930 research outputs found
Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes
When solving stochastic partial differential equations (SPDEs) driven by
additive spatial white noise, the efficient sampling of white noise
realizations can be challenging. Here, we present a new sampling technique that
can be used to efficiently compute white noise samples in a finite element
method and multilevel Monte Carlo (MLMC) setting. The key idea is to exploit
the finite element matrix assembly procedure and factorize each local mass
matrix independently, hence avoiding the factorization of a large matrix.
Moreover, in a MLMC framework, the white noise samples must be coupled between
subsequent levels. We show how our technique can be used to enforce this
coupling even in the case of non-nested mesh hierarchies. We demonstrate the
efficacy of our method with numerical experiments. We observe optimal
convergence rates for the finite element solution of the elliptic SPDEs of
interest in 2D and 3D and we show convergence of the sampled field covariances.
In a MLMC setting, a good coupling is enforced and the telescoping sum is
respected.Comment: 28 pages, 10 figure
Optimal, scalable forward models for computing gravity anomalies
We describe three approaches for computing a gravity signal from a density
anomaly. The first approach consists of the classical "summation" technique,
whilst the remaining two methods solve the Poisson problem for the
gravitational potential using either a Finite Element (FE) discretization
employing a multilevel preconditioner, or a Green's function evaluated with the
Fast Multipole Method (FMM). The methods utilizing the PDE formulation
described here differ from previously published approaches used in gravity
modeling in that they are optimal, implying that both the memory and
computational time required scale linearly with respect to the number of
unknowns in the potential field. Additionally, all of the implementations
presented here are developed such that the computations can be performed in a
massively parallel, distributed memory computing environment. Through numerical
experiments, we compare the methods on the basis of their discretization error,
CPU time and parallel scalability. We demonstrate the parallel scalability of
all these techniques by running forward models with up to voxels on
1000's of cores.Comment: 38 pages, 13 figures; accepted by Geophysical Journal Internationa
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