相关论文: Newton-Krylov solvers for time-steppers

In this paper, we introduce a unified framework for nonlinear Krylov subspace methods (nlKrylov) to solve systems of nonlinear equations. Building on classical GCR-like/type linear Krylov solvers such as GMRESR, we generalize these…

Communication-avoiding and pipelined variants of Krylov solvers are critical for the scalability of linear system solvers on future exascale architectures. We present low synchronization variants of iterated classical (CGS) and modified…

Recently, a flexible and stable algorithm was introduced for the computation of 2D unstable manifolds of periodic solutions to systems of ordinary differential equations. The main idea of this approach is to represent orbits in this…

An implementation of GMRES with multiple preconditioners (MPGMRES) is proposed for solving shifted linear systems with shift-and-invert preconditioners. With this type of preconditioner, the Krylov subspace can be built without requiring…

Generative moment matching networks (GMMNs) are introduced as dependence models for the joint innovation distribution of multivariate time series (MTS). Following the popular copula-GARCH approach for modeling dependent MTS data, a…

Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…

In this paper, a time-periodic MGRIT algorithm is proposed as a means to reduce the time-to-solution of numerical algorithms by exploiting the time periodicity inherent to many applications in science and engineering. The time-periodic…

This paper presents novel methodologies for the numerical simulation of scattering of elastic waves by both closed and open surfaces in three-dimensional space. The proposed approach utilizes new integral formulations as well as an…

A general asynchronous alternating iterative model is designed, for which convergence is theoretically ensured both under classical spectral radius bound and, then, for a classical class of matrix splittings for $\mathsf H$-matrices. The…

Modern N-body techniques for planetary dynamics are generally based on symplectic algorithms specially adapted to the Kepler problem. These methods have proven very useful in studying planet formation, but typically require the timestep for…

We present variants of the Conjugate Gradient (CG), Conjugate Residual (CR), and Generalized Minimal Residual (GMRES) methods which are both pipelined and flexible. These allow computation of inner products and norms to be overlapped with…

Linear matrix equations, such as the Sylvester and Lyapunov equations, play an important role in various applications, including the stability analysis and dimensionality reduction of linear dynamical control systems and the solution of…

Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…

In this work, we develop an alternating nonlinear Generalized Minimum Residual (NGMRES) algorithm with depth $m$ and periodicity $p$, denoted by aNGMRES($m, p$), applied to linear systems. We provide a theoretical analysis to quantify by…

Some iterative calculations can be carried out by parallel communicating processors, and yield the same results whether or not the processors are synchronized. We show that this is the case if and only if the iteration is a contraction that…

Computational complexity has been a major challenge in game-theoretic model predictive control (GT-MPC), as real-time solutions to a game (e.g., Nash equilibria (NEs)) have to be computed at each sampling instant of an MPC. This challenge…

We consider the problem of tracking one solution path defined by a polynomial homotopy on a parallel shared memory computer. Our robust path tracker applies Newton's method on power series to locate the closest singular parameter value. On…

This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for…

Iterative algorithms are instrumental in modern numerical simulation for solving systems arising from the discretization of PDEs. They face however significant challenges in industrial applications, such as slow convergence, limit cycle…

Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…