Related papers: A higher order sparse grid combination technique
We construct a new compact semi-explicit three-level in time fourth-order finite-difference scheme for numerical solving the general multidimensional acoustic wave equation, where both the speed of sound and density of a medium are…
This paper is devoted to the construction of order reduced method of fourth order problems. A framework is presented such that a problem on a high-regularity space can be deduced in a constructive way to an equivalent problem on three…
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…
A grid-overlay finite difference method is proposed for the numerical approximation of the fractional Laplacian on arbitrary bounded domains. The method uses an unstructured simplicial mesh and an overlay uniform grid for the underlying…
We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…
We present a numerical method for solving the Poisson equation on a nested grid. The nested grid consists of uniform grids having different grid spacing and is designed to cover the space closer to the center with a finer grid. Thus our…
An expandable local and parallel two-grid finite element scheme based on superposition principle for elliptic problems is proposed and analyzed in this paper by taking example of Poisson equation. Compared with the usual local and parallel…
Generalized Fourier series with orthogonal polynomial bases have useful applications in several fields, including differential equations, pattern recognition, and image and signal processing. However, computing the generalized Fourier…
A numerical scheme is described for accurately accommodating oblique, non-aligned, boundaries, on a three-dimensional cartesian grid. The scheme gives second-order accuracy in the solution for potential of Poisson's equation using compact…
A method for performing high order mesh refinement multigrid computations is presented. The Full Approximation Scheme (FAS) multigrid technique is utilized for a sequence of nested patches of increasing resolution. Conservation forms are…
We consider the numerical solution of Poisson's equation on structured grids using geometric multigrid with nonstandard coarse grids and coarse level operators. We are motivated by the problem of developing high-order accurate numerical…
The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). However when the spatial dimensions are high, the number of…
It is shown how various ideas that are well established for the solution of Poisson's equation using plane wave and multigrid methods can be combined with wavelet concepts. The combination of wavelet concepts and multigrid techniques turns…
The high-order numerical analysis for fractional Laplacian via the Riesz fractional derivative, under the low regularity solution, has presented significant challenges in the past decades. To fill in this gap, we design a grid mapping…
The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving…
A framework to systematically decouple high order elliptic equations into combination of Poisson-type and Stokes-type equations is developed. The key is to systematically construct the underling commutative diagrams involving the complexes…
It is well known that multigrid methods are optimally efficient for solution of elliptic equations (O(N)), which means that effort is proportional to the number of points at which the solution is evaluated). Thus this is an ideal method to…
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…
We present a multigrid algorithm for the solution of the linear systems of equations stemming from the $p-$version of the Virtual Element discretization of a two-dimensional Poisson problem. The sequence of coarse spaces are constructed…
We propose the use of sparse grids to accelerate particle-in-cell (PIC) schemes. By using the so-called `combination technique' from the sparse grids literature, we are able to dramatically increase the size of the spatial cells in…