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The \emph{deterministic} sparse grid method, also known as Smolyak's method, is a well-established and widely used tool to tackle multivariate approximation problems, and there is a vast literature on it. Much less is known about…

Numerical Analysis · Mathematics 2022-02-11 Marcin Wnuk , Michael Gnewuch

This study investigates the iterative refinement method applied to the solution of linear discrete inverse problems by considering its application to the Tikhonov problem in mixed precision. Previous works on mixed precision iterative…

Numerical Analysis · Mathematics 2025-10-22 James G. Nagy , Lucas Onisk

An approach is given for solving large linear systems that combines Krylov methods with use of two different grid levels. Eigenvectors are computed on the coarse grid and used to deflate eigenvalues on the fine grid. GMRES-type methods are…

Numerical Analysis · Mathematics 2020-05-08 Ronald B. Morgan , Travis Whyte , Walter Wilcox , Zhao Yang

This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient…

Numerical Analysis · Mathematics 2021-05-11 Jordi Feliu-Fabà , Lexing Ying

Block Floating Point (BFP) arithmetic is currently seeing a resurgence in interest because it requires less power, less chip area, and is less complicated to implement in hardware than standard floating point arithmetic. This paper explores…

Numerical Analysis · Mathematics 2023-07-04 Nils Kohl , Stephen F. McCormick , Rasmus Tamstorf

In this paper an approach for finding a sparse incomplete Cholesky factor through an incomplete orthogonal factorization with Givens rotations is discussed and applied to Gaussian Markov random fields (GMRFs). The incomplete Cholesky factor…

Computation · Statistics 2013-07-05 Xiangping Hu , Daniel Simpson , Håvard Rue

Based on a nonsmooth coherence condition, we construct and prove the convergence of a forward-backward splitting method that alternates between steps on a fine and a coarse grid. Our focus is a total variation regularised inverse imaging…

Optimization and Control · Mathematics 2025-05-21 Felipe Guerra , Tuomo Valkonen

Uni- and bivariate data smoothing with spline functions is a well established method in nonparametric regression analysis. The extension to multivariate data is straightforward, but suffers from exponentially increasing memory and…

Numerical Analysis · Mathematics 2024-12-20 Martin Siebenborn , Julian Wagner

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

Large-scale incremental mapping is fundamental to the development of robust and reliable autonomous systems, as it underpins incremental environmental understanding with sequential inputs for navigation and decision-making. LiDAR is widely…

Computer Vision and Pattern Recognition · Computer Science 2025-12-25 Zeqing Song , Zhongmiao Yan , Junyuan Deng , Songpengcheng Xia , Xiang Mu , Jingyi Xu , Qi Wu , Ling Pei

The multigrid algorithm is an efficient numerical method for solving a variety of elliptic partial differential equations (PDEs). The method damps errors at progressively finer grid scales, resulting in faster convergence compared to…

Numerical Analysis · Mathematics 2021-05-06 Francisco Holguin , GS Sidharth , Gavin Portwood

Multigrid is a powerful solver for large-scale linear systems arising from discretized partial differential equations. The convergence theory of multigrid methods for symmetric positive definite problems has been well developed over the…

Numerical Analysis · Mathematics 2022-04-19 Xuefeng Xu

In this paper, we present a multiscale method for simulations of the multicontinua unsaturated flow problems in heterogeneous fractured porous media. The mathematical model is described by the system of Richards equations for each continuum…

Numerical Analysis · Mathematics 2019-08-02 Denis Spiridonov , Maria Vasilyeva , Eric T. Chung

In this article, an efficient numerical method for computing both the matrix exponential and a finite horizon controllability Gramian in Cholesky-factored form is proposed. The method is applicable to general dense matrices of moderate size…

Numerical Analysis · Mathematics 2025-05-27 Tony Stillfjord , Filip Tronarp

We evaluate an efficient overset grid method for two-dimensional and three-dimensional particulate flows for small numbers of particles at finite Reynolds number. The rigid particles are discretised using moving overset grids overlaid on a…

Computational Physics · Physics 2017-05-24 A. R. Koblitz , S. Lovett , N. Nikiforakis , W. D. Henshaw

The predicted reduced resiliency of next-generation high performance computers means that it will become necessary to take into account the effects of randomly occurring faults on numerical methods. Further, in the event of a hard fault…

Numerical Analysis · Mathematics 2017-09-07 Mark Ainsworth , Christian Glusa

We study efficient simulation of steady state for rarefied gas flow, which is modeled by the Boltzmann equation with BGK-type collision term. A nonlinear multigrid solver is proposed to resolve the efficiency issue by the following…

Numerical Analysis · Mathematics 2022-06-28 Zhicheng Hu , Guanghan Li

This paper presents a matrix-free multigrid method for solving the Stokes problem, discretized using $H^{\text{div}}$-conforming discontinuous Galerkin methods. We employ a Schur complement method combined with the fast diagonalization…

Numerical Analysis · Mathematics 2025-06-23 Cu Cui , Guido Kanschat

Semi-Lagrangian schemes with various splitting methods, and with different reconstruction/interpolation strategies have been applied to kinetic simulations. For example, the order of spatial accuracy of the algorithms proposed in {[Qiu and…

Numerical Analysis · Mathematics 2015-06-17 Andrew Christlieb , Wei Guo , Maureen Morton , Jing-Mei Qiu

An overset grid method was used to investigate the interaction between a particle-laden flow and a circular cylinder. The overset grid method was implemented in the Pencil Code , a high-order finite-difference code for compressible flow…

Fluid Dynamics · Physics 2019-05-22 J. R. Aarnes , N. E. L. Haugen , H. I. Andersson