On Local Fourier Analysis of Multigrid Methods for PDEs with Jumping and Random Coefficients

DOI10.1137/18M1173769zbMath1435.65053arXiv1803.08864WikidataQ114074305 ScholiaQ114074305MaRDI QIDQ5376563

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

Publication date: 13 May 2019

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

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

zbMATH Keywords

random coefficientsmultigridPDEsuncertainty quantificationlocal Fourier analysismultilevel Monte Carlo

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)

Related Items (12)

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

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