English
Ciência-IUL
Publicações
Descrição Detalhada da Publicação
Título Revista
Computers and Mathematics with Applications
Ano (publicação definitiva)
2016
Língua
Inglês
País
Reino Unido
Mais Informação
Web of Science®
Scopus
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Abstract/Resumo
We present an iterative scheme, reminiscent of the Multigrid method, to solve large boundary value problems with Probabilistic Domain Decomposition (PDD). In it, increasingly accurate approximations to the solution are used as control variates in order to reduce the Monte Carlo error of the following iterates-resulting in an overall acceleration of PDD for a given error tolerance. The key feature of the proposed algorithm is the ability to approximately predict the speedup with little computational overhead and in parallel. Besides, the theoretical framework allows to explore other aspects of PDD, such as stability. One numerical example is worked out, yielding an improvement between one and two orders of magnitude over the previous version of PDD.
Agradecimentos/Acknowledgements
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Palavras-chave
PDD,Domain decomposition,Scalability,High-performance supercomputing,Variance reduction,Feynman–Kac formula
Classificação Fields of Science and Technology
- Matemáticas - Ciências Naturais
Registos de financiamentos
| Referência de financiamento | Entidade Financiadora |
|---|---|
| UID/CEC/50021/2013 | Fundação para a Ciência e a Tecnologia |
| SFRH/BPD/79986/2011 | Fundação para a Ciência e a Tecnologia |
| PTDC/EIA-CCO/098910/2008 | Fundação para a Ciência e a Tecnologia |
