A hybrid probabilistic domain decomposition algorithm suited for very large-scale elliptic PDEs
DOI10.1016/j.camwa.2023.07.004arXiv2301.05780OpenAlexW4385247339MaRDI QIDQ6052340
Francisco Bernal, Jorge Morón-Vidal, Juan A. Acebrón
Publication date: 21 September 2023
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.05780
domain decompositionscientific computingFeynman-Kacprobabilistic domain decompositionstrong scalabilityhigh-performance computing (HPC)
Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Iterative numerical methods for linear systems (65F10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A multigrid-like algorithm for probabilistic domain decomposition
- A survey of numerical methods for stochastic differential equations
- A capacitance matrix method for Dirichlet problem on polygon region
- The second generation FETI methods and their application to the parallel solution of large-scale linear and geometrically non-linear structural analysis problems
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
- Stopped diffusion processes: boundary corrections and overshoot
- An implementation of Milstein's method for general bounded diffusions
- Analysis of a two-level Schwarz method with coarse spaces based on local Dirichlet-to-Neumann maps
- A Highly Scalable Parallel Implementation of Balancing Domain Decomposition by Constraints
- Balancing domain decomposition
- An Introduction to Domain Decomposition Methods
- Functional Integration and Partial Differential Equations. (AM-109)
- On the Numerical Solution of Helmholtz's Equation by the Capacitance Matrix Method
- Elliptic Partial Differential Equations of Second Order
- Numerical Approximation for Functionals of Reflecting Diffusion Processes
- A Preconditioner for Substructuring Based on Constrained Energy Minimization
- Spectral Methods in MATLAB
- Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions
- The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
- Iterative Methods for the Solution of Elliptic Problems on Regions Partitioned into Substructures
- Schwarz methods of neumann‐neumann type for three‐dimensional elliptic finite element problems
- A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations
- Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods
- Randomized numerical linear algebra: Foundations and algorithms
- Scattered Data Approximation