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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

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

Advanced finite-element discretizations and preconditioners for models of poroelasticity have attracted significant attention in recent years. The equations of poroelasticity offer significant challenges in both areas, due to the…

Numerical Analysis · Mathematics 2022-01-10 James H. Adler , Yunhui He , Xiaozhe Hu , Scott MacLachlan , Peter Ohm

We propose a new discrete FFT-based method for computational homogenization of micromechanics on a regular grid that is simple, fast and robust. The discretization scheme is based on a tetrahedral stencil that displays three crucial…

Numerical Analysis · Mathematics 2024-05-21 Alphonse Finel

The present work develops hybrid multigrid methods for high-order discontinuous Galerkin discretizations of elliptic problems. Fast matrix-free operator evaluation on tensor product elements is used to devise a computationally efficient PDE…

Computational Physics · Physics 2020-06-24 Niklas Fehn , Peter Munch , Wolfgang A. Wall , Martin Kronbichler

In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…

Optimization and Control · Mathematics 2021-12-21 Eduard Gorbunov

We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…

Numerical Analysis · Mathematics 2020-06-09 Xiaobing Feng , Andreas Prohl , Liet Vo

We modify the Green operator involved in Fourier-based computational schemes in elasticity, in 2D and 3D. The new operator is derived by expressing continuum mechanics in terms of centered differences on a rotated grid. Use of the modified…

Numerical Analysis · Mathematics 2015-02-20 François Willot

In this paper, we present a geometric multigrid methodology for the solution of matrix systems associated with isogeometric compatible discretizations of the generalized Stokes and Oseen problems. The methodology provably yields a pointwise…

Numerical Analysis · Mathematics 2017-05-26 Christopher Coley , Joseph Benzaken , John A. Evans

The solution to the Poisson equation arising from the spectral element discretization of the incompressible Navier-Stokes equation requires robust preconditioning strategies. One such strategy is multigrid. To realize the potential of…

Numerical Analysis · Mathematics 2023-02-27 Malachi Phillips , Paul Fischer

The integrating factor technique is widely used to solve numerically (in particular) the Schr\"odinger equation in the context of spectral methods. Here, we present an improvement of this method exploiting the freedom provided by the gauge…

Analysis of PDEs · Mathematics 2023-02-14 Martino Lovisetto , D Clamond , B Marcos

Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…

Numerical Analysis · Mathematics 2022-02-22 Yuancheng Zhou

We present a different view on stochastic optimization, which goes back to the splitting schemes for approximate solutions of ODE. In this work, we provide a connection between stochastic gradient descent approach and first-order splitting…

Machine Learning · Statistics 2020-04-21 Daniil Merkulov , Ivan Oseledets

We present a Boundary Local Fourier Analysis (BLFA) to optimize the relaxation parameters of boundary conditions in a multigrid framework. The method is implemented to solve elliptic equations on curved domains embedded in a uniform…

Numerical Analysis · Mathematics 2023-03-01 Armando Coco , Mariarosa Mazza , Matteo Semplice

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

The paper studies decentralized optimization over networks, where agents minimize a sum of {\it locally} smooth (strongly) convex losses and plus a nonsmooth convex extended value term. We propose decentralized methods wherein agents {\it…

Optimization and Control · Mathematics 2026-02-20 Xiaokai Chen , Ilya Kuruzov , Gesualdo Scutari

Fast Fourier transform (FFT) based methods have turned out to be an effective computational approach for numerical homogenisation. In particular, Fourier-Galerkin methods are computational methods for partial differential equations that are…

Numerical Analysis · Mathematics 2020-04-22 Jaroslav Vondřejc , Dishi Liu , Martin Ladecký , Hermann G. Matthies

In this work, we analyze an unfitted discontinuous Galerkin discretization for the numerical solution of the Stokes system based on equal higher-order discontinuous velocities and pressures. This approach combines the best from both worlds,…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas , Georgios Katsouleas

The solution of saddle-point problems, such as the Stokes equations, is a challenging task, especially in large-scale problems. Multigrid methods are one of the most efficient solvers for such systems of equations and can achieve…

Numerical Analysis · Mathematics 2022-04-13 S. Saberi , G. Meschke , A. Vogel

Multilevel techniques are efficient approaches for solving the large linear systems that arise from discretized partial differential equations and other problems. While geometric multigrid requires detailed knowledge about the underlying…

Numerical Analysis · Mathematics 2023-01-23 Tareq. U. Zaman , Scott P. MacLachlan , Luke N. Olson , Matt West