Search results for "multigrid"
showing 10 items of 30 documents
An optimization-based approach for solving a time-harmonic multiphysical wave problem with higher-order schemes
2013
This study considers developing numerical solution techniques for the computer simulations of time-harmonic fluid-structure interaction between acoustic and elastic waves. The focus is on the efficiency of an iterative solution method based on a controllability approach and spectral elements. We concentrate on the model, in which the acoustic waves in the fluid domain are modeled by using the velocity potential and the elastic waves in the structure domain are modeled by using displacement.Traditionally, the complex-valued time-harmonic equations are used for solving the time-harmonic problems. Instead of that, we focus on finding periodic solutions without solving the time-harmonic problem…
A damping preconditioner for time-harmonic wave equations in fluid and elastic material
2009
A physical damping is considered as a preconditioning technique for acoustic and elastic wave scattering. The earlier preconditioners for the Helmholtz equation are generalized for elastic materials and three-dimensional domains. An algebraic multigrid method is used in approximating the inverse of damped operators. Several numerical experiments demonstrate the behavior of the method in complicated two-dimensional and three-dimensional domains. peerReviewed
Splitting criterion for hierarchical motion estimation based on perceptual coding
1998
A new entropy-constrained motion estimation scheme using variable-size block matching is proposed. It is known that fixed-size block matching as used in most video codec standards is improved by using a multiresolution or multigrid approach. In this work, it is shown that further improvement is possible in terms of both the final bit rate achieved and the robustness of the predicted motion field if perceptual coding is taken into account in the motion estimation phase. The proposed scheme is compared against other variable- and fixed-size block matching algorithms.
An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation
2007
A preconditioner defined by an algebraic multigrid cycle for a damped Helmholtz operator is proposed for the Helmholtz equation. This approach is well suited for acoustic scattering problems in complicated computational domains and with varying material properties. The spectral properties of the preconditioned systems and the convergence of the GMRES method are studied with linear, quadratic, and cubic finite element discretizations. Numerical experiments are performed with two-dimensional problems describing acoustic scattering in a cross-section of a car cabin and in a layered medium. Asymptotically the number of iterations grows linearly with respect to the frequency while for lower freq…
A fully adaptive wavelet algorithm for parabolic partial differential equations
2001
We present a fully adaptive numerical scheme for the resolution of parabolic equations. It is based on wavelet approximations of functions and operators. Following the numerical analysis in the case of linear equations, we derive a numerical algorithm essentially based on convolution operators that can be efficiently implemented as soon as a natural condition on the space of approximation is satisfied. The algorithm is extended to semi-linear equations with time dependent (adapted) spaces of approximation. Numerical experiments deal with the heat equation as well as the Burgers equation.
Optimal design for transonic flows
1991
The feasibility of finite element and mathematical programming methods for finding an optimal shape for an symmetric airfoil in case of transonic flow is studied. The state problem is solved using multigrid-technique. Numerical examples are given.
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps
2014
Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps, especially for American-style option contracts. We consider the pricing of options under such models, namely the Bates model and the so-called stochastic volatility with contemporaneous jumps (SVCJ) model. The nonlocality of the jump terms in these models leads to matrices with full matrix blocks. Standard discretization methods are not viable directly since they would require the inversion of such a matrix. Instead, we adopt a two-step implicit-explicit (IMEX) time discretization scheme, the IMEX-CNAB scheme, where the jump term is treated ex…
Qualitative Theory of Differential Equations, Difference Equations, and Dynamic Equations on Time Scales
2016
We are pleased to present this special issue. This volume reflects an increasing interest in the analysis of qualitative behavior of solutions to differential equations, difference equations, and dynamic equations on time scales. Numerous applications arising in the engineering and natural sciences call for the development of new efficient methods and for the modification and refinement of known techniques that should be adjusted for the analysis of new classes of problems. The twofold goal of this special issue is to reflect both the state-of-the-art theoretical research and important recent advances in the solution of applied problems.
Multiscale Particle Method in Solving Partial Differential Equations
2007
A novel approach to meshfree particle methods based on multiresolution analysis is presented. The aim is to obtain numerical solutions for partial differential equations by avoiding the mesh generation and by employing a set of particles arbitrarily placed in problem domain. The elimination of the mesh combined with the properties of dilation and translation of scaling and wavelets functions is particularly suitable for problems governed by hyperbolic partial differential equations with large deformations and high gradients.
Efficient numerical methods for pricing American options under stochastic volatility
2007
Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two-dimensional parabolic partial differential inequality. A finite difference discretization on nonuniform grids leading to linear complementarity problems with M-matrices is proposed. The projected SOR, a projected multigrid method, an operator splitting method, a penalty method, and a componentwise splitting method are considered. The last one is a direct method while all other methods are iterative. The resulting systems of linear equations in the operator splitting method and in the penalty method are solved u…