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We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate…

Numerical Analysis · Mathematics 2021-05-21 Bartosz Jaroszkowski , Max Jensen

We propose an efficient solver for saddle point problems arising from finite element approximations of nonlocal multi-phase Allen--Cahn variational inequalities. The solver is seen to behave mesh independently and to have only a very mild…

Numerical Analysis · Mathematics 2020-10-28 David Kay , Vanessa Styles

We consider the numerical solution of large scale time-harmonic Maxwell equations. To this day, this problem remains difficult, in particular because the equations are neither Hermitian nor semi-definite. Our approach is to compare…

Numerical Analysis · Mathematics 2025-07-18 Elise Fressart , Sébastien Dubois , Loïc Gouarin , Marc Massot , Michel Nowak , Nicole Spillane

This paper introduces a novel Transformed Primal-Dual with variable-metric/preconditioner (TPDv) algorithm, designed to efficiently solve affine constrained optimization problems common in nonlinear partial differential equations (PDEs).…

Numerical Analysis · Mathematics 2023-12-20 Long Chen , Ruchi Guo , Jingrong Wei

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

Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…

Numerical Analysis · Mathematics 2026-04-02 Xiaofei Xu , Yuhui Ni , Shengguo Li , Juan Zhang

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín

A self-learning algebraic multigrid method for dominant and minimal singular triplets and eigenpairs is described. The method consists of two multilevel phases. In the first, multiplicative phase (setup phase), tentative singular triplets…

Numerical Analysis · Mathematics 2011-02-07 Hans De Sterck

Multilevel quadrature methods for parametric operator equations such as the multilevel (quasi-) Monte Carlo method are closely related to the sparse tensor product approximation between the spatial variable and the parameter. In this…

Numerical Analysis · Mathematics 2019-01-01 Michael Griebel , Helmut Harbrecht , Michael D. Multerer

We propose a new method for the construction of layer-adapted meshes for singularly perturbed differential equations (SPDEs), based on mesh partial differential equations (MPDEs) that incorporate \emph{a posteriori} solution information.…

Numerical Analysis · Mathematics 2023-11-03 Róisín Hill , Niall Madden

This paper is devoted to the complete convergence study of the finite-element approximation of Maxwell's equations in the case where the magnetic permeability is constant. Standard linear finite elements for the space discretization are…

Numerical Analysis · Mathematics 2020-07-06 Larisa Beilina , Vitoriano Ruas

We formulate and analyze a goal-oriented adaptive finite element method for a symmetric linear elliptic partial differential equation (PDE) that can simultaneously deal with multiple linear goal functionals. In each step of the algorithm,…

Numerical Analysis · Mathematics 2026-01-06 Roland Becker , Maximilian Brunner , Paula Hilbert , Michael Innerberger , Dirk Praetorius

We propose a novel a posteriori error estimator for conforming finite element discretizations of two- and three-dimensional Helmholtz problems. The estimator is based on an equilibrated flux that is computed by solving patchwise mixed…

Numerical Analysis · Mathematics 2021-05-05 T. Chaumont-Frelet , A. Ern , M. Vohralík

In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg--Marquardt method for its solution which, in contrast to the existing literature, does…

Optimization and Control · Mathematics 2023-11-10 Lateef O. Jolaoso , Patrick Mehlitz , Alain B. Zemkoho

We study acceleration and preconditioning strategies for a class of Douglas-Rachford methods aiming at the solution of convex-concave saddle-point problems associated with Fenchel-Rockafellar duality. While the basic iteration converges…

Optimization and Control · Mathematics 2016-04-22 Kristian Bredies , Hongpeng Sun

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

Analysis of PDEs · Mathematics 2025-11-03 Yuxi Han , Son Tu

A majorized accelerated block coordinate descent (mABCD) method in Hilbert space is analyzed to solve a sparse PDE-constrained optimization problem via its dual. The finite element approximation method is investigated. The attractive…

Optimization and Control · Mathematics 2020-01-08 Xiaoliang Song , Defeng Sun , Kim-Chuan Toh

In a Jacobi--Davidson (JD) type method for singular value decomposition (SVD) problems, called JDSVD, a large symmetric and generally indefinite correction equation is solved iteratively at each outer iteration, which constitutes the inner…

Numerical Analysis · Mathematics 2026-02-17 Jinzhi Huang , Zhongxiao Jia

We study the periodic homogenization for convex Hamilton-Jacobi equations on perforated domains under the Neumann type boundary conditions. We consider two types of conditions, the oblique derivative boundary condition and the prescribed…

Analysis of PDEs · Mathematics 2026-03-02 Hiroyoshi Mitake , Panrui Ni

We provide a rounding error analysis of a mixed-precision preconditioned Jacobi algorithm, which uses low precision to compute the preconditioner, applies it at high precision (amounting to two matrix-matrix multiplications) and solves the…

Numerical Analysis · Mathematics 2025-12-02 Nicholas J. Higham , Françoise Tisseur , Marcus Webb , Zhengbo Zhou