Fabio Durastante

Pasqua D'Ambra, Fabio Durastante, Salvatore Filippone

Isogeometric analysis (IgA) offers enhanced approximation capabilities for the discretization of elliptic boundary-value problems, yet it results in large, sparse, and increasingly ill-conditioned linear systems due to higher interconnectivity among degrees of freedom. In particular, the discretization with tensor-product B-splines or NURBS of degree $p$ on a mesh with $n$ elements per parametric direction leads to symmetric positive-definite systems of the form $K\mathbf{u} = \mathbf{F}$, where the matrix bandwidth and condition number scale unfavorably with both $p$ and spatial dimension $d$. To address the computational challenges posed by such systems, especially in three-dimensional or high-order scenarios, Krylov subspace methods with specialized preconditioners become essential. This paper investigates the efficacy of algebraic multigrid (AMG) preconditioners tailored for IgA-based discretizations, with a focus on performance in modern high-performance computing (HPC) environments. Leveraging the Parallel Sparse Computation Toolkit (PSCToolkit), we explore distributed-memory and GPU-accelerated strategies for solving large-scale problems. The study assesses algorithmic efficiency and scalability across a range of benchmark tests. The results demonstrate that AMG preconditioners can achieve robust and scalable performance, confirming their potential as practical solvers for large IgA systems in engineering and scientific applications.

Daniele Bertaccini, Marina Popolizio, Fabio Durastante

Some important applicative problems require the evaluation of functions $Ψ$ of large and sparse and/or \emph{localized} matrices $A$. Popular and interesting techniques for computing $Ψ(A)$ and $Ψ(A)\mathbf{v}$, where $\mathbf{v}$ is a vector, are based on partial fraction expansions. However, some of these techniques require solving several linear systems whose matrices differ from $A$ by a complex multiple of the identity matrix $I$ for computing $Ψ(A)\mathbf{v}$ or require inverting sequences of matrices with the same characteristics for computing $Ψ(A)$. Here we study the use and the convergence of a recent technique for generating sequences of incomplete factorizations of matrices in order to face with both these issues. The solution of the sequences of linear systems and approximate matrix inversions above can be computed efficiently provided that $A^{-1}$ shows certain decay properties. These strategies have good parallel potentialities. Our claims are confirmed by numerical tests.

Fabio Durastante, Pierre-Louis Giscard, Stefano Pozza

This article presents a novel solution method for nonautonomous linear ordinary fractional differential equations. The approach is based on reformulating the analytical solution using the $\star$-product, a generalization of the Volterra convolution, followed by an appropriate discretization of the resulting expression. Additionally, we demonstrate that, in certain cases, the $\star$-formalism enables the derivation of closed-form solutions, further highlighting the utility of this framework.

Fabio Durastante, Mariarosa Mazza

We study energy-conserving Hamiltonian Boundary Value Methods (HBVMs) for Hamiltonian systems, which arise in applications where long-term preservation of energy and symplecticity is essential. HBVMs are multi-stage schemes whose stage equations reformulate as matrix equations with a low-rank right-hand side. For linear systems, we exploit this structure directly via Krylov projection solvers. For nonlinear systems, we leverage it within simplified Newton iterations and as a preconditioner in a Newton--Krylov framework, combined with adaptive time-stepping for robust convergence. Numerical experiments on semi-discretized wave equations demonstrate the efficiency and robustness of the proposed approach.

Fabio Durastante, Miryam Gnazzo, Beatrice Meini

We address the algorithmic problem of determining the reversible Markov chain $\tilde X$ that is closest to a given Markov chain $X$, with an identical stationary distribution. More specifically, $\tilde X$ is the reversible Markov chain with the closest transition matrix, in the Frobenius norm, to the transition matrix of $X$. To compute the transition matrix of $\tilde X$, we propose a novel approach based on Riemannian optimization. Our method introduces a modified multinomial manifold endowed with a prescribed stationary vector, while also satisfying the detailed balance conditions, all within the framework of the Fisher metric. We evaluate the performance of the proposed approach in comparison with an existing quadratic programming method and demonstrate its effectiveness through a series of synthetic experiments, as well as in the construction of a reversible Markov chain from transition count data obtained via direct estimation from a stochastic differential equation.