Uniform convergence of V-cycle multigrid algorithms for two-dimensional fractional Feynman-Kac equation

In this paper we derive new uniform convergence estimates for the V-cycle MGM applied to symmetric positive definite Toeplitz block tridiagonal matrices, by also discussing few connections with previous results. More concretely, the contributions of this paper are as follows: (1) It tackles the Toeplitz systems directly for the elliptic PDEs. (2) Simple (traditional) restriction operator and prolongation operator are employed in order to handle general Toeplitz systems at each level of the recursion. Such a technique is then applied to systems of algebraic equations generated by the difference scheme of the two-dimensional fractional Feynman-Kac equation, which describes the joint probability density function of non-Brownian motion. In particular, we consider the two coarsening strategies, i.e., doubling the mesh size (geometric MGM) and Galerkin approach (algebraic MGM), which lead to the distinct coarsening stiffness matrices in the general case: however, several numerical experiments show that the two algorithms produce almost the same error behaviour.Comment: 26 page

hp-adaptive discontinuous Galerkin solver for elliptic equations in numerical relativity

A considerable amount of attention has been given to discontinuous Galerkin methods for hyperbolic problems in numerical relativity, showing potential advantages of the methods in dealing with hydrodynamical shocks and other discontinuities. This paper investigates discontinuous Galerkin methods for the solution of elliptic problems in numerical relativity. We present a novel hp-adaptive numerical scheme for curvilinear and non-conforming meshes. It uses a multigrid preconditioner with a Chebyshev or Schwarz smoother to create a very scalable discontinuous Galerkin code on generic domains. The code employs compactification to move the outer boundary near spatial infinity. We explore the properties of the code on some test problems, including one mimicking Neutron stars with phase transitions. We also apply it to construct initial data for two or three black holes

A dispersion minimizing scheme for the 3-D Helmholtz equation based on ray theory

We develop a new dispersion minimizing compact finite difference scheme for the Helmholtz equation in 2 and 3 dimensions. The scheme is based on a newly developed ray theory for difference equations. A discrete Helmholtz operator and a discrete operator to be applied to the source and the wavefields are constructed. Their coefficients are piecewise polynomial functions of $hk$, chosen such that phase and amplitude errors are minimal. The phase errors of the scheme are very small, approximately as small as those of the 2-D quasi-stabilized FEM method and substantially smaller than those of alternatives in 3-D, assuming the same number of gridpoints per wavelength is used. In numerical experiments, accurate solutions are obtained in constant and smoothly varying media using meshes with only five to six points per wavelength and wave propagation over hundreds of wavelengths. When used as a coarse level discretization in a multigrid method the scheme can even be used with downto three points per wavelength. Tests on 3-D examples with up to $10^8$ degrees of freedom show that with a recently developed hybrid solver, the use of coarser meshes can lead to corresponding savings in computation time, resulting in good simulation times compared to the literature.Comment: 33 pages, 12 figures, 6 table