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The classical Ka\v{c}anov scheme for the solution of nonlinear variational problems can be interpreted as a fixed point iteration method that updates a given approximation by solving a linear problem in each step. Based on this observation,…

Numerical Analysis · Mathematics 2021-11-30 Pascal Heid , Thomas P. Wihler

In this article, we derive fast and robust parallel-in-time preconditioned iterative methods for the all-at-once linear systems arising upon discretization of time-dependent PDEs. The discretization we employ is based on a Runge--Kutta…

Numerical Analysis · Mathematics 2023-04-25 Santolo Leveque , Luca Bergamaschi , Ángeles Martínez , John W. Pearson

The motivation of this paper is twofold. First, we investigate the block-diagonalization of the $z$-block circulant matrix $\mathtt{bcirc_z}(\mathcal A)$, based on this block-diagonal structure, and develop the algorithm…

Numerical Analysis · Mathematics 2026-02-13 Daochang Zhang , Yue Zhao , Jingqian Li , Dijana Mosic

Obtaining the inverse of a large symmetric positive definite matrix $\mathcal{A}\in\mathbb{R}^{p\times p}$ is a continual challenge across many mathematical disciplines. The computational complexity associated with direct methods can be…

Numerical Analysis · Mathematics 2025-09-03 Ann Paterson , Jennifer Pestana , Victorita Dolean

We consider the Stokes-Darcy coupled problem, which models the interaction between free-flow and porous medium flow. By enforcing the normal flux continuity interface condition directly within the finite-element spaces, we establish unified…

Numerical Analysis · Mathematics 2025-07-22 Wietse M. Boon , Xiaozhe Hu , Xue Wang

We present a randomized algorithm that, on input a symmetric, weakly diagonally dominant n-by-n matrix A with m nonzero entries and an n-vector b, produces a y such that $\norm{y - \pinv{A} b}_{A} \leq \epsilon \norm{\pinv{A} b}_{A}$ in…

Numerical Analysis · Mathematics 2025-10-20 Daniel A. Spielman , Shang-Hua Teng

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

The paper arXiv:1804.11290 contains well-posedness and regularity results for a system of evolutionary operator equations having the structure of a Cahn-Hilliard system. The operators appearing in the system equations were fractional…

Analysis of PDEs · Mathematics 2018-12-17 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

Diffusion models have shown promise in learning to solve constraint optimization problems. However, they are mostly restricted to problems with binary variables and rely on graph neural networks, hindering their application to a broader…

Machine Learning · Computer Science 2026-05-26 Yudong W. Xu , Wenhao Li , Xiaoyu Wang , Scott Sanner , Elias B. Khalil

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…

Numerical Analysis · Mathematics 2023-12-04 Jemima M. Tabeart , John W. Pearson

We develop a preconditioner for the linear system arising from a finite element discretization of the Phase Field Crystal (PFC) equation. The PFC model serves as an atomic description of crystalline materials on diffusive time scales and…

Computational Physics · Physics 2015-08-27 Simon Praetorius , Axel Voigt

Given a block triangular matrix $M$ over a noncommutative ring with invertible diagonal blocks, this work gives two new representations of its inverse $M^{-1}$. Each block element of $M^{-1}$ is explicitly expressed via a quasideterminant…

Rings and Algebras · Mathematics 2020-06-30 Xuzhou Zhan

A block alternating splitting iteration (BASI) method is presented for solving the system arising from the finite element discretization of the distributed optimal control problem with time-periodic parabolic equations. We prove that the…

Numerical Analysis · Mathematics 2023-11-07 Davod Khojasteh Salkuyeh , Maeddeh Pourbagher

This paper deals with model predictive control problems for large scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we introduce a complex-valued coordinate transformation that block…

Optimization and Control · Mathematics 2019-04-09 Idris Kempf , Paul J. Goulart , Stephen Duncan

We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

Probability · Mathematics 2013-01-29 Romain Allez , Jean-Philippe Bouchaud , Alice Guionnet

We study optimal diagonal preconditioning using the classical worst-case $\kappa$-condition number and the averaging-based $\omega$-condition number. For the $\kappa$-optimal preconditioning problem, we derive an affine-based pseudoconvex…

Optimization and Control · Mathematics 2026-05-01 Saeed Ghadimi , Woosuk L. Jung , Arnesh Sujanani , David Torregrosa-Belén , Henry Wolkowicz

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

Biclustering is used for simultaneous clustering of the observations and variables when there is no group structure known \textit{a priori}. It is being increasingly used in bioinformatics, text analytics, etc. Previously, biclustering has…

Methodology · Statistics 2020-09-14 Wangshu Tu , Sanjeena Subedi

Complex valued systems with an indefinite matrix term arise in important applications such as for certain time-harmonic partial differential equations such as the Maxwell's equation and for the Helmholtz equation. Complex systems with…

Numerical Analysis · Mathematics 2021-10-04 Owe Axelsson , Maeddeh Pourbagher , Davod Khojasteh Salkuyeh

Due to the rapid growth of data and computational resources, distributed optimization has become an active research area in recent years. While first-order methods seem to dominate the field, second-order methods are nevertheless attractive…

Machine Learning · Computer Science 2018-06-21 Celestine Dünner , Aurelien Lucchi , Matilde Gargiani , An Bian , Thomas Hofmann , Martin Jaggi
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