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A new domain decomposition preconditioner is introduced for efficiently solving linear systems Ax = b with a symmetric positive definite matrix A. The particularity of the new preconditioner is that it is not necessary to have access to the…

Numerical Analysis · Mathematics 2021-06-23 Nicole Spillane

Recent experimental findings on anomalous diffusion have demanded novel models that combine annealed (temporal) and quenched (spatial or static) disorder mechanisms. The comb-model is a simplified description of diffusion on percolation…

Statistical Mechanics · Physics 2020-03-03 A. A. Tateishi , H. V. Ribeiro , T. Sandev , I. Petreska , E. K. Lenzi

We consider the diffusion equation in the setting of operator theory. In particular, we study the characterization of the limit of the diffusion operator for diffusivities approaching zero on a subdomain $\Omega_1$ of the domain of…

Analysis of PDEs · Mathematics 2009-02-05 Burak Aksoylu , Horst R. Beyer

Although some preconditioners are available for solving dense linear systems, there are still many matrices for which preconditioners are lacking, in particular in cases where the size of the matrix $N$ becomes very large. There remains…

Numerical Analysis · Mathematics 2016-02-05 Pieter Coulier , Hadi Pouransari , Eric Darve

In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…

Numerical Analysis · Mathematics 2020-07-17 Santolo Leveque , John W. Pearson

We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…

Numerical Analysis · Mathematics 2023-10-17 Dimitrios Mitsotakis

There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

Employing the Fast Fourier Transform we propose a ready-to-use solution to circulant real linear systems of equations, particularly useful when a broader theoretical analysis is involved. We also show that strict diagonal dominance of the…

General Mathematics · Mathematics 2025-10-22 Alessandro Guazzini , Enrico Caricchio

A block lower triangular Toeplitz system arising from time-space fractional diffusion equation is discussed. For efficient solutions of such the linear system, the preconditioned biconjugate gradient stabilized method and flexible general…

Numerical Analysis · Mathematics 2019-05-28 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Jianxiong Cao

We derive parameter-robust quasi-optimal error estimates for mixed finite element methods for the nonlinear Darcy--Forchheimer equations with mixed boundary conditions. Using the framework of operator preconditioning, we also design…

Numerical Analysis · Mathematics 2026-02-25 Rishi Das , Harsha Hutridurga , Amiya K. Pani , Ricardo Ruiz-Baier

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

In this paper, we assess the performance of adaptive and nested factorized sparse approximate inverses as smoothers in multilevel V-cycles, when smoothing is performed following the Chebyshev iteration of the fourth kind. For our test…

Numerical Analysis · Mathematics 2025-09-25 Pablo Jiménez Recio , Marc Alexander Schweitzer

Modeling cardiovascular blood flow is central to many applications in biomedical engineering. To accommodate the complexity of the cardiovascular system, in terms of boundary conditions and surrounding vascular tissue, computational fluid…

Fluid Dynamics · Physics 2024-12-05 Marc Hirschvogel , Mia Bonini , Maximilian Balmus , David Nordsletten

The theory of Chebyshev (uniform) approximation for univariate polynomial and piecewise polynomial functions has been studied for decades. The optimality conditions are based on the notion of alternating sequence. However, the extension the…

Numerical Analysis · Mathematics 2017-09-01 Nadezda Sukhorukova , Julien Ugon , David Yost

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

Optimization and Control · Mathematics 2023-01-31 Nikita Doikov , Anton Rodomanov

A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…

Probability · Mathematics 2009-09-29 Claudio Albanese

This work investigates the optimal control of the variable-exponent subdiffusion, which extends the work [Gunzburger and Wang, {\it SIAM J. Control Optim.} 2019] to the variable-exponent case to account for the multiscale and crossover…

Optimization and Control · Mathematics 2025-06-03 Yiqun Li , Mengmeng Liu , Wenlin Qiu , Xiangcheng Zheng

We develop a robust matrix-free, communication avoiding parallel, high-degree polynomial preconditioner for the Conjugate Gradient method for large and sparse symmetric positive definite linear systems. We discuss the selection of a scaling…

Numerical Analysis · Mathematics 2022-08-03 L. Bergamaschi , M. Ferronato , G. Isotton , C. Janna , A. Martinez

We present a study of the effectiveness of asynchronous incomplete LU factorization preconditioners for the time-implicit solution of compressible flow problems while exploiting thread-parallelism within a compute node. A block variant of…

Numerical Analysis · Mathematics 2020-10-06 Aditya Kashi , Siva Nadarajah

Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…

Probability · Mathematics 2026-05-26 Emmanuel Akame Mfoumou , David Holcman
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