930 research outputs found

    Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes

    Full text link
    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

    Full text link
    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 10810^8 voxels on 1000's of cores.Comment: 38 pages, 13 figures; accepted by Geophysical Journal Internationa
    • …
    corecore