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Wyszukujesz frazę "multigrid" wg kryterium: Temat


Wyświetlanie 1-3 z 3
Tytuł:
OVERLAPPING MULTIGRID METHODS AS AN EFFICIENT APPROACH FOR SOLVING THE BLACK-SCHOLES EQUATION
Autorzy:
Bernardelli, Michał
Powiązania:
https://bibliotekanauki.pl/articles/453023.pdf
Data publikacji:
2015
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
option pricing
Black-Scholes model
multigrid method
finite-difference scheme
Opis:
In this paper the modification of a two-level multigrid method by allowing an overlap between adjacent subdomains and its application to a one-dimensional Black-Scholes equation is described. The method is based on the finite-difference schema known as implicit Euler. Numerical experiments confirm the superiority of the proposed method in relation to the classic multigrid method in form of shortening computation time, memory savings and ease of parallelization. The comparison shows the advantages of overlapping grids vs method without them, mainly due to improved accuracy of the solution.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2015, 16, 1; 25-36
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The effect of multigrid parameters in a 3D heat diffusion equation
Autorzy:
de Oliveira, F.
Franco, S. R.
Villela Pinto, M. A.
Powiązania:
https://bibliotekanauki.pl/articles/264346.pdf
Data publikacji:
2018
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
metoda różnic skończonych
metoda Gaussa-Seidela
dyfuzja ciepła
multigrid
finite differences
Poisson 3D
solvers
parameters
Opis:
The aim of this paper is to reduce the necessary CPU time to solve the three-dimensional heat diffusion equation using Dirichlet boundary conditions. The finite difference method (FDM) is used to discretize the differential equations with a second-order accuracy central difference scheme (CDS). The algebraic equations systems are solved using the lexicographical and red-black Gauss-Seidel methods, associated with the geometric multigrid method with a correction scheme (CS) and V-cycle. Comparisons are made between two types of restriction: injection and full weighting. The used prolongation process is the trilinear interpolation. This work is concerned with the study of the influence of the smoothing value (v), number of mesh levels (L) and number of unknowns (N) on the CPU time, as well as the analysis of algorithm complexity.
Źródło:
International Journal of Applied Mechanics and Engineering; 2018, 23, 1; 213-221
1734-4492
2353-9003
Pojawia się w:
International Journal of Applied Mechanics and Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Efficient simulations of large-scale convective heat transfer problems
Autorzy:
Goik, Damian
Banaś, Krzysztof
Bielański, Jan
Chłoń, Kazimierz
Powiązania:
https://bibliotekanauki.pl/articles/2097965.pdf
Data publikacji:
2021
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
convective heat transfer
finite element method
sparse linear equations
algebraic multigrid
Navier–Stokes equations
GMRES
block preconditioning
SUPG stabilization
MPI
PETSc
scalability
Opis:
We describe an approach for efficient solution of large-scale convective heat transfer problems that are formulated as coupled unsteady heat conduction and incompressible fluid-flow equations. The original problem is discretized over time using classical implicit methods, while stabilized finite elements are used for space discretization. The algorithm employed for the discretization of the fluid-flow problem uses Picard’s iterations to solve the arising nonlinear equations. Both problems (the heat transfer and Navier–Stokes equations) give rise to large sparse systems of linear equations. The systems are solved by using an iterative GMRES solver with suitable preconditioning. For the incompressible flow equations, we employ a special preconditioner that is based on an algebraic multigrid (AMG) technique. This paper presents algorithmic and implementation details of the solution procedure, which is suitably tuned – especially for ill-conditioned systems that arise from discretizations of incompressible Navier–Stokes equations. We describe a parallel implementation of the solver using MPI and elements from the PETSC library. The scalability of the solver is favorably compared with other methods, such as direct solvers and the standard GMRES method with ILU preconditioning.
Źródło:
Computer Science; 2021, 22 (4); 517--538
1508-2806
2300-7036
Pojawia się w:
Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-3 z 3

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