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Multigrid methods are well suited to large massively parallel computer architectures because they are mathematically optimal and display excellent parallelization properties. Since current architecture trends are favoring regular compute…

Numerical Analysis · Mathematics 2022-05-31 Victor A. Paludetto Magri , Robert D. Falgout , Ulrike M. Yang

As CPU clock speeds have stagnated, and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes are a…

Numerical Analysis · Mathematics 2022-01-26 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski

The Nonlinear GMRES (NGMRES) proposed by Washio and Oosterlee [Electron. Trans. Numer. Anal, 6(271-290), 1997] is an acceleration method for fixed point iterations. It has been demonstrated to be effective, but its convergence properties…

Numerical Analysis · Mathematics 2026-02-11 Chen Greif , Yunhui He

In this paper, two efficient iterative algorithms based on the simpler GMRES method are proposed for solving shifted linear systems. To make full use of the shifted structure, the proposed algorithms utilizing the deflated restarting…

Numerical Analysis · Mathematics 2021-07-26 Hong-Xiu Zhong , Xian-Ming Gu

In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…

Numerical Analysis · Mathematics 2025-05-26 Jun Li , Lingsheng Meng

We design and implement a parallel algebraic multigrid method for isotropic graph Laplacian problems on multicore Graphical Processing Units (GPUs). The proposed AMG method is based on the aggregation framework. The setup phase of the…

Numerical Analysis · Mathematics 2013-02-12 James Brannick , Yao Chen , Xiaozhe Hu , Ludmil Zikatanov

We design and investigate efficient multigrid solvers for multiphase Stokes problems discretised via mixed-degree local discontinuous Galerkin methods. Using the template of a standard multigrid V-cycle, we develop a smoother analogous to…

Numerical Analysis · Mathematics 2025-11-26 Robert I. Saye

Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…

Numerical Analysis · Mathematics 2018-09-05 Aditi Ghai , Cao Lu , Xiangmin Jiao

The preparation of the stationary distribution of irreducible, time-reversible Markov chains is a fundamental building block in many heuristic approaches to algorithmically hard problems. It has been conjectured that quantum analogs of…

Quantum Physics · Physics 2015-02-20 Vedran Dunjko , Hans J. Briegel

We introduce a geometric multigrid method for solving linear systems arising from variational problems on surfaces in geometry processing, Gravo MG. Our scheme uses point clouds as a reduced representation of the levels of the multigrid…

Computational Geometry · Computer Science 2023-07-12 Ruben Wiersma , Ahmad Nasikun , Elmar Eisemann , Klaus Hildebrandt

We investigate the performance of algebraic multigrid methods for the solution of the linear system of equations arising from a Virtual Element discretization. We provide numerical experiments on very general polygonal meshes for a model…

Numerical Analysis · Mathematics 2018-12-06 Daniele Prada , Micol Pennacchio

We investigate a novel monolithic algebraic multigrid (AMG) preconditioner for the Taylor-Hood ($\pmb{\mathbb{P}}_2/\mathbb{P}_1$) and Scott-Vogelius ($\pmb{\mathbb{P}}_2/\mathbb{P}_1^{disc}$) discretizations of the Stokes equations. The…

Numerical Analysis · Mathematics 2024-09-04 Alexey Voronin , Scott MacLachlan , Luke N. Olson , Raymond Tuminaro

This article introduces a new Neural Network stochastic model to generate a 1-dimensional stochastic field with turbulent velocity statistics. Both the model architecture and training procedure ground on the Kolmogorov and Obukhov…

Machine Learning · Computer Science 2024-05-16 Carlos Granero-Belinchon , Manuel Cabeza Gallucci

This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions…

Numerical Analysis · Mathematics 2022-01-19 Steven Roberts , John Loffeld , Arash Sarshar , Carol S. Woodward , Adrian Sandu

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

Numerical Analysis · Mathematics 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

A self-learning algebraic multigrid method for dominant and minimal singular triplets and eigenpairs is described. The method consists of two multilevel phases. In the first, multiplicative phase (setup phase), tentative singular triplets…

Numerical Analysis · Mathematics 2011-02-07 Hans De Sterck

We propose a sparse interpolation construction and a practical coarsening algorithm for the algebraic multigrid (AMG) method, tailored towards H(curl). Building on the generalized AMG framework, we introduce an interior/exterior splitting…

Numerical Analysis · Mathematics 2026-03-02 Taoli Shen , James Brannick , Robert Falgout , Karsten Kahl , Jacob Schroder

Laplacian matrices of graphs arise in large-scale computational applications such as semi-supervised machine learning; spectral clustering of images, genetic data and web pages; transportation network flows; electrical resistor circuits;…

Numerical Analysis · Mathematics 2012-06-11 Oren E. Livne , Achi Brandt

We perform Markov chain Monte Carlo simulations for a Bayesian inference of the GJR-GARCH model which is one of asymmetric GARCH models. The adaptive construction scheme is used for the construction of the proposal density in the…

Computational Finance · Quantitative Finance 2010-12-30 Tetsuya Takaishi
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