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The first order condition of the constrained minimization problem leads to a saddle point problem. A multigrid method using a multiplicative Schwarz smoother for saddle point problems can thus be interpreted as a successive subspace…

Numerical Analysis · Mathematics 2016-01-19 Long Chen

Application of multigrid solvers in shifted linear systems is studied. We focus on accelerating the rational approximation needed for simulating single flavor operators. This is particularly useful, in the case of twisted mass fermions for…

High Energy Physics - Lattice · Physics 2019-02-20 Constantia Alexandrou , Simone Bacchio , Jacob Finkenrath

In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…

Computational Finance · Quantitative Finance 2023-09-12 Chinonso Nwankwo , Weizhong Dai , Tony Ware

We consider the linear system Ax=b arising from one-dimensional Poisson's equation with Dirichlet boundary conditions, where A is the square matrix with the stencil form [-1 2 -1]. Here we show that a pairwise aggregation-based algebraic…

Numerical Analysis · Mathematics 2013-03-21 Daeshik Choi

Numerical solution of discrete PDEs corresponding to saddle point problems is highly relevant to physical systems such as Stokes flow. However, scaling up numerical solvers for such systems is often met with challenges in efficiency and…

Numerical Analysis · Mathematics 2024-08-23 Yutian Tao , Eftychios Sifakis

The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving…

Numerical Analysis · Mathematics 2019-06-27 Wei Guo

A polynomial transformation for non-Hermitian matrices is presented, which provides access to wedge-shaped spectral windows. For Wilson-Dirac type matrices this procedure not only allows the determination of the physically interesting…

High Energy Physics - Lattice · Physics 2015-06-25 H. Neff

Multigrid solvers face multiple challenges on parallel computers. Two fundamental ones read as follows: Multiplicative solvers issue coarse grid solves which exhibit low concurrency and many multigrid implementations suffer from an…

Numerical Analysis · Mathematics 2020-07-02 Charles D. Murray , Tobias Weinzierl

High-dimensional interpolation problems appear in various applications of uncertainty quantification, stochastic optimization and machine learning. Such problems are computationally expensive and request the use of adaptive grid generation…

Numerical Analysis · Mathematics 2025-05-26 Hendrik Wilka , Jens Lang

This paper deals with time-optimal control of nonlinear continuous-time systems based on direct collocation. The underlying discretization grid is variable in time, as the time intervals are subject to optimization. This technique differs…

Systems and Control · Electrical Eng. & Systems 2020-05-26 Christoph Rösmann , Artemi Makarow , Torsten Bertram

In this paper we consider distributed adaptive stabilization for uncertain multivariable linear systems with a time-varying diagonal matrix gain. We show that uncertain multivariable linear systems are stabilizable by diagonal matrix high…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Zhiyong Sun , Anders Rantzer , Zhongkui Li , Anders Robertsson

During the last decade, Neural Networks (NNs) have proved to be extremely effective tools in many fields of engineering, including autonomous vehicles, medical diagnosis and search engines, and even in art creation. Indeed, NNs often…

Machine Learning · Computer Science 2022-07-26 Dmitry Kuznichov

For over three decades, Dynare has been a cornerstone of dynamic stochastic modeling in economics, relying primarily on perturbation-based local solution methods. However, these techniques often falter in high-dimensional, non-linear models…

General Economics · Economics 2025-03-17 Aryan Eftekhari , Michel Juillard , Normann Rion , Simon Scheidegger

This paper introduces weighted finite difference methods for numerically solving dispersive evolution equations with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled cubic nonlinear…

Numerical Analysis · Mathematics 2025-08-22 Yanyan Shi , Christian Lubich

At physical light quark masses, efficient linear solvers are crucial for carrying out the millions of inversions of the Dirac matrix required for obtaining high statistics in quark correlation functions. Adaptive algebraic multi-grid…

High Energy Physics - Lattice · Physics 2022-01-12 Shuhei Yamamoto , Simone Bacchio , Jacob Finkenrath

We present a non-staggered method for the Maxwell equations in adaptively refined grids. The code is based on finite volume central scheme that preserves in a discrete form both divergence-free property of magnetic field and the Gauss law.…

Computational Physics · Physics 2015-11-17 Nina Elkina , Hartmut Ruhl

We show that it is possible to improve the chiral behaviour and the approach to the continuum limit of correlation functions in lattice QCD with Wilson fermions by taking arithmetic averages of correlators computed in theories regularized…

High Energy Physics - Lattice · Physics 2009-11-10 R. Frezzotti , G. C. Rossi

Solving partial differential equations is crucial to analysing and predicting complex, large-scale physical systems but pushes conventional high-performance computers to their limits. Application specific photonic processors are an exciting…

Computational Physics · Physics 2025-11-04 Timoteo Lee , Frank Brückerhoff-Plückelmann , Jelle Dijkstra , Jan M. Pawlowski , Wolfram Pernice

For an asymptotically free theory, a promising strategy for eliminating Critical Slowing Down (CSD) is na\"ive Fourier acceleration. This requires the introduction of gauge-fixing into the action, in order to isolate the asymptotically…

High Energy Physics - Lattice · Physics 2025-03-27 Ahmed Sheta , Yidi Zhao , Norman H. Christ

A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Giacomo Rosilho de Souza