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A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…

Numerical Analysis · Mathematics 2024-09-23 Gianluca Ceruti , Christian Lubich

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

In this paper, we propose a robust solver for the finite element discrete problem of the stationary incompressible magnetohydrodynamic (MHD) equations in three dimensions. By the mixed finite element method, both the velocity and the…

Numerical Analysis · Mathematics 2017-10-23 Lingxiao Li , Weiying Zheng

In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…

Numerical Analysis · Mathematics 2025-05-26 Jun Li , Lingsheng Meng

Understanding and optimizing the properties of solar cells is becoming a key issue in the search for alternatives to nuclear and fossil energy sources. A theoretical analysis via numerical simulations involves solving Maxwell's Equations in…

Computational Engineering, Finance, and Science · Computer Science 2015-10-20 Tareq M. Malas , Julian Hornich , Georg Hager , Hatem Ltaief , Christoph Pflaum , David E. Keyes

In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas-Rachford splitting method, however…

Optimization and Control · Mathematics 2012-12-04 Radu Ioan Bot , Christopher Hendrich

In this work, we consider the time-harmonic Maxwell's equations and their numerical solution with a domain decomposition method. As an innovative feature, we propose a feedforward neural network-enhanced approximation of the interface…

Numerical Analysis · Mathematics 2023-03-07 T. Knoke , S. Kinnewig , S. Beuchler , A. Demircan , U. Morgner , T. Wick

We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…

Optimization and Control · Mathematics 2013-04-09 Georgios Stathopoulos , Tamás Keviczky , Yang Wang

We propose an isogeometric solver for Poisson problems that combines i)low-rank tensor techniques to approximate the unknown solution and the system matrix, as a sum of a few terms having Kronecker product structure, ii) a Truncated…

Numerical Analysis · Mathematics 2023-09-29 Monica Montardini , Giancarlo Sangalli , Mattia Tani

High-order implicit shock tracking (fitting) is a class of high-order numerical methods that use numerical optimization to simultaneously compute a high-order approximation to a conservation law solution and align elements of the…

Numerical Analysis · Mathematics 2024-06-28 Jakob Vandergrift , Matthew J. Zahr

We introduce a parallel algorithm to construct a preconditioner for solving a large, sparse linear system where the coefficient matrix is a Laplacian matrix (a.k.a., graph Laplacian). Such a linear system arises from applications such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-30 Tianyu Liang , Chao Chen , Yotam Yaniv , Hengrui Luo , David Tench , Xiaoye S. Li , Aydin Buluc , James Demmel

In this paper we study the conditioning of optimal control problems constrained by linear parabolic equations with Neumann boundary conditions. While we concentrate on a given end-time target function the results hold also when the target…

Numerical Analysis · Mathematics 2025-03-24 Luise Blank

We propose a controllability method for the numerical solution of time-harmonic Maxwell's equations in their first-order formulation. By minimizing a quadratic cost functional, which measures the deviation from periodicity, the…

Numerical Analysis · Mathematics 2021-06-08 T. Chaumont-Frelet , M. J. Grote , S. Lanteri , J. H. Tang

Solving the normal equations corresponding to large sparse linear least-squares problems is an important and challenging problem. For very large problems, an iterative solver is needed and, in general, a preconditioner is required to…

Numerical Analysis · Mathematics 2022-01-04 Hussam Al Daas , Pierre Jolivet , Jennifer Scott

The importance of Schur complement based preconditioners are well-established for classical saddle point problems in $\mathbb{R}^N \times \mathbb{R}^M$. In this paper we extend these results to multiple saddle point problems in Hilbert…

Numerical Analysis · Mathematics 2020-12-25 Jarle Sogn , Walter Zulehner

Here we derive some results on so called quantitative Runge approximation in the case of the time-harmonic Maxwell equations. This provides a Runge approximation having more explicit quantitative information. We additionally derive some…

Analysis of PDEs · Mathematics 2022-02-11 Valter Pohjola

We develop a parallel-in-time multigrid preconditioner for augmented systems. These saddle-point systems are foundational to numerical optimization. Our preconditioner, when paired with a suitable optimization method, accelerates the…

Optimization and Control · Mathematics 2025-12-08 Radoslav Vuchkov , Eric C. Cyr , Aurya Javeed , Denis Ridzal

In this paper we propose an efficiently preconditioned Newton method for the computation of the leftmost eigenpairs of large and sparse symmetric positive definite matrices. A sequence of preconditioners based on the BFGS update formula is…

Numerical Analysis · Mathematics 2013-12-06 Luca Bergamaschi , Angeles Martinez

Many academic disciplines - including information systems, computer science, and operations management - face scheduling problems as important decision making tasks. Since many scheduling problems are NP-hard in the strong sense, there is a…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-26 Gerhard Rauchecker , Guido Schryen

In this paper, we design preconditioners for the matrix-free solution of high-order continuous and discontinuous Galerkin discretizations of elliptic problems based on FEM-SEM equivalence and additive Schwarz methods. The high-order…

Numerical Analysis · Mathematics 2021-03-11 Will Pazner