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

On the Min-Max-Delay Problem: NP-completeness, Algorithm, and Integrality Gap

We study a delay-sensitive information flow problem where a source streams information to a sink over a directed graph G(V,E) at a fixed rate R possibly using multiple paths to minimize the maximum end-to-end delay, denoted as the Min-Max-Delay problem. Transmission over an edge incurs a constant delay within the capacity. We prove that Min-Max-Delay is weakly NP-complete, and demonstrate that it becomes strongly NP-complete if we require integer flow solution. We propose an optimal pseudo-polynomial time algorithm for Min-Max-Delay, with time complexity O(\log (Nd_{\max}) (N^5d_{\max}^{2.5})(\log R+N^2d_{\max}\log(N^2d_{\max}))), where N = \max\{|V|,|E|\} and d_{\max} is the maximum edge delay. Besides, we show that the integrality gap, which is defined as the ratio of the maximum delay of an optimal integer flow to the maximum delay of an optimal fractional flow, could be arbitrarily large