Open AccessBook
An Introduction to Multigrid Methods
TLDR
These notes were written for an introductory course on the application of multigrid methods to elliptic and hyperbolic partial differential equations for engineers, physicists and applied mathematicians, restricting ourselves to finite volume and finite difference discretization.Abstract:
These notes were written for an introductory course on the application of multigrid methods to elliptic and hyperbolic partial differential equations for engineers, physicists and applied mathematicians. The use of more advanced mathematical tools, such as functional analysis, is avoided. The course is intended to be accessible to a wide audience of users of computational methods. We restrict ourselves to finite volume and finite difference discretization. The basic principles are given. Smoothing methods and Fourier smoothing analysis are reviewed. The fundamental multigrid algorithm is studied. The smoothing and coarse grid approximation properties are discussed. Multigrid schedules and structured programming of multigrid algorithms are treated. Robustness and efficiency are considered.read more
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Jacobian-free Newton-Krylov methods: a survey of approaches and applications
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TL;DR: The aim of this paper is to present the reader with a perspective on how JFNK may be applicable to applications of interest and to provide sources of further practical information.
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Multilevel Monte Carlo Path Simulation
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Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-dependent Problems
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References
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The Finite Element Method for Elliptic Problems
Philippe G. Ciarlet,J. T. Oden +1 more
TL;DR: The finite element method has been applied to a variety of nonlinear problems, e.g., Elliptic boundary value problems as discussed by the authors, plate problems, and second-order problems.
Numerical solution of the Euler equations by finite volume methods using Runge Kutta time stepping schemes
TL;DR: In this paper, a new combination of a finite volume discretization in conjunction with carefully designed dissipative terms of third order, and a Runge Kutta time stepping scheme, is shown to yield an effective method for solving the Euler equations in arbitrary geometric domains.
Book
Supersonic flow and shock waves
Richard Courant,Kurt Friedrichs +1 more
TL;DR: In this article, the authors proposed a method to compressible ecoulement for compressible compressible and supersonique and onde de choc Reference Record created on 2005-11-18, modified on 2016-08-08
Journal ArticleDOI
Multi-level adaptive solutions to boundary-value problems
TL;DR: In this paper, the boundary value problem is discretized on several grids (or finite-element spaces) of widely different mesh sizes, and interactions between these levels enable us to solve the possibly nonlinear system of n discrete equations in 0(n) operations (40n additions and shifts for Poisson problems); and conveniently adapt the discretization (the local mesh size, local order of approximation, etc.) to the evolving solution in a nearly optimal way, obtaining "°°-order" approximations and low n, even when singularities are present.