Related papers: Massively parallel Schwarz methods for the high fr…
Pricing American options is more complicated than pricing European options, because they can be exercised at any time, and one thus needs to solve a linear complementarity problem instead of simply doing time stepping for computing European…
This paper introduces a parallel directional fast multipole method (FMM) for solving N-body problems with highly oscillatory kernels, with a focus on the Helmholtz kernel in three dimensions. This class of oscillatory kernels requires a…
The acoustic scattering problem is modeled by the exterior Helmholtz equation, which is challenging to solve due to both the unboundedness of the domain and the high dispersion error, known as the pollution effect. We develop high-order…
We consider the use of multipreconditioning, which allows for multiple preconditioners to be applied in parallel, on high-frequency Helmholtz problems. Typical applications present challenging sparse linear systems which are complex…
A nonlocal perfectly matched layer (PML) is formulated for the nonlocal wave equation in the whole real axis and numerical discretization is designed for solving the reduced PML problem on a bounded domain. The nonlocal PML poses challenges…
This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…
We present here nonoverlapping optimized Schwarz methods applied to heat transfer problems with heterogeneous diffusion coefficients. After a Laplace transform in time, we derive the error equation and obtain the convergence factor. The…
The additive Schwarz method is usually presented as a preconditioner for a PDE linearization based on overlapping subsets of nodes from a global discretization. It has previously been shown how to apply Schwarz preconditioning to a…
In the current work we present a spectral analysis of the additive and multiplicative Schwarz methods within the framework of domain decomposition techniques, by investigating the spectral properties of these classical Schwarz…
Two-level domain decomposition preconditioners lead to fast convergence and scalability of iterative solvers. However, for highly heterogeneous problems, where the coefficient function is varying rapidly on several possibly non-separated…
Two-phase composites with non-overlapping inclusions randomly embedded in matrix are investigated. A straight forward approach is applied to estimate the effective properties of random 2D composites. First, deterministic boundary value…
The recently developed Hierarchical Poincar\'e-Steklov (HPS) method is a high-order discretization technique that comes with a direct solver. Results from previous papers demonstrate the method's ability to solve Helmholtz problems to high…
A particular mix of integral equations and discretization techniques is suggested for the solution of a planar Helmholtz transmission problem with relevance to the study of surface plasmon waves. The transmission problem describes the…
In this paper, we propose a fast multipole method (FMM) for 3-D linearized Poisson-Boltzmann (PB) equation in layered media. The main framework of the algorithm is analogous to the FMM for Helmholtz and Laplace equation in layered media…
The main task in this paper is to prove that the perfectly matched layers (PML) method converges exponentially with respect to the PML parameter, for scattering problems with periodic surfaces. In [5], a linear convergence is proved for the…
The Half-Space Matching (HSM) method has recently been developed as a new method for the solution of 2D scattering problems with complex backgrounds, providing an alternative to Perfectly Matched Layers (PML) or other artificial boundary…
Mixed-gas opacities are critical for radiative transfer in stellar and substellar atmospheres. Several approaches exist to obtain net k-coefficients for arbitrary mixtures, each trading accuracy against computational cost. I introduce a…
We examine the use of the Dirichlet-to-Neumann coarse space within an additive Schwarz method to solve the Helmholtz equation in 2D. In particular, we focus on the selection of how many eigenfunctions should go into the coarse space. We…
A symmetric and a nonsymmetric variant of the additive Schwarz preconditioner are proposed for the solution of a nonsymmetric system of algebraic equations arising from a general finite volume element discretization of symmetric elliptic…
The optical resonance problem is similar to but different from time-steady Schr\"{o}dinger equation. One big challenge is that the eigenfunctions in resonance problem is exponentially growing. We give physical explanation to this boundary…