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Compatible finite element discretisations for the atmospheric equations of motion have recently attracted considerable interest. Semi-implicit timestepping methods require the repeated solution of a large saddle-point system of linear…

We consider the solution of saddle-point systems with a tree-based block structure, introducing a parallelizable direct method for their solution. As our key contribution, we then propose several structure-exploiting preconditioners to be…

In this paper, we propose a robust solver for the finite element discrete problem of the stationary incompressible magnetohydrodynamic (MHD) equations in three dimensions. By the mixed finite element method, both the velocity and the…

数值分析 · 数学 2017-10-23 Lingxiao Li , Weiying Zheng

In this contribution, we study the numerical behavior of the Generalized Minimal Residual (GMRES) method for solving singular linear systems. It is known that GMRES determines a least squares solution without breakdown if the coefficient…

数值分析 · 数学 2021-06-23 Keiichi Morikuni , Miroslav Rozložník

We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

统计方法学 · 统计学 2025-08-13 Daeyoung Ham , Bradley S. Price , Adam J. Rothman

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

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

数值分析 · 数学 2018-09-19 Navneet Pratap Singh , Kapil Ahuja

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

A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…

计算物理 · 物理学 2022-01-26 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…

数值分析 · 数学 2017-08-08 Robert O'Connor

We consider one-level additive Schwarz domain decomposition preconditioners for the Helmholtz equation with variable coefficients (modelling wave propagation in heterogeneous media), subject to boundary conditions that include wave…

数值分析 · 数学 2020-10-06 Shihua Gong , Ivan G. Graham , Euan A. Spence

{In [X. L. Lin, M. K. Ng, and Y. Zhi. {\it J. Comput. Phys.}, 434 (2021), pp. 110221] and [Y. L. Zhao, J. Wu, X. M. Gu, and H. Li. {\it Comput. Math. Appl.}, 148(2023), pp. 200--210]}, two-sided preconditioning techniques are proposed for…

数值分析 · 数学 2024-04-23 Xuelei Lin , Jiamei Dong , Sean Hon

Solving multiple parametrised related systems is an essential component of many numerical tasks, and learning from the already solved systems will make this process faster. In this work, we propose a novel probabilistic linear solver over…

机器学习 · 统计学 2025-08-21 Disha Hegde , Jon Cockayne

The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…

最优化与控制 · 数学 2024-10-25 Paul Häusner , Ozan Öktem , Jens Sjölund

Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…

数值分析 · 数学 2014-07-22 Paul G. Constantine , David F. Gleich , Gianluca Iaccarino

We consider locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of parabolic initial-boundary value problems with variable, possibly discontinuous in space…

数值分析 · 数学 2020-03-23 Ulrich Langer , Andreas Schafelner

We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…

数值分析 · 数学 2018-05-08 Daria A. Sushnikova , Ivan V. Oseledets

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

统计计算 · 统计学 2026-05-29 Samanyu Arora , Christopher J. Geoga

Phase-field fracture models lead to variational problems that can be written as a coupled variational equality and inequality system. Numerically, such problems can be treated with Galerkin finite elements and primal-dual active set…

数值分析 · 数学 2020-05-04 Daniel Jodlbauer , Ulrich Langer , Thomas Wick

Trimming is a ubiquitous operation in computer-aided-design whereby parts of a geometry are merged, intersected, or simply discarded. While it grants virtually unlimited flexibility in geometric design, it introduces a plethora of other…

数值分析 · 数学 2026-04-15 Yannis Voet , Matthias Möller , Pablo Antolin , Cornelis Vuik