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Related papers: Multigrid with Nonstandard Coarsening

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When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…

Computational Finance · Quantitative Finance 2022-11-24 Christian Bayer , Chiheb Ben Hammouda , Raúl Tempone

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…

Computational Physics · Physics 2015-09-18 Siegfried Cools , Wim Vanroose

Nonlinear optimal control problems for trajectory planning with obstacle avoidance present several challenges. While general-purpose optimizers and dynamic programming methods struggle when adopted separately, their combination enabled by a…

Optimization and Control · Mathematics 2024-08-09 Rebecca Richter , Alberto De Marchi , Matthias Gerdts

Reduction multigrids have recently shown good performance in hyperbolic problems without the need for Gauss-Seidel smoothers. When applied to the hyperbolic limit of the Boltzmann Transport Equation (BTE), these methods result in very close…

Numerical Analysis · Mathematics 2024-08-16 S. Dargaville , R. P. Smedley-Stevenson , P. N. Smith , C. C. Pain

In recent publications, the author and his coworkers have proposed a multigrid method for solving linear systems arizing from the discretization of partial differential equations in isogeometric analysis and have proven that the convergence…

Numerical Analysis · Mathematics 2021-03-05 Stefan Takacs

We present the development and benchmarking of Poisson solvers for graphics processing units (GPUs). Implemented in the Astaroth platform, the solvers feature high computational efficiency. We present novel combinations of discretizations…

Instrumentation and Methods for Astrophysics · Physics 2026-05-06 Ruben Krasnopolsky , Touko Puro , Wei-Wen Li , Hsien Shang , Miikka S. Väisälä , Mordecai-Mark Mac Low , Matthias Rheinhardt , Maarit Korpi-Lagg

This paper presents Space-Time MultiGrid (STMG) methods which are suitable for performing topology optimisation of transient heat conduction problems. The proposed methods use a pointwise smoother and uniform Cartesian space-time meshes.…

Computational Engineering, Finance, and Science · Computer Science 2025-05-16 Magnus Appel , Joe Alexandersen

Presented in this paper is a new sparse linear solver methodology motivated by multigrid principles and based around general local transformations that diagonalize a matrix while maintaining its sparsity. These transformations are…

Numerical Analysis · Mathematics 2007-05-23 Jonathan E. Moussa

We introduce a near-linear complexity (geometric and meshless/algebraic) multigrid/multiresolution method for PDEs with rough ($L^\infty$) coefficients with rigorous a-priori accuracy and performance estimates. The method is discovered…

Numerical Analysis · Mathematics 2017-02-13 Houman Owhadi

We present multigrid methods for solving elliptic partial differential equations on arbitrary domains using the nodal ghost finite element method, an unfitted boundary approach where the domain is implicitly defined by a level-set function.…

Numerical Analysis · Mathematics 2025-05-09 Hridya Dilip , Armando Coco

A numerical approach for solving evolutionary partial differential equations in two and three space dimensions on block-based adaptive grids is presented. The numerical discretization is based on high-order, central finite-differences and…

Computational Physics · Physics 2019-02-04 Mario Sroka , Thomas Engels , Philipp Krah , Sophie Mutzel , Kai Schneider , Julius Reiss

We consider the parallel time integration of the linear advection equation with the Parareal and two-level multigrid-reduction-in-time (MGRIT) algorithms. Our aim is to develop a better understanding of the convergence behaviour of these…

Numerical Analysis · Mathematics 2019-10-15 Oliver A. Krzysik , Hans De Sterck , Scott P. MacLachlan , Stephanie Friedhoff

A collision-based hybrid method for the discrete ordinates approximation of the multigroup neutron transport equation is developed for two-dimensional time-dependent problems. At each time step, this algorithm splits the neutron transport…

Computational Physics · Physics 2025-02-17 Ben Whewell , Ryan G. McClarren

For many linear and nonlinear systems that arise from the discretization of partial differential equations the construction of an efficient multigrid solver is a challenging task. Here we present a novel approach for the optimization of…

Numerical Analysis · Mathematics 2019-10-09 Jonas Schmitt , Sebastian Kuckuk , Harald Köstler

Algebraic multigrid (AMG) methods derive their optimal efficiency from the interplay between a relaxation process and a corresponding coarse grid correction. In many standard formulations, relaxation and coarse-graining are analyzed and…

Numerical Analysis · Mathematics 2026-03-30 Rayan Moussa , Karsten Kahl

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…

Numerical Analysis · Mathematics 2020-07-16 Venera Khoromskaia , Boris N. Khoromskij

We develop a new meshfree geometric multilevel (MGM) method for solving linear systems that arise from discretizing elliptic PDEs on surfaces represented by point clouds. The method uses a Poisson disk sampling-type technique for coarsening…

Numerical Analysis · Mathematics 2022-04-14 Grady B. Wright , Andrew M. Jones , Varun Shankar

We present an efficient MPI-parallel geometric multigrid library for quadtree (2D) or octree (3D) grids with adaptive refinement. Cartesian 2D/3D and cylindrical 2D geometries are supported, with second-order discretizations for the…

Computational Physics · Physics 2019-08-26 Jannis Teunissen , Rony Keppens

We introduce a geometric multigrid method for solving linear systems arising from variational problems on surfaces in geometry processing, Gravo MG. Our scheme uses point clouds as a reduced representation of the levels of the multigrid…

Computational Geometry · Computer Science 2023-07-12 Ruben Wiersma , Ahmad Nasikun , Elmar Eisemann , Klaus Hildebrandt

We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to such problems requires grids that are small enough to resolve…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis
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