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In [McDonald, Pestana and Wathen, \textit{SIAM J. Sci. Comput.}, 40 (2018), pp. A1012--A1033], a block circulant preconditioner is proposed for all-at-once linear systems arising from evolutionary partial differential equations, in which…

数值分析 · 数学 2021-03-04 X. -L. Lin , M. Ng

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…

最优化与控制 · 数学 2024-01-11 Lu Zhang , Hongxia Wang , Hui Zhang

In this paper we propose two variants of the substructuring preconditioner for solving three-dimensional elliptic-type equations with strongly discontinuous coefficients. In the new preconditioners, we use the simplest coarse solver…

数值分析 · 数学 2016-11-29 Qiya Hu , Shaoliang Hu

Design optimization and uncertainty quantification, among other applications of industrial interest, require fast or multiple queries of some parametric model. The Proper Generalized Decomposition (PGD) provides a separable solution, a…

数值分析 · 数学 2018-02-16 Pedro Diez , Sergio Zlotnik , Antonio Huerta

In the present study, the efficiency of preconditioners for solving linear systems associated with the discretized variable-density incompressible Navier-Stokes equations with semiimplicit second-order accuracy in time and spectral accuracy…

流体动力学 · 物理学 2024-03-12 L. Reynier , Bastien Di Pierro , Frédéric Alizard , Anne Cadiou , Lionel Le Penven , Marc Buffat

Multistep matrix splitting iterations serve as preconditioning for Krylov subspace methods for solving singular linear systems. The preconditioner is applied to the generalized minimal residual (GMRES) method and the flexible GMRES (FGMRES)…

数值分析 · 数学 2021-11-09 Keiichi Morikuni

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…

机器学习 · 统计学 2015-11-24 Zhanxing Zhu , Amos J. Storkey

This paper presents a new stochastic preconditioning approach. For symmetric diagonally-dominant M-matrices, we prove that an incomplete LDL factorization can be obtained from random walks, and used as a preconditioner for an iterative…

数值分析 · 数学 2007-05-23 Haifeng Qian , Sachin S. Sapatnekar

This paper introduces a new preconditioning technique that is suitable for matrices arising from the discretization of a system of PDEs on unstructured grids. The preconditioner satisfies a so-called filtering property, which ensures that…

数值分析 · 计算机科学 2011-03-17 Laura Grigori , Frédéric Nataf

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…

最优化与控制 · 数学 2020-03-02 Tuomo Valkonen

An effective power based parallel preconditioner is proposed for general large sparse linear systems. The preconditioner combines a power series expansion method with some low-rank correction techniques, where the Sherman-Morrison-Woodbury…

数值分析 · 数学 2020-02-04 Qingqing Zheng , Yuanzhe Xi , Yousef Saad

We present an efficient preconditioner for linear problems $A x=y$. It guarantees monotonic convergence of the memory-efficient fixed-point iteration for all accretive systems of the form $A = L + V$, where $L$ is an approximation of $A$,…

数值分析 · 数学 2023-10-02 Tom Vettenburg , Ivo M. Vellekoop

Saddle point problems arise in a variety of applications, e.g., when solving the Stokes equations. They can be formulated such that the system matrix is symmetric, but indefinite, so the variational convergence theory that is usually used…

数值分析 · 数学 2022-03-14 Matthias Bolten , Marco Donatelli , Paola Ferrari , Isabella Furci

In this article, we discuss several classes of Uzawa smoothers for the application in multigrid methods in the context of saddle point problems. Beside commonly used variants, such as the inexact and block factorization version, we also…

数值分析 · 数学 2016-12-06 Lorenz John , Ulrich Rüde , Barbara Wohlmuth , Walter Zulehner

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…

数值分析 · 数学 2013-12-12 Mingchao Cai

The focus of this work is on the construction and analysis of optimal-order multigrid preconditioners to be used in the Newton-Krylov method for a distributed optimal control problem constrained by the stationary Navier-Stokes equations. As…

数值分析 · 数学 2018-11-22 Ana Maria Soane , Andrei Draganescu

Monolithic preconditioners applied to the linear systems arising during the solution of the discretized incompressible Navier-Stokes equations are typically more robust than preconditioners based on incomplete block factorizations. Lower…

数值分析 · 数学 2026-02-11 Alexander Heinlein , Axel Klawonn , Jascha Knepper , Lea Saßmannshausen

In this paper, preconditioning the saddle point problem arising from the elliptic boundary optimal control problem with mixed boundary conditions is considered. A block triangular reconditioning method is proposed based on permutations of…

最优化与控制 · 数学 2024-07-17 Chaojie Wang

We present a modified version of the PRESB preconditioner for two-by-two block system of linear equations with the coefficient matrix $$\textbf{A}=\left(\begin{array}{cc} F & -G^* G & F \end{array}\right),$$ where $F\in\mathbb{C}^{n\times…

数值分析 · 数学 2024-05-15 Owe Axelsson , Dovod Khojasteh Slakuyeh

Stochastic Galerkin finite element discretizations of partial differential equations with coefficients characterized by arbitrary distributions lead, in general, to fully block dense linear systems. We propose two novel strategies for…

数值分析 · 数学 2014-07-31 Bedřich Sousedík , Roger G. Ghanem