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This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free…

Numerical Analysis · Mathematics 2016-09-19 A. Abdulle , G. A. Pavliotis , U. Vaes

Based on an observation that additive Schwarz methods for general convex optimization can be interpreted as gradient methods, we propose an acceleration scheme for additive Schwarz methods. Adopting acceleration techniques developed for…

Optimization and Control · Mathematics 2022-03-09 Jongho Park

A V-cycle multigrid method for the Hellan-Herrmann-Johnson (HHJ) discretization of the Kirchhoff plate bending problems is developed in this paper. It is shown that the contraction number of the V-cycle multigrid HHJ mixed method is bounded…

Numerical Analysis · Mathematics 2017-12-27 Long Chen , Jun Hu , Xuehai Huang

Neumann series underlie both Krylov methods and algebraic multigrid smoothers. A low-synch modified Gram-Schmidt (MGS)-GMRES algorithm is described that employs a Neumann series to accelerate the projection step. A corollary to the backward…

Numerical Analysis · Mathematics 2021-12-30 Stephen Thomas , Arielle Carr , Paul Mullowney , Ruipeng Li , Kasia Świrydowicz

A symmetric and a nonsymmetric variant of the additive Schwarz preconditioner are proposed for the solution of a nonsymmetric system of algebraic equations arising from a general finite volume element discretization of symmetric elliptic…

Numerical Analysis · Mathematics 2018-06-14 Leszek Marcinkowski , Talal Rahman , Atle Loneland , Jan Valdman

We present an efficient numerical method, inspired by transformation optics, for solving the Poisson equation in complex and arbitrarily shaped geometries. The approach operates by mapping the physical domain to a uniform computational…

Numerical Analysis · Mathematics 2026-02-03 Deepak Gautam , Bhooshan Paradkar

This paper introduces a material-aware strength-of-connection measure for smoothed aggregation algebraic multigrid methods, aimed at improving robustness for scalar partial differential equations with heterogeneous and anisotropic material…

Computational Engineering, Finance, and Science · Computer Science 2026-02-06 Max Firmbach , Malachi Phillips , Christian Glusa , Alexander Popp , Christopher M. Siefert , Matthias Mayr

Incompressible fluid flow problems appear frequently in different applications. The discretization of such problems may result in large and ill-conditioned systems of linear equations. We consider the case of the Stokes equations…

Numerical Analysis · Mathematics 2025-12-02 Filipe Cumaru , Alexander Heinlein , Joachim Schöberl

This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Sudhi Sharma , Pierre Jolivet , Victorita Dolean , Abhijit Sarkar

The Poisson pressure solve resulting from the spectral element discretization of the incompressible Navier-Stokes equation requires fast, robust, and scalable preconditioning. In the current work, a parallel scaling study of…

Numerical Analysis · Mathematics 2021-12-14 Malachi Phillips , Stefan Kerkemeier , Paul Fischer

This paper introduces a novel boundary integral approach of shape uncertainty quantification for the Helmholtz scattering problem in the framework of the so-called parametric method. The key idea is to construct an integration grid whose…

Computational Engineering, Finance, and Science · Computer Science 2018-11-29 Yuval Harness

A combination of block-Jacobi and deflation preconditioning is used to solve a high-order discontinuous element-based collocation discretization of the Schur complement of the Poisson-Neumann system as arises in the operator splitting of…

Numerical Analysis · Mathematics 2016-01-15 Sumedh Joshi , Peter Diamessis

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

In this paper we are concerned with restricted additive Schwarz with local impedance transformation conditions for a family of Helmholtz problems in two dimensions. These problems are discretized by the finite element method with conforming…

Numerical Analysis · Mathematics 2024-02-13 Qiya Hu , Ziyi Li

We consider an additive Vanka-type smoother for the Poisson equation discretized by the standard finite difference centered scheme. Using local Fourier analysis, we derive analytical formulas for the optimal smoothing factors for two types…

Numerical Analysis · Mathematics 2021-11-08 Chen Greif , Yunhui He

We consider discrete Poisson interface problems resulting from linear unfitted finite elements, also called cut finite elements (CutFEM). Three of these unfitted finite element methods known from the literature are studied. All three…

Numerical Analysis · Mathematics 2018-07-27 Thomas Ludescher , Sven Gross , Arnold Reusken

We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…

Computation · Statistics 2016-09-23 Jona Cederbaum , Fabian Scheipl , Sonja Greven

We present a spectral element model for general-purpose simulation of non-overturning nonlinear water waves using the incompressible Navier-Stokes equations (INSE) with a free surface. The numerical implementation of the spectral element…

Numerical Analysis · Mathematics 2024-11-25 Anders Melander , Wojciech Laskowski , Spencer J. Sherwin , Allan P. Engsig-Karup

In this paper we study convergence estimates for a multigrid algorithm with smoothers of successive subspace correction (SSC) type, applied to symmetric elliptic PDEs. First, we revisit a general convergence analysis on a class of multigrid…

Numerical Analysis · Mathematics 2018-05-09 Eugenio Aulisa , Giorgio Bornia , Sara Calandrini , Giacomo Capodaglio

This paper develops a smoothing-based postprocessing method for superconvergence in finite element methods. The method applies a few smoothing iterations, such as damped Jacobi, Gauss-Seidel, or conjugate gradient, with initial guess being…

Numerical Analysis · Mathematics 2026-05-07 Yuwen Li , Han Shui , Ludmil Zikatanov