equations from mathematical physics, and (3) Schur complements formed in the…

Numerical Analysis · Mathematics 2022-08-15 Chao Chen , Per-Gunnar Martinsson

High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral…

Numerical Analysis · Mathematics 2021-06-02 Saad Qadeer , Boyce E. Griffith

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…

Statistics Theory · Mathematics 2020-08-28 Mohamed Ndaoud

In this paper, we present a GPU-accelerated direct-sum boundary integral method to solve the linear Poisson-Boltzmann (PB) equation. In our method, a well-posed boundary integral formulation is used to ensure the fast convergence of Krylov…

Numerical Analysis · Mathematics 2015-06-12 Weihua Geng , Ferosh Jacob

We study scattering by a high aspect ratio particle using boundary integral equation methods. This problem has important applications in nanophotonics problems, including sensing and plasmonic imaging. To illustrate the effect of parity and…

Numerical Analysis · Mathematics 2022-04-21 Camille Carvalho , Arnold D. Kim , Lori Lewis , Zoïs Moitier

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

By employing non-equispaced grid points near boundaries, boundary-optimized upwind finite-difference operators of orders up to nine are developed. The boundary closures are constructed within a diagonal-norm summation-by-parts (SBP)…

Numerical Analysis · Mathematics 2026-02-06 Ken Mattsson , David Niemelä , Andrew R. Winters

Hyperbolic (HB) programming generalizes many popular convex optimization problems, including semidefinite and second-order cone programming. Despite substantial theoretical progress on HB programming, efficient computational tools for…

Optimization and Control · Mathematics 2026-02-27 Mehdi Karimi , Levent Tuncel

This article presents a fast solver for the dense "frontal" matrices that arise from the multifrontal sparse elimination process of 3D elliptic PDEs. The solver relies on the fact that these matrices can be efficiently represented as a…

Numerical Analysis · Computer Science 2015-12-08 Amirhossein Aminfar , Sivaram Ambikasaran , Eric Darve

We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…

Numerical Analysis · Mathematics 2017-12-21 Chao Chen , Hadi Pouransari , Sivasankaran Rajamanickam , Erik G. Boman , Eric Darve

Linear system solvers are widely used in scientific computing, with the primary goal of solving linear system problems. Classical iterative algorithms typically rely on the conjugate gradient method. The rise of quantum computing has…

Quantum Physics · Physics 2024-12-10 Guojian Wu , Fang Gao , Qing Gao , Yu Pan

The solution of large sparse linear systems is often the most time-consuming part of many science and engineering applications. Computational fluid dynamics, circuit simulation, power network analysis, and material science are just a few…

Numerical Analysis · Computer Science 2011-09-20 Murat Manguoglu

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincar\'e--Steklov (HPS) family of algorithms for…

Numerical Analysis · Mathematics 2025-11-17 Owen Melia , Daniel Fortunato , Jeremy Hoskins , Rebecca Willett

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

This paper focuses on fast direct solvers for integral equations in the low-to-moderate-frequency regime obtained by leveraging preconditioned first kind or second kind operators regularized with Laplacian filters. The spectral errors…

Numerical Analysis · Mathematics 2022-10-18 Clément Henry , Davide Consoli , Alexandre Dély , Lyes Rahmouni , Adrien Merlini , Francesco P. Andriulli