In this paper we consider the numerical solution of large-scale projected generalized continuous-time and discrete-time Sylvester equations with low-rank right-hand sides. First, we present the results on the sufficient conditions for the existence, uniqueness, and analytic formula of the solutions of these equations. Second, we review the low-rank alternating direction implicit method and the ...

Two discrete-time orthogonal spline collocation schemes are formulated and analyzed for solving the linear time-dependent Schrr odinger equation in two space variables. These are Crank-Nicolson and alternating direction implicit (ADI) schemes employing C 1 piecewise polynomial spaces of arbitrary degree 3 in each space variable. The stability of the schemes is examined and optimal order a prior...

For large scale problems, an effective approach for solving the algebraic Lyapunov equation consists of projecting the problem onto a significantly smaller space and then solving the reduced order matrix equation. Although Krylov subspaces have been used for long time, only more recent developments have shown that rational Krylov subspaces can be a competitive alternative to the classical and v...

This paper presents an unconditionally stable leapfrog alternating-direction-implicit finite-difference time-domain (ADIFDTD) method for lossy media. Conductivity terms of lossy media are incorporated into the leapfrog ADI-FDTD method in an analogous manner as the conventional explicit FDTD method since the leapfrog ADI-FDTD method is a perturbation of the conventional explicit FDTD method. Imp...

The Alternating Direction Multipliers Method (ADMM) is a very popular and powerful algorithm for the solution of many optimization problems. In recent years it has been widely used ill-posed inverse However, one its drawback possibly high computational cost, since at each iteration, requires large-scale least squares problem. this work we propose computationally attractive implementation ADMM, ...

By J. Douglas, Jr., R. B. Kellogg, and R. S. Varga We consider the iterative solution of the system of linear equations (1 ) (Xi + X-, + • ■ ■ + Xn)z = /, n 2; 2, where each Xj, 1 | j | n, is a Hermitian and positive definite N X N matrix. If n = 2, the iterative methods of Peaceman-Rachford [1, Chapter 7], or D'yakonov [2] and Kellogg [3], may be used to solve (1). In this paper these methods ...

This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD) methods, the alternating direction implicit (ADI)-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. Th...

The modified Szabo wave equation is one of the various models that have been developed to model the power law frequency-dependent attenuation phenomena in lossy media. The purpose of this study is to develop two different efficient numerical methods for the two-dimensional Szabo equation and to compare the relative merits of each method. In both methods we employ the ADI scheme to split directi...