Essays about: "multigrid"
Showing result 1 - 5 of 13 essays containing the word multigrid.
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1. Subgrid finite volume preconditioner for Discontinuous Galerkin implemented in the DUNE framework
University essay from Lunds universitet/Matematik LTHAbstract : A Jacobian free multigrid preconditioner for linear problems arising from Implicit Discontinuous Galerkin (DG) discretizations is implemented. The preconditioner is based on a multigrid method for a low order Finite volume (FV) discretization on a subcellgrid. L2-projections are introduced as a strategy to translate between the discretizations. READ MORE
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2. Pricing Put Options with Multilevel Monte Carlo Simulation
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : Monte Carlo path simulations are common in mathematical and computational finance as a way of estimating the expected values of a quantity such as a European put option, which is functional to the solution of a stochastic differential equation (SDE). The computational complexity of the standard Monte Carlo (MC) method grows quite large quickly, so in this thesis we focus on the Multilevel Monte Carlo (MLMC) method by Giles, which uses multigrid ideas to reduce the computational complexity. READ MORE
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3. Numerical Analysis of the Two Dimensional Wave Equation : Using Weighted Finite Differences for Homogeneous and Hetrogeneous Media
University essay from Uppsala universitet/Avdelningen för beräkningsvetenskapAbstract : This thesis discusses properties arising when finite differences are implemented forsolving the two dimensional wave equation on media with various properties. Both homogeneous and heterogeneous surfaces are considered. READ MORE
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4. Optimizing multigrid smoothers using GLT theory
University essay from Lunds universitet/Matematik LTH; Lunds universitet/MatematikcentrumAbstract : Multigrid algorithms are algorithms used to find numerical solutions to differential equations using a hierarchy of grids of different coarseness. This exploits the fact that short-wavelength components of the solutions converges at a faster rate than the long-wavelength components when using some basic iterative methods, such as the Jacobi method or the Gauss-Seidel method. READ MORE
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5. Smoothed Aggregation for Nonsymmetric Linear Systems
University essay from Lunds universitet/Matematik LTH; Lunds universitet/MatematikcentrumAbstract : Smoothed Aggregation (SA) is a technique from algebraic multigrid methods (AMG) which has shown very promising results when solving systems of linear equations with symmetric system matrices, but suboptimal results for nonsymmetric system matrices. The purpose of this thesis is to investigate the method EMIN(r) and a closely related method EMIN proposed by Sala and Tuminaro. READ MORE