We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with a relatively small number of negative eigenvalues. The proposed scheme consists of an outer minimum residual (MINRES) iteration, preconditioned by an inner conjugate gradient (CG) iteration in which CG can be further preconditioned. The robustness of the proposed scheme is illustrated by solving indefinite linear systems that arise in the solution of quadratic eigenvalue problems in the context of model reduction methods for finite element models of disk brakes as well as on other problems that arise in a variety of applications.


A model for the computation of quantum billiards with arbitrary shapes
Erhan, Inci M.; Taşeli, Hasan (Elsevier BV, 2006-10-01)
An expansion method for the stationary Schrodinger equation of a three-dimensional quantum billiard system whose boundary is defined by an arbitrary analytic function is introduced. The method is based on a coordinate transformation and an expansion in spherical harmonics. The effectiveness is verified and confirmed by a numerical example, which is a billiard system depending on a parameter.
A formula for the joint local spectral radius
Emel'yanov, EY; Ercan, Z (American Mathematical Society (AMS), 2004-01-01)
We give a formula for the joint local spectral radius of a bounded subset of bounded linear operators on a Banach space X in terms of the dual of X.
Dynamic programming for a Markov-switching jump-diffusion
Azevedo, N.; Pinheiro, D.; Weber, Gerhard Wilhelm (Elsevier BV, 2014-09-01)
We consider an optimal control problem with a deterministic finite horizon and state variable dynamics given by a Markov-switching jump-diffusion stochastic differential equation. Our main results extend the dynamic programming technique to this larger family of stochastic optimal control problems. More specifically, we provide a detailed proof of Bellman's optimality principle (or dynamic programming principle) and obtain the corresponding Hamilton-Jacobi-Belman equation, which turns out to be a partial in...
A DRBEM approximation of the Steklov eigenvalue problem
Türk, Önder (Elsevier BV, 2021-01-01)
In this study, we propose a novel approach based on the dual reciprocity boundary element method (DRBEM) to approximate the solutions of various Steklov eigenvalue problems. The method consists in weighting the governing differential equation with the fundamental solutions of the Laplace equation where the definition of interior nodes is not necessary for the solution on the boundary. DRBEM constitutes a promising tool to characterize such problems due to the fact that the boundary conditions on part or all...
Fundamental solution for coupled magnetohydrodynamic flow equations
Bozkaya, Canan; Tezer, Münevver (Elsevier BV, 2007-06-01)
In this paper, a fundamental solution for the coupled convection-diffusion type equations is derived. The boundary element method (BEM) application then, is established with this fundamental solution, for solving the coupled equations of steady magnetohydrodynamic (MHD) duct flow in the presence of an external oblique magnetic field. Thus, it is possible to solve MHD duct flow problems with the most general form of wall conductivities and for large values of Hartmann number. The results for velocity and ind...
Citation Formats
M. Manguoğlu, “A ROBUST ITERATIVE SCHEME FOR SYMMETRIC INDEFINITE SYSTEMS,” SIAM JOURNAL ON SCIENTIFIC COMPUTING, pp. 0–0, 2019, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/42790.