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MPI Magdeburg > Computational Methods in Systems and Control Theory > Projekte > Effiziente Lösung und Vorkonditionierung linearer Systeme

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Efficient Solution and Preconditioning of linear systems


  • Martin Stoll
    Max-Planck-Institut für Dynamik komplexer technischer Systeme Magdeburg,
    Computational Methods in Systems and Control Theory,
    Tel: +49 (0)391-6110-805

Projekt Beschreibung

Roadmap The complexity of differential equation models describing real-world problems and their discretization makes the computation of the approximate solution a challenging task. For the solution of the PDE problem often referred to as the forward problem many iterative algorithms and preconditioning strategies have been proposed. As more often these problems become only the constraints in an optimization problem the preconditioning strategies have to be adjusted to deal with the higher complexity and different mathematical properties. We therefore study in addition to general linear system saddle point systems (often referred to as KKT systems as the correspond to the first order optimality conditions). The efficient solution of many linear systems is also essential for parameter-dependent problems that appear in the context of the reduced basis method. There a reduced model is build up using the solution of a linear system for certain values of the parameter.

Dauer und Finanzierung

  • since October 2010: MPI Magdeburg
  • September-October 2012: ESF OPTPDE

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