Related papers: An extrapolation cascadic multigrid method combine…
In this paper, we consider a finite difference grid-based semi-Lagrangian approach in solving the Vlasov-Poisson (VP) system. Many of existing methods are based on dimensional splitting, which decouples the problem into solving linear…
It is well known that multigrid methods are optimally efficient for solution of elliptic equations (O(N)), which means that effort is proportional to the number of points at which the solution is evaluated). Thus this is an ideal method to…
This paper improves the convergence and robustness of a multigrid-based solver for the cross sections of the driven Schroedinger equation. Adding an Coupled Channel Correction Step (CCCS) after each multigrid (MG) V-cycle efficiently…
We present a comparison of different multigrid approaches for the solution of systems arising from high-order continuous finite element discretizations of elliptic partial differential equations on complex geometries. We consider the…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
In this study, we employ Euler's method and Richardson's extrapolation to solve a triple integral, which is then transformed into a third-order initial value problem. Our objective is to resolve the computational challenges associated with…
In this article, we introduce a three-precision formulation of the General Alternating-Direction Implicit method (GADI) designed to accelerate the solution of large-scale sparse linear systems $Ax=b$. GADI is a framework that can represent…
Sparse grids are tailored to the approximation of smooth high-dimensional functions. On a $d$-dimensional tensor product space, the number of grid points is $N = \mathcal O(h^{-1} |\log h|^{d-1})$, where $h$ is a mesh parameter. The…
Accounting for inequality constraints, such as boundedness, monotonicity or convexity, is challenging when modeling costly-to-evaluate black box functions. In this regard, finite-dimensional Gaussian process (GP) regression models bring a…
High-Sfrequency (HF) ray tracing in the complex ionospheric medium generally faces a fundamental trade-off between path accuracy and computational efficiency. This paper presents a high-fidelity Ray Tracing Method (RTM) synergistically…
We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…
In this work, fourth-order compact block-centered finite difference (CBCFD) schemes combined with the Crank-Nicolson discretization are constructed and analyzed for solving parabolic integro-differential type non-Fickian flows in…
A cascadic multigrid method is proposed for the GPE problem based on the multilevel correction scheme. With this new scheme, the ground state eigenvalue problem on the finest space can be solved by smoothing steps on a series of multilevel…
In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…
Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms,…
This paper introduces a discretization-accurate stopping criterion of symmetric iterative methods for solving systems of algebraic equations resulting from the finite element approximation. The stopping criterion consists of the evaluations…
We present a polynomial multigrid method for nodal interior penalty and local discontinuous Galerkin formulations of the Poisson equation on Cartesian grids. For smoothing we propose two classes of overlapping Schwarz methods. The first…
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…
Large-scale overlapping problems are prevalent in practical engineering applications, and the optimization challenge is significantly amplified due to the existence of shared variables. Decomposition-based cooperative coevolution (CC)…
The article considers minimization of the expectation of convex function. Problems of this type often arise in machine learning and a number of other applications. In practice, stochastic gradient descent (SGD) and similar procedures are…