On local Fourier analysis of multigrid methods for PDEs with jumping and random coefficients

DOI10.1137/18M1173769zbMATH Open1435.65053arXiv1803.08864WikidataQ114074305 ScholiaQ114074305MaRDI QIDQ5376563FDOQ5376563

Authors: Prashant Kumar, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee 

Publication date: 13 May 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: In this paper, we propose a novel non-standard Local Fourier Analysis (LFA) variant for accurately predicting the multigrid convergence of problems with random and jumping coefficients. This LFA method is based on a specific basis of the Fourier space rather than the commonly used Fourier modes. To show the utility of this analysis, we consider, as an example, a simple cell-centered multigrid method for solving a steady-state single phase flow problem in a random porous medium. We successfully demonstrate the prediction capability of the proposed LFA using a number of challenging benchmark problems. The information provided by this analysis helps us to estimate a-priori the time needed for solving certain uncertainty quantification problems by means of a multigrid multilevel Monte Carlo method.

Full work available at URL: https://arxiv.org/abs/1803.08864

Recommendations

• Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
• On the validity of the local Fourier analysis
• Fourier analysis of periodic stencils in multigrid methods
• A generalized predictive analysis tool for multigrid methods.
• Local Fourier analysis for multigrid with overlapping smoothers applied to systems of PDEs.

zbMATH Keywords

uncertainty quantificationlocal Fourier analysismultigridmultilevel Monte Carlorandom coefficientsPDEs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Cites Work

• The Geometry of Random Fields
• Title not available (Why is that?)
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Stability and monotonicity for some discretizations of the Biot's consolidation model
• Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data
• Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
• Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
• Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
• Karhunen-Loève approximation of random fields by generalized fast multipole methods
• Numerical methods for stochastic computations. A spectral method approach.
• Title not available (Why is that?)
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• On three-grid Fourier analysis for multigrid
• Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
• Approximating infinity-dimensional stochastic Darcy's equations without uniform ellipticity
• An Approach to Statistical Spatial-Temporal Modeling of Meteorological Fields
• Multigrid techniques. 1984 guide with applications to fluid dynamics
• Black box multigrid
• Algebraic multigrid by smoothed aggregation for second and fourth order elliptic problems
• Convergence of algebraic multigrid based on smoothed aggregation
• Coarse-Grid Correction for Nonelliptic and Singular Perturbation Problems
• Adaptive Smoothed Aggregation ($\alpha$SA) Multigrid
• The black box multigrid numerical homogenization algorithm
• Matrix-Dependent Multigrid Homogenization for Diffusion Problems
• A simple cell-centered multigrid method for 3D interface problems
• Black box multigrid for nonsymmetric problems
• Multilevel Monte Carlo Methods
• The Analysis of Multigrid Algorithms with Nonnested Spaces or Noninherited Quadratic Forms
• A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
• The Multi-Grid Method for the Diffusion Equation with Strongly Discontinuous Coefficients
• Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
• Cell-centered multigrid for interface problems
• Vertex-centered and cell-centered multigrid for interface problems
• Towards algebraic multigrid for elliptic problems of second order
• Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
• Black Box Multigrid with coarsening by a factor of three
• The analysis of multigrid algorithms for cell centered finite difference methods
• Uzawa Smoother in Multigrid for the Coupled Porous Medium and Stokes Flow System
• Local Fourier analysis for cell-centered multigrid methods on triangular grids
• A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system
• Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods
• Fourier Analysis of Periodic Stencils in Multigrid Methods

Cited In (14)

• Modified Picard with multigrid method for two-phase flow problems in rigid porous media
• Extrapolation Cascadic Multigrid Method for Cell-Centered FV Discretization of Diffusion Equations with Strongly Discontinuous and Anisotropic Coefficients
• Multigrid solvers for multipoint flux approximations of the Darcy problem on rough quadrilateral grids
• A new FV scheme and fast cell-centered multigrid solver for 3D anisotropic diffusion equations with discontinuous coefficients
• A parametric acceleration of multilevel Monte Carlo convergence for nonlinear variably saturated flow
• Local Fourier Analysis of Balancing Domain Decomposition By Constraints Algorithms
• A Generalized and Unified Framework of Local Fourier Analysis Using Matrix-Stencils
• Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
• A local Fourier analysis for additive Schwarz smoothers
• Tuning Multigrid Methods with Robust Optimization and Local Fourier Analysis
• Smoothing Analysis of Two Robust Multigrid Methods for Elliptic Optimal Control Problems
• A semi matrix-free twogrid preconditioner for the Helmholtz equation with near optimal shifts
• Local Fourier Analysis of p-Multigrid for High-Order Finite Element Operators
• Automated local Fourier analysis (aLFA)

This page was built for publication: On local Fourier analysis of multigrid methods for PDEs with jumping and random coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5376563)