Search results for "multigrid"
showing 10 items of 30 documents
Mott transitions in ternary flavor mixtures of ultracold fermions on optical lattices
2009
Ternary flavor mixtures of ultracold fermionic atoms in an optical lattice are studied in the case of equal, repulsive on-site interactions U>0. The corresponding SU(3) invariant Hubbard model is solved numerically exactly within dynamical mean-field theory using multigrid Hirsch-Fye quantum Monte Carlo simulations. We establish Mott transitions close to integer filling at low temperatures and show that the associated signatures in the compressibility and pair occupancy persist to high temperatures, i.e., should be accessible to experiments. In addition, we present spectral functions and discuss the properties of a ``semi-compressible'' state observed for large U near half filling.
Quasi-continuous-time impurity solver for the dynamical mean-field theory with linear scaling in the inverse temperature
2013
We present an algorithm for solving the self-consistency equations of the dynamical mean-field theory (DMFT) with high precision and efficiency at low temperatures. In each DMFT iteration, the impurity problem is mapped to an auxiliary Hamiltonian, for which the Green function is computed by combining determinantal quantum Monte Carlo (BSS-QMC) calculations with a multigrid extrapolation procedure. The method is numerically exact, i.e., yields results which are free of significant Trotter errors, but retains the BSS advantage, compared to direct QMC impurity solvers, of linear (instead of cubic) scaling with the inverse temperature. The new algorithm is applied to the half-filled Hubbard mo…
Comparison between the shifted-Laplacian preconditioning and the controllability methods for computational acoustics
2010
Processes that can be modelled with numerical calculations of acoustic pressure fields include medical and industrial ultrasound, echo sounding, and environmental noise. We present two methods for making these calculations based on Helmholtz equation. The first method is based directly on the complex-valued Helmholtz equation and an algebraic multigrid approximation of the discretized shifted-Laplacian operator; i.e. the damped Helmholtz operator as a preconditioner. The second approach returns to a transient wave equation, and finds the time-periodic solution using a controllability technique. We concentrate on acoustic problems, but our methods can be used for other types of Helmholtz pro…
Mott transitions in the half-filled SU(2M) symmetric Hubbard model
2012
The Hubbard model with large orbital degeneracy has recently gained relevance in the context of ultracold earth alkali like atoms. We compute its static properties in the SU(2M) symmetric limit for up to M=8 bands at half filling within dynamical mean-field theory, using the numerically exact multigrid Hirsch-Fye quantum Monte Carlo approach. Based on this unbiased data, we establish scaling laws which predict the phase boundaries of the paramagnetic Mott metal-insulator transition at arbitrary orbital degeneracy M with high accuracy.
Multicanonical multigrid Monte Carlo method.
1994
To further improve the performance of Monte Carlo simulations of first-order phase transitions we propose to combine the multicanonical approach with multigrid techniques. We report tests of this proposition for the d-dimensional ${\mathrm{\ensuremath{\Phi}}}^{4}$ field theory in two different situations. First, we study quantum tunneling for d=1 in the continuum limit, and second, we investigate first-order phase transitions for d=2 in the infinite volume limit. Compared with standard multicanonical simulations we obtain improvement factors of several, and of about one order of magnitude, respectively.
Recent Developments in Monte-Carlo Simulations of First-Order Phase Transitions
1994
In the past few years considerable progress has been made in Monte Carlo simulations of first-order phase transitions and in the analysis of the resulting finite-size data. In this paper special emphasis will be placed on multicanonical simulations using multigrid update techniques, on numerical estimates of interface tensions, and on accurate methods for determining the transition point and latent heat.
Two-level Schwarz method for unilateral variational inequalities
1999
The numerical solution of variational inequalities of obstacle type associated with second-order elliptic operators is considered. Iterative methods based on the domain decomposition approach are proposed for discrete obstacle problems arising from the continuous, piecewise linear finite element approximation of the differential problem. A new variant of the Schwarz methodology, called the two-level Schwarz method, is developed offering the possibility of making use of fast linear solvers (e.g., linear multigrid and fictitious domain methods) for the genuinely nonlinear obstacle problems. Namely, by using particular monotonicity results, the computational domain can be partitioned into (mes…
Qualitative Analysis of Differential, Difference Equations, and Dynamic Equations on Time Scales
2015
and Applied Analysis 3 thank Guest Editors Josef Dibĺik, Alexander Domoshnitsky, Yuriy V. Rogovchenko, Felix Sadyrbaev, and Qi-Ru Wang for their unfailing support with editorial work that ensured timely preparation of this special edition. Tongxing Li Josef Dibĺik Alexander Domoshnitsky Yuriy V. Rogovchenko Felix Sadyrbaev Qi-Ru Wang
Iterative Methods for Pricing American Options under the Bates Model
2013
We consider the numerical pricing of American options under the Bates model which adds log-normally distributed jumps for the asset value to the Heston stochastic volatility model. A linear complementarity problem (LCP) is formulated where partial derivatives are discretized using finite differences and the integral resulting from the jumps is evaluated using simple quadrature. A rapidly converging fixed point iteration is described for the LCP, where each iterate requires the solution of an LCP. These are easily solved using a projected algebraic multigrid (PAMG) method. The numerical experiments demonstrate the efficiency of the proposed approach. Furthermore, they show that the PAMG meth…
Building blocks for odd–even multigrid with applications to reduced systems
2001
Abstract Building blocks yielding an efficient implementation of the odd–even multigrid method for the Poisson problem in the reference domain (0,1) d , d=2,3, are described. Modifications needed to transform these techniques to solve reduced linear systems representing boundary value problems in arbitrary domains are given. A new way to define enriched coarser subspaces in the multilevel realization is proposed. Numerical examples demonstrating the efficiency of developed multigrid methods are included.