Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10071/13167
Registo completo
Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Bernal, F. | - |
dc.contributor.author | Acebron, J. A. | - |
dc.date.accessioned | 2017-05-02T14:00:46Z | - |
dc.date.available | 2017-05-02T14:00:46Z | - |
dc.date.issued | 2016 | - |
dc.identifier.issn | 0898-1221 | - |
dc.identifier.uri | http://hdl.handle.net/10071/13167 | - |
dc.description.abstract | 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. | eng |
dc.language.iso | eng | - |
dc.publisher | Pergamon/Elsevier | - |
dc.relation | info:eu-repo/grantAgreement/FCT/5876/147282/PT | - |
dc.relation | info:eu-repo/grantAgreement/FCT/SFRH/SFRH%2FBPD%2F79986%2F2011/PT | - |
dc.relation | info:eu-repo/grantAgreement/FCT/3599-PPCDT/98910/PT | - |
dc.rights | openAccess | por |
dc.subject | PDD | eng |
dc.subject | Domain decomposition | eng |
dc.subject | Scalability | eng |
dc.subject | High-performance supercomputing | eng |
dc.subject | Variance reduction | eng |
dc.subject | Feynman–Kac formula | eng |
dc.title | A multigrid-like algorithm for probabilistic domain decomposition | eng |
dc.type | article | - |
dc.pagination | 1790 - 1810 | - |
dc.publicationstatus | Publicado | por |
dc.peerreviewed | yes | - |
dc.journal | Computers and Mathematics with Applications | - |
dc.distribution | Internacional | por |
dc.volume | 72 | - |
dc.number | 7 | - |
degois.publication.firstPage | 1790 | - |
degois.publication.lastPage | 1810 | - |
degois.publication.issue | 7 | - |
degois.publication.title | A multigrid-like algorithm for probabilistic domain decomposition | eng |
dc.date.updated | 2019-04-23T11:54:23Z | - |
dc.description.version | info:eu-repo/semantics/submittedVersion | - |
dc.identifier.doi | 10.1016/j.camwa.2016.07.030 | - |
dc.subject.fos | Domínio/Área Científica::Ciências Naturais::Matemáticas | por |
iscte.identifier.ciencia | https://ciencia.iscte-iul.pt/id/ci-pub-29745 | - |
iscte.alternateIdentifiers.wos | WOS:000384851700003 | - |
iscte.alternateIdentifiers.scopus | 2-s2.0-84991254705 | - |
Aparece nas coleções: | CTI-RI - Artigos em revistas científicas internacionais com arbitragem científica |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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A multigrid-like algorithm for probabilistic.pdf | Pré-print | 549,7 kB | Adobe PDF | Ver/Abrir |
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