Optimization of mesh hierarchies in Multilevel Monte Carlo samplers

We perform a general optimization of the parameters in the Multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. We optimize hierarchies with geometric and non-geometric sequences of mesh sizes and show that geometric hierarchies, when optimized, are nearly optimal and have the same asymptotic computational complexity as non-geometric optimal hierarchies. We discuss how enforcing constraints on parameters of MLMC hierarchies affects the optimality of these hierarchies. These constraints include an upper and a lower bound on the mesh size or enforcing that the number of samples and the number of discretization elements are integers. We also discuss the optimal tolerance splitting between the bias and the statistical error contributions and its asymptotic behavior. To provide numerical grounds for our theoretical results, we apply these optimized hierarchies together with the Continuation MLMC Algorithm. The first example considers a three-dimensional elliptic partial differential equation with random inputs. Its space discretization is based on continuous piecewise trilinear finite elements and the corresponding linear system is solved by either a direct or an iterative solver. The second example considers a one-dimensional It\^o stochastic differential equation discretized by a Milstein scheme

String equations in Whitham hierarchies: tau-functions and Virasoro constraints

A scheme for solving Whitham hierarchies satisfying a special class of string equations is presented. The tau-function of the corresponding solutions is obtained and the differential expressions of the underlying Virasoro constraints are characterized. Illustrative examples of exact solutions of Whitham hierarchies are derived and applications to conformal maps dynamics are indicated.Comment: 26 pages, 2 figure

Solving the Einstein constraints in periodic spaces with a multigrid approach

Novel applications of Numerical Relativity demand for more flexible algorithms and tools. In this paper, I develop and test a multigrid solver, based on the infrastructure provided by the Einstein Toolkit, for elliptic partial differential equations on spaces with periodic boundary conditions. This type of boundary often characterizes the numerical representation of cosmological models, where space is assumed to be made up of identical copies of a single fiducial domain, so that only a finite volume (with periodic boundary conditions at its edges) needs to be simulated. After a few tests and comparisons with existing codes, I use the solver to generate initial data for an infinite, periodic, cubic black-hole lattice.Comment: 25 pages, 15 figures. Fixed typos, added references and software release informatio

Kernel Formula Approach to the Universal Whitham Hierarchy

We derive the dispersionless Hirota equations of the universal Whitham hierarchy from the kernel formula approach proposed by Carroll and Kodama. Besides, we also verify the associativity equations in this hierarchy from the dispersionless Hirota equations and give a realization of the associative algebra with structure constants expressed in terms of the residue formulas.Comment: 18 page

Genus-zero Whitham hierarchies in conformal-map dynamics

A scheme for solving quasiclassical string equations is developped to prove that genus-zero Whitham hierarchies describe the deformations of planar domains determined by rational conformal maps. This property is applied in normal matrix models to show that deformations of simply-connected supports of eigenvalues under changes of coupling constants are governed by genus-zero Whitham hierarchies.Comment: 12 pages, 3 figure

Nonminimal supersymmetric standard model with lepton number violation

We carry out a detailed analysis of the nonminimal supersymmetric standard model with lepton number violation. The model contains a unique trilinear lepton number violating term in the superpotential which can give rise to neutrino masses at the tree level. We search for the gauged discrete symmetries realized by cyclic groups which preserve the structure of the associated trilinear superpotential of this model, and which satisfy the constraints of the anomaly cancellation. The implications of this trilinear lepton number violating term in the superpotential and the associated soft supersymmetry breaking term on the phenomenology of the light neutrino masses and mixing is studied in detail. We evaluate the tree and loop level contributions to the neutrino mass matrix in this model. We search for possible suppression mechanism which could explain large hierarchies and maximal mixing angles.Comment: Latex file, 43 pages, 2 figure

Adaptive Mesh Refinement for Coupled Elliptic-Hyperbolic Systems

We present a modification to the Berger and Oliger adaptive mesh refinement algorithm designed to solve systems of coupled, non-linear, hyperbolic and elliptic partial differential equations. Such systems typically arise during constrained evolution of the field equations of general relativity. The novel aspect of this algorithm is a technique of "extrapolation and delayed solution" used to deal with the non-local nature of the solution of the elliptic equations, driven by dynamical sources, within the usual Berger and Oliger time-stepping framework. We show empirical results demonstrating the effectiveness of this technique in axisymmetric gravitational collapse simulations. We also describe several other details of the code, including truncation error estimation using a self-shadow hierarchy, and the refinement-boundary interpolation operators that are used to help suppress spurious high-frequency solution components ("noise").Comment: 31 pages, 15 figures; replaced with published versio