Search results for "multigrid"

Deciding the fate of the false Mott transition in two dimensions by exact quantum Monte Carlo methods

2015

We present an algorithm for the computation of unbiased Green functions and self-energies for quantum lattice models, free from systematic errors and valid in the thermodynamic limit. The method combines direct lattice simulations using the Blankenbecler Scalapino-Sugar quantum Monte Carlo (BSS-QMC) approach with controlled multigrid extrapolation techniques. We show that the half-filled Hubbard model is insulating at low temperatures even in the weak-coupling regime; the previously claimed Mott transition at intermediate coupling does not exist.

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.

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.

Multicanonical Monte Carlo simulations

1998

Canonical Monte Carlo simulations of disordered systems like spin glasses and systems undergoing first-order phase transitions are severely hampered by rare event states which lead to exponentially diverging autocorrelation times with increasing system size and hence to exponentially large statistical errors. One possibility to overcome this problem is the multicanonical reweighting method. Using standard local update algorithms it could be demonstrated that the dependence of autocorrelation times on the system size V is well described by a less divergent power law, τ∝Vα, with 1<α<3, depending on the system. After a brief review of the basic ideas, combinations of multicanonical reweighting…

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 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 graph-based multigrid with applications

2010

Poissonin yhtälön nopeat ratkaisijat

2016

Tutkielmassa esitellään Poissonin yhtälö sekä sen diskretointi. Lisäksi käydään läpi kaksi nopeaa numeerista menetelmää yhtälön ratkaisemiseksi. Yksinkertaisuuden vuoksi rajoitutaan kaksiulotteisiin tehtäviin, joissa on voimassa Dirichle’t reunaehto. Ensimmäinen menetelmistä on monihilamenetelmä, joka on iteratiivinen menetelmä, ja toisena syklinen reduktio, joka on suora menetelmä. Molemmat menetelmät ovat hyvin tehokkaita sekä helposti rinnakkaistuvia. In this thesis we introduce Poisson’s equation and its discretization. In addition we go through two fast numerical methods for solving the equation. The thesis is limited only to two-dimensional cases with Dirichlet boundary condition. The…

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…