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Efforts to achieve better accuracy in numerical relativity have so far focused either on implementing second order accurate adaptive mesh refinement or on defining higher order accurate differences and update schemes. Here, we argue for the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Luis Lehner , Steven L. Liebling , Oscar Reula

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

A space-time adaptive scheme is presented for solving advection equations in two space dimensions. The gradient-augmented level set method using a semi-Lagrangian formulation with backward time integration is coupled with a point value…

Computational Physics · Physics 2015-04-20 Dmitry Kolomenskiy , Jean-Christophe Nave , Kai Schneider

We present a new multigrid solver that is suitable for the Dirac operator in the presence of disordered gauge fields. The key behind the success of the algorithm is an adaptive projection onto the coarse grids that preserves the near null…

High Energy Physics - Lattice · Physics 2008-11-26 J. Brannick , R. C. Brower , M. A. Clark , J. C. Osborn , C. Rebbi

A new construction of an absorbing boundary condition for indefinite Helmholtz problems on unbounded domains is presented. This construction is based on a near-best uniform rational interpolant of the inverse square root function on the…

Numerical Analysis · Mathematics 2015-07-23 Vladimir Druskin , Stefan Güttel , Leonid Knizhnerman

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

We design and analyze an iterative two-grid algorithm for the finite element discretizations of strongly nonlinear elliptic boundary value problems in this paper. We propose an iterative two-grid algorithm, in which a nonlinear problem is…

Numerical Analysis · Mathematics 2023-05-04 Jiajun Zhan , Lei Yang , Xiaoqing Xing , Liuqiang Zhong

This work proposes a scheme for significantly reducing the computational complexity of discretized problems involving the non-smooth forward propagation of uncertainty by combining the adaptive hierarchical sparse grid stochastic…

Computational Physics · Physics 2015-09-07 Robert L. Gates , Maximilian R. Bittens

We discuss how multi-grid computing schemes can be used to design hierarchical coordination architectures for energy systems. These hierarchical architectures can be used to manage multiple temporal and spatial scales and mitigate…

Optimization and Control · Mathematics 2020-04-01 Sungho Shin , Victor M. Zavala

We propose a neural network-based approach to calibrating stochastic volatility models, which combines the pioneering grid approach by Horvath et al. (2021) with the pointwise two-stage calibration of Bayer et al. (2018) and Liu et al.…

Pricing of Securities · Quantitative Finance 2024-01-15 Fabio Baschetti , Giacomo Bormetti , Pietro Rossi

Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach…

Solar and Stellar Astrophysics · Physics 2015-06-16 D. R. Reese

A numerical scheme is presented for solving the Helmholtz equation with Dirichlet or Neumann boundary conditions on piecewise smooth open curves, where the curves may have corners and multiple junctions. Existing integral equation methods…

Numerical Analysis · Mathematics 2024-11-11 Johan Helsing , Shidong Jiang

Unfitted finite element methods have emerged as a popular alternative to classical finite element methods for the solution of partial differential equations and allow modeling arbitrary geometries without the need for a boundary-conforming…

Numerical Analysis · Mathematics 2021-03-19 S. Saberi , G. Meschke , A. Vogel

The problem of finding the solution of Partial Differential Equations (PDEs) plays a central role in modeling real world problems. Over the past years, Multigrid solvers have showed their robustness over other techniques, due to its high…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-23 Safaa Kasbah , Issam Damaj , Ramzi Haraty

In this paper two types of multgrid methods, i.e., the Rayleigh quotient iteration and the inverse iteration with fixed shift, are developed for solving the Maxwell eigenvalue problem with discontinuous relative magnetic permeability and…

Numerical Analysis · Mathematics 2017-02-28 Jiayu Han

A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is…

Numerical Analysis · Mathematics 2020-08-19 Fei Xu , Hehu Xie , Ning Zhang

Algebraic multigrid (AMG) methods derive their optimal efficiency from the interplay between a relaxation process and a corresponding coarse grid correction. In many standard formulations, relaxation and coarse-graining are analyzed and…

Numerical Analysis · Mathematics 2026-03-30 Rayan Moussa , Karsten Kahl

Modern control systems must operate in increasingly complex environments subject to safety constraints and input limits, and are often implemented in a hierarchical fashion with different controllers running at multiple time scales. Yet…

Systems and Control · Electrical Eng. & Systems 2022-04-04 Noel Csomay-Shanklin , Andrew J. Taylor , Ugo Rosolia , Aaron D. Ames

The solution of systems of linear(ized) equations lies at the heart of many problems in Scientific Computing. In particular for systems of large dimension, iterative methods are a primary approach. Stationary iterative methods are generally…

Numerical Analysis · Mathematics 2025-04-08 Andy Wathen

We develop multilevel methods for interface-driven multiphysics problems that can be coupled across dimensions and where complexity and strength of the interface coupling deteriorates the performance of standard methods. We focus on solvers…

Numerical Analysis · Mathematics 2023-05-11 Ana Budisa , Xiaozhe Hu , Miroslav Kuchta , Kent-Andre Mardal , Ludmil Tomov Zikatanov
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