Related papers: A multigrid perspective on the parallel full appro…
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…
In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…
This paper presents a new algorithm for the parallel in time (PiT) numerical simulation of time dependent partial/ordinary differential equations. We propose a reliable alternative to the well know parareal in time algorithm, by formulating…
We present the full approximation scheme constraint decomposition (FASCD) multilevel method for solving variational inequalities (VIs). FASCD is a common extension of both the full approximation scheme (FAS) multigrid technique for…
In this paper we present the Python framework pySDC for solving collocation problems with spectral deferred correction methods (SDC) and their time-parallel variant PFASST, the parallel full approximation scheme in space and time. pySDC…
With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…
This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…
A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…
In this paper, we develop a Bayesian multiscale approach based on a multiscale finite element method. Because of scale disparity in many multiscale applications, computational models can not resolve all scales. Various subgrid models are…
This note describes the full approximation storage (FAS) multigrid scheme for an easy one-dimensional nonlinear boundary value problem. The problem is discretized by a simple finite element (FE) scheme. We apply both FAS V-cycles and…
Nonlinear parabolic equations are frequently encountered in applications and efficient approximating techniques for their solution are of great importance. In order to provide an effective scheme for the temporal approximation of such…
This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…
Many multiscale problems have a high contrast, which is expressed as a very large ratio between the media properties. The contrast is known to introduce many challenges in the design of multiscale methods and domain decomposition…
In the present paper invariant subspace method has been extended for solving systems of multi-term fractional partial differential equations (FPDEs) involving both time and space fractional derivatives. Further the method has also been…
This review discusses progress in efficient solvers which have as their foundation a representation in real space, either through finite-difference or finite-element formulations. The relationship of real-space approaches to linear-scaling…
We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…
This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…
A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…
A method for performing high order mesh refinement multigrid computations is presented. The Full Approximation Scheme (FAS) multigrid technique is utilized for a sequence of nested patches of increasing resolution. Conservation forms are…