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Related papers: Multiprecision computations with Schwarz methods

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The first order condition of the constrained minimization problem leads to a saddle point problem. A multigrid method using a multiplicative Schwarz smoother for saddle point problems can thus be interpreted as a successive subspace…

Numerical Analysis · Mathematics 2016-01-19 Long Chen

The segmentation of a time series into piecewise stationary segments, a.k.a. multiple change point analysis, is an important problem both in time series analysis and signal processing. In the presence of multiscale change points with both…

Methodology · Statistics 2023-11-17 Haeran Cho , Claudia Kirch

Support for arithmetic in multiple precisions and number formats is becoming increasingly common in emerging high-performance architectures. From a computational scientist's perspective, our goal is to determine how and where we can safely…

Numerical Analysis · Mathematics 2026-02-05 Erin Claire Carson

The Schur decomposition of a square matrix $A$ is an important intermediate step of state-of-the-art numerical algorithms for addressing eigenvalue problems, matrix functions, and matrix equations. This work is concerned with the following…

Numerical Analysis · Mathematics 2022-03-22 Zvonimir Bujanović , Daniel Kressner , Christian Schröder

BDDC method is the most advanced method from the Balancing family of iterative substructuring methods for the solution of large systems of linear algebraic equations arising from discretization of elliptic boundary value problems. In the…

Numerical Analysis · Mathematics 2014-07-17 Jan Mandel , Bedřich Sousedík , Clark R. Dohrmann

Fourth-order variational inequalities are encountered in various scientific and engineering disciplines, including elliptic optimal control problems and plate obstacle problems. In this paper, we consider additive Schwarz methods for…

Numerical Analysis · Mathematics 2024-11-19 Jongho Park

In contrast with classical Schwarz theory, recent results in computational chemistry have shown that for special domain geometries, the one-level parallel Schwarz method can be scalable. This property is not true in general, and the issue…

Numerical Analysis · Mathematics 2019-12-24 Gabriele Ciaramella , Muhammad Hassan , Benjamin Stamm

For numerical approximations to stochastic differential equations using the Euler-Maruyama scheme, we propose incorporating approximate random variables computed using low precisions, such as single and half precision. We propose and…

Numerical Analysis · Mathematics 2024-07-17 Oliver Sheridan-Methven , Michael Giles

In this paper we are concerned with restricted additive Schwarz with local impedance transformation conditions for a family of Helmholtz problems in two dimensions. These problems are discretized by the finite element method with conforming…

Numerical Analysis · Mathematics 2024-02-13 Qiya Hu , Ziyi Li

Recent quasi-optimal error estimates for the finite element approximation of total-variation regularized minimization problems require the existence of a Lipschitz continuous dual solution. We discuss the validity of this condition and…

Numerical Analysis · Mathematics 2021-06-28 Sören Bartels , Robert Tovey , Friedrich Wassmer

We investigate the parallel one-level overlapping Schwarz method for solving finite element discretization of high-frequency Helmholtz equations. The resulting linear systems are large, indefinite, ill-conditioned, and complex-valued. We…

Numerical Analysis · Mathematics 2026-02-03 Yan Xie , Shihua Gong , Ivan G. Graham , Euan A. Spence , Chen-Song Zhang

The goal of this work is to construct and study hybrid and multiplicative two-level overlapping Schwarz algorithms with standard coarse spaces for the almost incompressible linear elasticity and Stokes systems, discretized by mixed finite…

Numerical Analysis · Mathematics 2016-11-03 Mingchao Cai , Luca F. Pavarino

The computation time for reservoir simulation is dominated by the linear solver. The sets of linear equations which arise in reservoir simulation have two distinctive features: the problems are usually highly anisotropic, with a dominant…

Numerical Analysis · Mathematics 2014-02-10 Haran Jackson , Michele Taroni , David Ponting

We present an overlapping Schwarz decomposition algorithm for constrained quadratic programs (QPs). Schwarz algorithms have been traditionally used to solve linear algebra systems arising from partial differential equations, but we have…

Optimization and Control · Mathematics 2021-02-17 Sungho Shin , Mihai Anitescu , Victor M. Zavala

In this article we design and analyze a class of two-level non-overlapping additive Schwarz preconditioners for the solution of the linear system of equations stemming from discontinuous Galerkin discretizations of second-order elliptic…

Numerical Analysis · Mathematics 2019-03-28 P. F. Antonietti , P. Houston , G. Pennesi , E. Süli

In this paper we analyze the Schwarz alternating method for unconstrained elliptic optimal control problems. We discuss the convergence properties of the method in the continuous case first and then apply the arguments to the finite…

Numerical Analysis · Mathematics 2022-01-05 Wei Gong , Felix Kwok , Zhiyu Tan

In this article, we analyse the convergence behaviour and scalability properties of the one-level Parallel Schwarz method (PSM) for domain decomposition problems in which the boundaries of many subdomains lie in the interior of the global…

Numerical Analysis · Mathematics 2019-10-21 Gabriele Ciaramella , Muhammad Hassan , Benjamin Stamm

The two-level overlapping additive Schwarz method offers a robust and scalable preconditioner for various linear systems resulting from elliptic problems. One of the key to these properties is the construction of the coarse space used to…

Numerical Analysis · Mathematics 2024-08-16 Filipe A. C. S. Alves , Alexander Heinlein , Hadi Hajibeygi

In this paper we study convergence estimates for a multigrid algorithm with smoothers of successive subspace correction (SSC) type, applied to symmetric elliptic PDEs. First, we revisit a general convergence analysis on a class of multigrid…

Numerical Analysis · Mathematics 2018-05-09 Eugenio Aulisa , Giorgio Bornia , Sara Calandrini , Giacomo Capodaglio

With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of total least squares problems, i.e., solving $\min_{E,r}…

Numerical Analysis · Mathematics 2023-09-14 Eda Oktay , Erin Carson