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In this paper, we study the development of efficient multiscale methods for flows in heterogeneous media. Our approach uses the Generalized Multiscale Finite Element (GMsFEM) framework. The main idea of GMsFEM is to approximate the solution…

Numerical Analysis · Mathematics 2014-09-26 Victor M. Calo , Y. Efendiev , Juan Galvis , Guanglian Li

Multilevel quadrature methods for parametric operator equations such as the multilevel (quasi-) Monte Carlo method are closely related to the sparse tensor product approximation between the spatial variable and the parameter. In this…

Numerical Analysis · Mathematics 2019-01-01 Michael Griebel , Helmut Harbrecht , Michael D. Multerer

In this paper, we consider the numerical solution of some nonlinear poroelasticity problems that are of Biot type and develop a general algorithm for solving nonlinear coupled systems. We discuss the difficulties associated with flow and…

Numerical Analysis · Mathematics 2015-08-11 Donald L. Brown , Maria Vasilyeva

We present a different view on stochastic optimization, which goes back to the splitting schemes for approximate solutions of ODE. In this work, we provide a connection between stochastic gradient descent approach and first-order splitting…

Machine Learning · Statistics 2020-04-21 Daniil Merkulov , Ivan Oseledets

This paper introduces a novel geometric multigrid solver for unstructured curved surfaces. Multigrid methods are highly efficient iterative methods for solving systems of linear equations. Despite the success in solving problems defined on…

Graphics · Computer Science 2021-05-05 Hsueh-Ti Derek Liu , Jiayi Eris Zhang , Mirela Ben-Chen , Alec Jacobson

To numerically solve a generic elliptic equation on two-dimensional domains with rectangular Cartesian grids, we propose a cut-cell geometric multigrid method that features (1) general algorithmic steps that apply to two-dimensional…

Numerical Analysis · Mathematics 2026-01-19 Jiyu Liu , Zhixuan Li , Jiatu Yan , Zhiqi Li , Qinghai Zhang

Moving horizon estimation (MHE) is a widely studied state estimation approach in several practical applications. In the MHE problem, the state estimates are obtained via the solution of an approximated nonlinear optimization problem.…

Optimization and Control · Mathematics 2023-06-26 Tianchen Liu , Kushal Chakrabarti , Nikhil Chopra

We construct and analyze a multiscale finite element method for an elliptic distributed optimal control problem with pointwise control constraints, where the state equation has rough coefficients. We show that the performance of the…

Numerical Analysis · Mathematics 2023-09-29 Susanne C. Brenner , Jose C. Garay , Li-yeng Sung

This paper proposes a mode multigrid (MMG) method, and applies it to accelerate the convergence of the steady state flow on unstructured grids. The dynamic mode decomposition (DMD) technique is used to analyze the convergence process of…

Computational Physics · Physics 2018-02-27 Yilang Liu , Weiwei Zhang , Jiaqing Kou

The multigrid algorithm is a multilevel approach to accelerate the numerical solution of discretized differential equations in physical problems involving long-range interactions. Multiresolution analysis of wavelet theory provides an…

Computational Physics · Physics 2007-05-23 D. Yesilleten , T. A. Arias

A general real-space multigrid algorithm for the self-consistent solution of the Kohn-Sham equations appearing in the state-of-the-art electronic-structure calculations is described. The most important part of the method is the multigrid…

Materials Science · Physics 2007-05-23 M. Heiskanen , T. Torsti , M. J. Puska , R. M. Nieminen

We present and analyze a multiscale method for wave propagation problems, posed on spatial networks. By introducing a coarse scale, using a finite element space interpolated onto the network, we construct a discrete multiscale space using…

Numerical Analysis · Mathematics 2023-04-12 Morgan Görtz , Per Ljung , Axel Målqvist

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

In this work, we propose an efficient adaptive multilevel preconditioned Jacobi-Davidson (PJD) method for eigenvalue problems with singularity. Our multilevel method utilizes a local smoothing strategy to solve the preconditioned…

Numerical Analysis · Mathematics 2026-05-14 Jianing Guo , Qigang Liang , Xuejun Xu

We combine the multigrid (MG) method with state-of-the-art concepts from the variational formulation of the numerical renormalization group. The resulting MG renormalization (MGR) method is a natural generalization of the MG method for…

Computational Physics · Physics 2018-07-17 Michael Lubasch , Pierre Moinier , Dieter Jaksch

This study proposes a class of augmented subspace schemes for the weak Galerkin (WG) finite element method used to solve eigenvalue problems. The augmented subspace is built with the conforming linear finite element space defined on the…

Numerical Analysis · Mathematics 2024-01-09 Yue Feng , Zhijin Guan , Hehu Xie , Chenguang Zhou

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

Consider solving large sparse range symmetric singular linear systems $ A {\bf x}= {\bf b} $ which arise, for instance, in the discretization of convection diffusion equations with periodic boundary conditions, and partial differential…

Numerical Analysis · Mathematics 2022-11-02 Kota Sugihara , Ken Hayami , Liao Zeyu

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

Optimization and Control · Mathematics 2019-02-19 Daniela di Serafino , Gerardo Toraldo , Marco Viola , Jesse Barlow

We propose and investigate a novel solution strategy to efficiently and accurately compute approximate solutions to semilinear optimal control problems, focusing on the optimal control of phase field formulations of geometric evolution…

Optimization and Control · Mathematics 2017-02-01 F. Yang , C. Venkataraman , V. Styles , A. Madzvamuse
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