Results 31 to 40 of about 1,481 (288)
A parallelizable preconditioner for the iterative solution of implicit Runge–Kutta-type methods
Journal of Computational and Applied Mathematics, 1999 This article is concerned with the implementation of implicit Runge-Kutta (RK) methods such as those based on Gauss, Radon and Lobatto points applied to (stiff) ordinary differential equations. The use of a preconditioner, whose decomposition cost for parallel implementation is equivalent to the cost for the implicit-Euler method, is proposed.
Jay, Laurent O., Braconnier, Thierry
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Iterative methods for option pricing in Merton's Jump diffusion model [PDF]
, 2022 openThe main purpose of this thesis is to study numerical schemes for the solution of the PDE associated with the Merton jump-diffusion model. The implementation of these schemes will be achieved through the finite differences method, and in particular ...
BALDINA, ANDREA
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Preconditioned Dirichlet-Dirichlet Methods for Optimal Control of Elliptic PDE
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2018 The discretization of optimal control of elliptic partial differential equations problems yields optimality conditions in the form of large sparse linear systems with block structure. Correspondingly, when the solution method is a Dirichlet-Dirichlet non-
Loghin Daniel
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A New Hybrid Preconditioner for the Interior Point Method
Trends in Computational and Applied Mathematics, 2019 This study aims to improve the computation of the search direction in the primal-dual Interior Point Method through preconditioned iterative methods. It is about a hybrid approach that combines the Controlled Cholesky Factorization preconditioner and ...
Manolo Rodriguez Heredia +2 more
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A Survey of Low-Rank Updates of Preconditioners for Sequences of Symmetric Linear Systems
Algorithms, 2020 The aim of this survey is to review some recent developments in devising efficient preconditioners for sequences of symmetric positive definite (SPD) linear systems A k x k = b k , k = 1 , … arising in many scientific applications, such as ...
Luca Bergamaschi
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A course space construction based on local Dirichlet-to-Neumann maps
, 2011 Coarse-grid correction is a key ingredient of scalable domain decomposition methods. In this work we construct coarse-grid space using the low-frequency modes of the subdomain Dirichlet-to-Neumann maps and apply the obtained two-level preconditioners to ...
Dolean Maini, Victorita +8 more
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Krylov Subspace Solvers and Preconditioners
ESAIM: Proceedings and Surveys, 2018 In these lecture notes an introduction to Krylov subspace solvers and preconditioners is presented. After a discretization of partial differential equations large, sparse systems of linear equations have to be solved.
Vuik C.
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A Spectral Preconditioner for the Conjugate Gradient Method with Iteration Budget
CoRRWe study the solution of large symmetric positive-definite linear systems in a matrix-free setting with a limited iteration budget. We focus on the preconditioned conjugate gradient (PCG) method with spectral preconditioning. Spectral preconditioners map a subset of eigenvalues to a positive cluster via a scaling parameter, and leave the remainder of ...
Youssef Diouane +3 more
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Improved New Block Preconditioner for Solving 3 × 3 Block Saddle Point Problems
AxiomsIn order to overcome the computational challenges associated with block preconditioners for Krylov subspace methods, particularly those arising from Schur complement systems, this paper proposes an improved new block (INB) preconditioner for solving 3 ...
Xin-Hui Shao, Xin-Yang Liu
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On a computer implementation of the block Gauss-Seidel method for normal systems of equations
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2016 This article focuses on the modification of the block option Gauss-Seidel method for normal systems of equations, which is a sufficiently effective method of solving generally overdetermined, systems of linear algebraic equations of high dimensionality ...
Alexander I Bogdanova +1 more
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