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Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty…

数值分析 · 数学 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner , Hans De Sterck

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

机器学习 · 计算机科学 2024-12-11 Rui Li , Song Wang , Chen Wang

The Serre-Green-Naghdi (SGN) equations provide a valuable framework for modelling fully nonlinear and weakly dispersive shallow-water flows. However, their elliptic formulation can considerably increase the computational cost compared to…

数值分析 · 数学 2025-11-19 Emanuele Macca , Walter Boscheri , Mario Ricchiuto

The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…

数值分析 · 数学 2025-01-29 Iain Smears

For time integration of transient eddy current problems commonly implicit time integration methods are used, where in every time step one or several nonlinear systems of equations have to be linearized with the Newton-Raphson method due to…

计算工程、金融与科学 · 计算机科学 2017-09-26 Jennifer Dutiné , Markus Clemens , Sebastian Schöps , Georg Wimmer

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

数值分析 · 数学 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner

We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…

最优化与控制 · 数学 2024-10-22 Tucker Hartland , Cosmin G. Petra , Noemi Petra , Jingyi Wang

We consider iterative methods for solving the linearised Navier-Stokes equations arising from two-phase flow problems and the efficient preconditioning of such systems when using mixed finite element methods. Our target application is…

数值分析 · 数学 2020-05-18 Niall Bootland , Alistair Bentley , Christopher Kees , Andrew Wathen

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

The novel contribution of this paper relies in the proposal of a fully implicit numerical method designed for nonlinear degenerate parabolic equations, in its convergence/stability analysis, and in the study of the related computational…

数值分析 · 数学 2010-01-20 Matteo Semplice , Marco Donatelli , Stefano Serra-Capizzano

A structured preconditioned conjugate gradient (PCG) solver is developed for the Newton steps in second-order methods for a class of constrained network optimal control problems. Of specific interest are problems with discrete-time dynamics…

系统与控制 · 电气工程与系统科学 2020-10-13 Armaghan Zafar , Michael Cantoni , Farhad Farokhi

We analyze the conjugate gradient (CG) method with variable preconditioning for solving a linear system with a real symmetric positive definite (SPD) matrix of coefficients $A$. We assume that the preconditioner is SPD on each step, and…

数值分析 · 数学 2007-12-24 Andrew V. Knyazev , Ilya Lashuk

Despite hundreds of papers on preconditioned linear systems of equations, there remains a significant lack of comprehensive performance benchmarks comparing various preconditioners for solving symmetric positive definite (SPD) systems. In…

数值分析 · 数学 2025-05-28 Marc A. Tunnell , David F. Gleich

Implicit solvers present strong limitations when used on supercomputing facilities and in particular for adaptive mesh-refinement codes. We present a new method for implicit adaptive time-stepping on adaptive mesh refinement-grids. We…

天体物理仪器与方法 · 物理学 2014-03-05 Benoit Commercon , Vincent Debout , Romain Teyssier

This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…

数值分析 · 数学 2014-05-14 Kolja Brix , Martin Campos Pinto , Claudio Canuto , Wolfgang Dahmen

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

数值分析 · 数学 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

In this paper, we present a structured solver based on the preconditioned conjugate gradient method (PCGM) for solving the linear quadratic (LQ) optimal control problem for $K \times N$ sub-systems connected in a two-dimensional (2D) grid…

最优化与控制 · 数学 2023-04-18 Armaghan Zafar , Ian R. Manchester

In this paper, we develop new techniques for solving the large, coupled linear systems that arise from fully implicit Runge-Kutta methods. This method makes use of the iterative preconditioned GMRES algorithm for solving the linear systems,…

数值分析 · 数学 2017-03-08 Will Pazner , Per-Olof Persson

Within the framework of $ p $-adaptive flux reconstruction, we aim to construct efficient polynomial multigrid ($p$MG) preconditioners for implicit time integration of the Navier--Stokes equations using Jacobian-free Newton--Krylov (JFNK)…

数值分析 · 数学 2022-02-22 Lai Wang , Will Trojak , Freddie Witherden , Antony Jameson

Solving optimization problems with transient PDE-constraints is computationally costly due to the number of nonlinear iterations and the cost of solving large-scale KKT matrices. These matrices scale with the size of the spatial…

数值分析 · 数学 2023-05-09 Eric C. Cyr
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