Related papers: A Low-Rank Multigrid Method for the Stochastic Ste…
A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic…
In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…
Markov chains that describe interacting subsystems suffer, on the one hand, from state space explosion but lead, on the other hand, to highly structured matrices. In this work, we propose a novel tensor-based algorithm to address such…
Efficient and suitably preconditioned iterative solvers for elliptic partial differential equations (PDEs) of the convection-diffusion type are used in all fields of science and engineering. To achieve optimal performance, solvers have to…
We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…
The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…
This paper aims at the efficient numerical solution of stochastic eigenvalue problems. Such problems often lead to prohibitively high dimensional systems with tensor product structure when discretized with the stochastic Galerkin method.…
This letter presents a non-parametric modeling approach for forecasting stochastic dynamical systems on low-dimensional manifolds. The key idea is to represent the discrete shift maps on a smooth basis which can be obtained by the diffusion…
In this work, we construct novel discretizations for the unsteady convection-diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unknowns…
This paper is devoted to the multigrid convergence analysis for the linear systems arising from the conforming linear finite element discretization of the second order elliptic equations with anisotropic diffusion. The multigrid convergence…
Standard discretization techniques for boundary integral equations, e.g., the Galerkin boundary element method, lead to large densely populated matrices that require fast and efficient compression techniques like the fast multipole method…
We present a monolithic $hp$ space-time multigrid method for tensor-product space-time finite element discretizations of the Stokes equations. Geometric and polynomial coarsening of the space-time mesh is performed, and the entire algorithm…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
We consider a sparse grid collocation method in conjunction with a time discretization of the differential equations for computing expectations of functionals of solutions to differential equations perturbed by time-dependent white noise.…
In this paper, we propose and analyze the numerical algorithms for fast solution of periodic elliptic problems in random media in $\mathbb{R}^d$, $d=2,3$. We consider the stochastic realizations using checkerboard configuration of the…
This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…
One- and multi-dimensional stochastic Maxwell equations with additive noise are considered in this paper. It is known that such system can be written in the multi-symplectic structure, and the stochastic energy increases linearly in time.…
Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…
In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…
In this paper we analyse the convergence properties of V-cycle multigrid algorithms for the numerical solution of the linear system of equations arising from discontinuous Galerkin discretization of second-order elliptic partial…