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The goal of this paper is to propose preconditioners for the system of linear equations that arises from a discretization of fourth order elliptic problems using spectral element methods. These preconditioners are constructed using…

Numerical Analysis · Mathematics 2016-08-31 Akhlaq Husain , Arbaz Khan

We introduce a preconditioner for a hybridizable discontinuous Galerkin discretization of the linearized Navier-Stokes equations at high Reynolds number. The preconditioner is based on an augmented Lagrangian approach of the full…

Numerical Analysis · Mathematics 2025-12-03 Alexander D. Lindsay , Sander Rhebergen , Ben S. Southworth

Biot's consolidation model in poroelasticity has a number of applications in science, medicine, and engineering. The model depends on various parameters, and in practical applications these parameters ranges over several orders of…

Numerical Analysis · Mathematics 2016-06-22 Jeonghun J. Lee , Kent-Andre Mardal , Ragnar Winther

Based on the needs of convergence proofs of preconditioned proximal point methods, we introduce notions of partial strong submonotonicity and partial (metric) subregularity of set-valued maps. We study relationships between these two…

Optimization and Control · Mathematics 2020-03-02 Tuomo Valkonen

We consider (stochastic) convex-concave saddle point (SP) problems with high-dimensional decision variables, arising in various applications including machine learning problems. To contend with the challenges in computing full gradients, we…

Optimization and Control · Mathematics 2025-09-30 Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh , Necdet Serhat Aybat

This paper proposes a new parameterized enhanced shift-splitting (PESS) preconditioner to solve the three-by-three block saddle point problem (SPP). Additionally, we introduce a local PESS (LPESS) preconditioner by relaxing the PESS…

Numerical Analysis · Mathematics 2024-11-19 Sk. Safique Ahmad , Pinki Khatun

In this paper we consider a three-field formulation of the Biot model which has the displacement, the total pressure, and the pore pressure as unknowns. For parameter-robust stability analysis, we first show a priori estimates of the…

Numerical Analysis · Mathematics 2018-07-02 Jeonghun J. Lee

Coupled systems of free flow and porous media arise in a variety of technical and environmental applications. For laminar flow regimes, such systems are described by the Stokes equations in the free-flow region and Darcy's law in the porous…

Numerical Analysis · Mathematics 2024-10-14 Paula Strohbeck , Iryna Rybak

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Machine Learning · Statistics 2015-11-24 Zhanxing Zhu , Amos J. Storkey

Saddle-point systems, i.e., structured linear systems with symmetric matrices are considered. A modified implementation of (preconditioned) MINRES is derived which allows to monitor the norms of the subvectors individually. Compared to the…

Numerical Analysis · Mathematics 2016-09-08 Roland Herzog , Kirk M. Soodhalter

Preconditioning for multilevel Toeplitz systems has long been a focal point of research in numerical linear algebra. In this work, we develop a novel preconditioning method for a class of nonsymmetric multilevel Toeplitz systems, which…

Numerical Analysis · Mathematics 2024-09-25 Yuan-Yuan Huang , Sean Y. Hon , Lot-Kei Chou , Siu-Long Lei

In this work, we introduce two algorithmic frameworks, named Bregman extragradient method and Bregman extrapolation method, for solving saddle point problems. The proposed frameworks not only include the well-known extragradient and…

Optimization and Control · Mathematics 2021-08-26 Hui Zhang

We propose and analyze a general framework called nonlinear preconditioned primal-dual with projection for solving nonconvex-nonconcave and non-smooth saddle-point problems. The framework consists of two steps. The first is a nonlinear…

Optimization and Control · Mathematics 2024-01-11 Lu Zhang , Hongxia Wang , Hui Zhang

In this note, we consider preconditioned Krylov subspace methods for discrete fluid-structure interaction problems with a nonlinear hyperelastic material model and covering a large range of flows, e.g, water, blood, and air with highly…

Numerical Analysis · Mathematics 2016-03-15 U. Langer , H. Yang

In this paper, several projection method based preconditioners for various incompressible flow models are studied. In particular, we are interested in the theoretical analysis of a pressure-correction projection method based preconditioner…

Numerical Analysis · Mathematics 2013-12-12 Mingchao Cai

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine…

Numerical Analysis · Mathematics 2015-09-23 Yiming Bu , Bruno Carpentieri , Zhaoli Shen , Tingzhu Huang

We study preconditioners for a model problem describing the coupling of two elliptic subproblems posed over domains with different topological dimension by a parameter dependent constraint. A pair of parameter robust and efficient…

Numerical Analysis · Mathematics 2018-04-11 Miroslav Kuchta , Magne Nordaas , Joris C. G. Verschaeve , Mikael Mortensen , Kent-Andre Mardal

Runge-Kutta (RK) schemes, especially Gauss-Legendre and some other fully implicit RK (FIRK) schemes, are desirable for the time integration of parabolic partial differential equations due to their A-stability and high-order accuracy.…

Numerical Analysis · Mathematics 2022-01-13 Xiangmin Jiao , Xuebin Wang , Qiao Chen

The Potts model has many applications. It is equivalent to some min-cut and max-flow models. Primal-dual algorithms have been used to solve these problems. Due to the special structure of the models, convergence proof is still a difficult…

Optimization and Control · Mathematics 2020-04-24 Hongpeng Sun , Xuecheng Tai , Jing Yuan

There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems.…

Optimization and Control · Mathematics 2024-03-05 Xueyi Bu , Brian Plancher