A block Arnoldi-Chebyshev method for computing the leading eigenpairs of large sparse unsymmetric matrices.
A brief review of some application driven fast algorithms for elliptic partial differential equations
Some application driven fast algorithms developed by the author and his collaborators for elliptic partial differential equations are briefly reviewed here. Subsequent use of the ideas behind development of these algorithms for further development of other algorithms some of which are currently in progress is briefly mentioned. Serial and parallel implementation of these algorithms and their applications to some pure and applied problems are also briefly reviewed.
A center of a polytope: An expository review and a parallel implementation.
A comparison of three high-precision quadrature schemes.
A Computer Algebra Application to Determination of Lie Symmetries of Partial Differential Equations
The paper has been presented at the 12th International Conference on Applications of Computer Algebra, Varna, Bulgaria, June, 2006A MATHEMATICA package for finding Lie symmetries of partial differential equations is presented. The package is designed to create and solve the associated determining system of equations, the full set of solutions of which generates the widest permissible local Lie group of point symmetry transformations. Examples illustrating the functionality of the package's tools...
A convergent adaptive finite element method with optimal complexity.
A Decomposition-Dualization Approach for Solving Constraint Convex Minimization Problems with Applications to Discretized Obstacle Problems.
A Divide and Conquer Method for Unitary and Orthogonal Eigenproblems.
A Domain Decomposition Algorithm for Contact Problems: Analysis and Implementation
The paper deals with an iterative method for numerical solving frictionless contact problems for two elastic bodies. Each iterative step consists of a Dirichlet problem for the one body, a contact problem for the other one and two Neumann problems to coordinate contact stresses. Convergence is proved by the Banach fixed point theorem in both continuous and discrete case. Numerical experiments indicate scalability of the algorithm for some choices of the relaxation parameter.
A fast algorithm for blind channel identification.
A Fast Iterative Method for Solving Stationary Heat Conduction Problems on Regions Partitioned into Rectangles.
A fast numerical test of multivariate polynomial positiveness with applications
The paper presents a simple method to check a positiveness of symmetric multivariate polynomials on the unit multi-circle. The method is based on the sampling polynomials using the fast Fourier transform. The algorithm is described and its possible applications are proposed. One of the aims of the paper is to show that presented algorithm is significantly faster than commonly used method based on the semi-definite programming expression.
A fast solver for the first biharmonic boundary value problem.
A fully parallel method for tridiagonal eigenvalue problem.
A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
A non-interior point algorithm based on projection for second-order cone programming problems is proposed and analyzed. The main idea of the algorithm is that we cast the complementary equation in the primal-dual optimality conditions as a projection equation. By using this reformulation, we only need to solve a system of linear equations with the same coefficient matrix and compute two simple projections at each iteration, without performing any line search. This algorithm can start from an arbitrary...
A mathematical and computational framework for reliable real-time solution of parametrized partial differential equations
We present in this article two components: these components can in fact serve various goals independently, though we consider them here as an ensemble. The first component is a technique for the rapid and reliable evaluation prediction of linear functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential features are (i) (provably) rapidly convergent global reduced–basis approximations — Galerkin projection onto a space spanned...
A Mathematical and Computational Framework for Reliable Real-Time Solution of Parametrized Partial Differential Equations
We present in this article two components: these components can in fact serve various goals independently, though we consider them here as an ensemble. The first component is a technique for the rapid and reliable evaluation prediction of linear functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential features are (i) (provably) rapidly convergent global reduced–basis approximations — Galerkin projection onto a space WN spanned...
A modified limited-memory BNS method for unconstrained minimization derived from the conjugate directions idea
A modification of the limited-memory variable metric BNS method for large scale unconstrained optimization of the differentiable function is considered, which consists in corrections (based on the idea of conjugate directions) of difference vectors for better satisfaction of the previous quasi-Newton conditions. In comparison with [11], more previous iterations can be utilized here. For quadratic objective functions, the improvement of convergence is the best one in some sense, all stored corrected...
A multigrid algorithm for higher order finite elements on sparse grids.
A nested decomposition algorithm for parallel computations of very large sparse systems.