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In this paper, we revisit an auxiliary space preconditioning method proposed by Xu [Computing 56, 1996], in which low-order finite element spaces are employed as auxiliary spaces for solving linear algebraic systems arising from high-order…

数值分析 · 数学 2012-04-13 Young-Ju Lee , Wei Leng , Chen-Song Zhang

We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…

机器学习 · 计算机科学 2020-07-09 Maria-Luiza Vladarean , Ahmet Alacaoglu , Ya-Ping Hsieh , Volkan Cevher

We develop a parallel-in-time multigrid preconditioner for augmented systems. These saddle-point systems are foundational to numerical optimization. Our preconditioner, when paired with a suitable optimization method, accelerates the…

最优化与控制 · 数学 2025-12-08 Radoslav Vuchkov , Eric C. Cyr , Aurya Javeed , Denis Ridzal

Recently, Garcke et al.[Garcke, Hinze, Kahle, A stable and linear time discretization for a thermodynamically consistent model for two-phase incompressible flow, Applied Numerical Mathematics 99, pp. 151-171, 2016] developed a consistent…

数值分析 · 数学 2017-02-16 Jessica Bosch , Christian Kahle , Martin Stoll

A finite-element discretization of such an equation yields a linear system whose conditioning worsens as the variations in the values of PDE coefficients becomes large. This paper introduces a procedure by which the discrete system obtained…

数值分析 · 数学 2018-01-08 Yuliya Gorb , Daria Kurzanova , Yuri Kuznetsov

In the first part of this article, we obtain a linear system whose the solution solves the time-independent incompressible Navier-Stokes system for the special case in which the external forces vector is a gradient. In a second step we…

综合数学 · 数学 2019-08-27 Fabio Botelho

This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…

数值分析 · 数学 2025-04-23 Jie Zhu , Yujun Zhu , Ju Ming , Max D. Gunzburger

The incompressible Navier-Stokes equations are solved in a channel, using a Discontinuous Galerkin method over staggered grids. The resulting linear systems are studied both in terms of the structure and in terms of the spectral features of…

The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…

最优化与控制 · 数学 2025-05-21 Shaohui Yang , Toshiyuki Ohtsuka , Brian Plancher , Colin N. Jones

In this work, solvers and preconditioners based on Gauss-Seidel and Jacobi algorithms are explored for stochastic Galerkin discretization of partial differential equations (PDEs) with random input data. Gauss-Seidel and Jacobi algorithms…

数值分析 · 数学 2019-04-16 Ramakrishna Tipireddy , Eric T. Phipps , Roger G. Ghanem

It is tested whether machine learning methods can be used for preconditioning to increase the performance of the linear solver -- the backbone of the semi-implicit, grid-point model approach for weather and climate models. Embedding the…

大气与海洋物理 · 物理学 2020-10-07 Jan Ackmann , Peter D. Düben , Tim N. Palmer , Piotr K. Smolarkiewicz

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

机器学习 · 计算机科学 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch

We study linear systems of equations arising from a stochastic Galerkin finite element discretization of saddle point problems with random data and its iterative solution. We consider the Stokes flow model with random viscosity described by…

数值分析 · 数学 2018-11-16 Christopher Müller , Sebastian Ullmann , Jens Lang

Layer-wise preconditioning methods are a family of memory-efficient optimization algorithms that introduce preconditioners per axis of each layer's weight tensors. These methods have seen a recent resurgence, demonstrating impressive…

机器学习 · 计算机科学 2025-02-05 Thomas T. Zhang , Behrad Moniri , Ansh Nagwekar , Faraz Rahman , Anton Xue , Hamed Hassani , Nikolai Matni

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

机器学习 · 统计学 2017-02-23 Xi-Lin Li

Vertex-patch smoothers offer an effective strategy for achieving robust geometric multigrid convergence for the Stokes equations, particularly in the context of high-order finite elements. However, their practical efficiency is often…

数值分析 · 数学 2026-01-21 Michał Wichrowski

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

数值分析 · 数学 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

We present a block lower triangular (BLT) preconditioner to accelerate the convergence of nthe Krylov subspace iterative methods, such as generalized minimal residual (GMRES), for solving a broad class of complex symmetric system of linear…

数值分析 · 数学 2016-11-14 Davod Khojasteh Salkuyeh , Tahereh Salimi Siahkalaei

Algorithms for data assimilation try to predict the most likely state of a dynamical system by combining information from observations and prior models. Variational approaches, such as the weak-constraint four-dimensional variational data…

数值分析 · 数学 2023-04-05 Davide Palitta , Jemima M. Tabeart

The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…

数值分析 · 数学 2022-01-31 Boris Bonev , Jan S. Hesthaven