Related papers: An optimized Space-Time Multigrid algorithm for pa…
Block iterative methods are extremely important as smoothers for multigrid methods, as preconditioners for Krylov methods, and as solvers for diagonally dominant linear systems. Developing robust and efficient algorithms suitable for…
Hamilton-Jacobi (HJ) partial differential equations (PDEs) have diverse applications spanning physics, optimal control, game theory, and imaging sciences. This research introduces a first-order optimization-based technique for HJ PDEs,…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
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…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…
Numerical solution of discrete PDEs corresponding to saddle point problems is highly relevant to physical systems such as Stokes flow. However, scaling up numerical solvers for such systems is often met with challenges in efficiency and…
In this paper, the high-order compact gas-kinetic scheme (CGKS) on three-dimensional hybrid unstructured mesh is further developed with the p-multigrid technique for steady-state solution acceleration. The p-multigrid strategy is a…
The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…
As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a…
We consider a fully discretized numerical scheme for parabolic stochastic partial differential equations with multiplicative noise. Our abstract framework can be applied to formulate a non-iterative domain decomposition approach. Such…
The use of multigrid and related preconditioners with the finite element method is often limited by the difficulty of applying the algorithm effectively to a problem, especially when the domain has a complex shape or adaptive refinement. We…
In this paper we propose and analyze new efficient sparse approximate inverse (SPAI) smoothers for solving the two-dimensional (2D) and three-dimensional (3D) Laplacian linear system with geometric multigrid methods. Local Fourier analysis…
A cascadic multigrid method is proposed for eigenvalue problems based on the multilevel correction scheme. With this new scheme, an eigenvalue problem on the finest space can be solved by smoothing steps on a series of multilevel finite…
A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…
In the post-Dennard era, optimizing embedded systems requires navigating complex trade-offs between energy efficiency and latency. Traditional heuristic tuning is often inefficient in such high-dimensional, non-smooth landscapes. In this…
The nonlinear gyrokinetic equations describe plasma turbulence in laboratory and astrophysical plasmas. To solve these equations, massively parallel codes have been developed and run on present-day supercomputers. This paper describes…
We present new Dirichlet-Neumann and Neumann-Dirichlet algorithms with a time domain decomposition applied to unconstrained parabolic optimal control problems. After a spatial semi-discretization, we use the Lagrange multiplier approach to…
The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…
This article offers sharp spatial and temporal mean-square regularity results for a class of semi-linear parabolic stochastic partial differential equations (SPDEs) driven by infinite dimensional fractional Brownian motion with the Hurst…
The demand for substantial increases in the spatial resolution of global weather- and climate- prediction models makes it necessary to use numerically efficient and highly scalable algorithms to solve the equations of large scale…