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In this work, we propose a class of novel preconditioned Krylov subspace methods for solving an optimal control problem of parabolic equations. Namely, we develop a family of block $\omega$-circulant based preconditioners for the…

Numerical Analysis · Mathematics 2024-06-04 Po Yin Fung , Sean Hon

Context. Numerical solutions to transfer problems of polarized radiation in solar and stellar atmospheres commonly rely on stationary iterative methods, which often perform poorly when applied to large problems. In recent times, stationary…

Numerical Analysis · Mathematics 2021-12-08 Pietro Benedusi , Gioele Janett , Luca Belluzzi , Rolf Krause

We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…

Numerical Analysis · Mathematics 2025-05-27 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

The purpose of the current work is to find numerical solutions of the steady state inhomogeneous Vlasov equation. This problem has a wide range of applications in the kinetic simulation of non-thermal plasmas. However, the direct…

Computational Physics · Physics 2018-08-14 Markus Gasteiger , Lukas Einkemmer , Alexander Ostermann , David Tskhakaya

We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…

Optimization and Control · Mathematics 2024-10-22 Tucker Hartland , Cosmin G. Petra , Noemi Petra , Jingyi Wang

We design two classes of ultra-fast meta-solvers for linear systems arising after discretizing PDEs by combining neural operators with either simple iterative solvers, e.g., Jacobi and Gauss-Seidel, or with Krylov methods, e.g., GMRES and…

Numerical Analysis · Mathematics 2024-12-03 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis

In this article we construct and analyze multigrid preconditioners for discretizations of operators of the form D+K* K, where D is the multiplication with a relatively smooth positive function and K is a compact linear operator. These…

Numerical Analysis · Mathematics 2011-04-05 Andrei Draganescu , Cosmin Petra

We propose a novel numerical inversion algorithm for the coefficients of parabolic partial differential equations, based on model reduction. The study is motivated by the application of controlled source electromagnetic exploration, where…

Numerical Analysis · Mathematics 2014-11-21 Liliana Borcea , Vladimir Druskin , Alexander V. Mamonov , Mikhail Zaslavsky

Preconditioning of a linear system obtained from spectral discretization of time-dependent PDEs often results in a full matrix which is expensive to compute and store specially when the problem size increases. A matrix-free implementation…

Statistics Theory · Mathematics 2016-06-09 A. Ghasemi , L. K. Taylor

PDE-constrained optimization aims at finding optimal setups for partial differential equations so that relevant quantities are minimized. Including sparsity promoting terms in the formulation of such problems results in more practically…

Numerical Analysis · Mathematics 2016-11-23 Margherita Porcelli , Valeria Simoncini , Martin Stoll

Iterative solvers for large-scale linear systems such as Krylov subspace methods can diverge when the linear system is ill-conditioned, thus significantly reducing the applicability of these iterative methods in practice for…

Numerical Analysis · Mathematics 2025-07-24 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…

Numerical Analysis · Mathematics 2013-04-15 Samir Kumar Bhowmik

This work presents a multigrid preconditioned high order immersed finite difference solver to accurately and efficiently solve the Poisson equation on complex 2D and 3D domains. The solver employs a low order Shortley-Weller multigrid…

Numerical Analysis · Mathematics 2025-03-31 James Gabbard , Andrea Paris , Wim M. van Rees

We discuss the ill conditioning of the matrix for the discretised Poisson equation in the small aspect ratio limit, and motivate this problem in the context of nonhydrostatic ocean modelling. Efficient iterative solvers for the Poisson…

Numerical Analysis · Mathematics 2015-05-14 S. C. Kramer , C. J. Cotter , C. C. Pain

In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization…

Numerical Analysis · Mathematics 2012-10-24 Rahul S. Sampath , Bobby Philip , Srikanth Allu , Srdjan Simunovic

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

A Crank-Nicolson finite volume approximation for three-dimensional conservative space-fractional diffusion equation results in large and dense three-level Toeplitz discrete linear systems. Preconditioned Krylov subspace methods with sine…

Numerical Analysis · Mathematics 2026-03-19 Wei Qu , Siu-Long Lei , Sean Y. Hon , Yuan-Yuan Huang

Use of the stochastic Galerkin finite element methods leads to large systems of linear equations obtained by the discretization of tensor product solution spaces along their spatial and stochastic dimensions. These systems are typically…

Numerical Analysis · Mathematics 2014-07-17 Bedřich Sousedík , Roger G. Ghanem , Eric T. Phipps

We introduce a neural-preconditioned iterative solver for Poisson equations with mixed boundary conditions. Typical Poisson discretizations yield large, ill-conditioned linear systems. Iterative solvers can be effective for these problems,…

Numerical Analysis · Mathematics 2025-12-16 Kai Weixian Lan , Elias Gueidon , Ayano Kaneda , Julian Panetta , Joseph Teran

We propose an operator preconditioner for general elliptic pseudodifferential equations in a domain $\Omega$, where $\Omega$ is either in $\mathbb{R}^n$ or in a Riemannian manifold. For linear systems of equations arising from low-order…

Numerical Analysis · Mathematics 2021-06-03 Heiko Gimperlein , Jakub Stocek , Carolina Urzua-Torres