Fast Direct Solvers for Elliptic PDEs

Fast Direct Solvers for Elliptic PDEs
Author: Per-Gunnar Martinsson
Publisher: SIAM
Total Pages: 332
Release: 2019-12-16
Genre: Mathematics
ISBN: 1611976049

Fast solvers for elliptic PDEs form a pillar of scientific computing. They enable detailed and accurate simulations of electromagnetic fields, fluid flows, biochemical processes, and much more. This textbook provides an introduction to fast solvers from the point of view of integral equation formulations, which lead to unparalleled accuracy and speed in many applications. The focus is on fast algorithms for handling dense matrices that arise in the discretization of integral operators, such as the fast multipole method and fast direct solvers. While the emphasis is on techniques for dense matrices, the text also describes how similar techniques give rise to linear complexity algorithms for computing the inverse or the LU factorization of a sparse matrix resulting from the direct discretization of an elliptic PDE. This is the first textbook to detail the active field of fast direct solvers, introducing readers to modern linear algebraic techniques for accelerating computations, such as randomized algorithms, interpolative decompositions, and data-sparse hierarchical matrix representations. Written with an emphasis on mathematical intuition rather than theoretical details, it is richly illustrated and provides pseudocode for all key techniques. Fast Direct Solvers for Elliptic PDEs is appropriate for graduate students in applied mathematics and scientific computing, engineers and scientists looking for an accessible introduction to integral equation methods and fast solvers, and researchers in computational mathematics who want to quickly catch up on recent advances in randomized algorithms and techniques for working with data-sparse matrices.

Fast Direct Solvers for Elliptic PDEs

Fast Direct Solvers for Elliptic PDEs
Author: Per-Gunnar Martinsson
Publisher:
Total Pages:
Release: 2019
Genre: Differential equations, Elliptic
ISBN: 9781611976038

"This is a book about how to efficiently solve elliptic partial differential equations numerically"--

A Tutorial on Elliptic PDE Solvers and Their Parallelization

A Tutorial on Elliptic PDE Solvers and Their Parallelization
Author: Craig C. Douglas
Publisher: SIAM
Total Pages: 153
Release: 2003-01-01
Genre: Technology & Engineering
ISBN: 9780898718171

This compact yet thorough tutorial is the perfect introduction to the basic concepts of solving partial differential equations (PDEs) using parallel numerical methods. In just eight short chapters, the authors provide readers with enough basic knowledge of PDEs, discretization methods, solution techniques, parallel computers, parallel programming, and the run-time behavior of parallel algorithms to allow them to understand, develop, and implement parallel PDE solvers. Examples throughout the book are intentionally kept simple so that the parallelization strategies are not dominated by technical details.

Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2020+1

Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2020+1
Author: Jens M. Melenk
Publisher: Springer Nature
Total Pages: 571
Release: 2023-06-30
Genre: Mathematics
ISBN: 3031204328

The volume features high-quality papers based on the presentations at the ICOSAHOM 2020+1 on spectral and high order methods. The carefully reviewed articles cover state of the art topics in high order discretizations of partial differential equations. The volume presents a wide range of topics including the design and analysis of high order methods, the development of fast solvers on modern computer architecture, and the application of these methods in fluid and structural mechanics computations.

PETSc for Partial Differential Equations: Numerical Solutions in C and Python

PETSc for Partial Differential Equations: Numerical Solutions in C and Python
Author: Ed Bueler
Publisher: SIAM
Total Pages: 407
Release: 2020-10-22
Genre: Mathematics
ISBN: 1611976316

The Portable, Extensible Toolkit for Scientific Computation (PETSc) is an open-source library of advanced data structures and methods for solving linear and nonlinear equations and for managing discretizations. This book uses these modern numerical tools to demonstrate how to solve nonlinear partial differential equations (PDEs) in parallel. It starts from key mathematical concepts, such as Krylov space methods, preconditioning, multigrid, and Newton’s method. In PETSc these components are composed at run time into fast solvers. Discretizations are introduced from the beginning, with an emphasis on finite difference and finite element methodologies. The example C programs of the first 12 chapters, listed on the inside front cover, solve (mostly) elliptic and parabolic PDE problems. Discretization leads to large, sparse, and generally nonlinear systems of algebraic equations. For such problems, mathematical solver concepts are explained and illustrated through the examples, with sufficient context to speed further development. PETSc for Partial Differential Equations addresses both discretizations and fast solvers for PDEs, emphasizing practice more than theory. Well-structured examples lead to run-time choices that result in high solver performance and parallel scalability. The last two chapters build on the reader’s understanding of fast solver concepts when applying the Firedrake Python finite element solver library. This textbook, the first to cover PETSc programming for nonlinear PDEs, provides an on-ramp for graduate students and researchers to a major area of high-performance computing for science and engineering. It is suitable as a supplement for courses in scientific computing or numerical methods for differential equations.

Solving Problems in Multiply Connected Domains

Solving Problems in Multiply Connected Domains
Author: Darren Crowdy
Publisher: SIAM
Total Pages: 457
Release: 2020-04-20
Genre: Mathematics
ISBN: 1611976154

Whenever two or more objects or entities—be they bubbles, vortices, black holes, magnets, colloidal particles, microorganisms, swimming bacteria, Brownian random walkers, airfoils, turbine blades, electrified drops, magnetized particles, dislocations, cracks, or heterogeneities in an elastic solid—interact in some ambient medium, they make holes in that medium. Such holey regions with interacting entities are called multiply connected. This book describes a novel mathematical framework for solving problems in two-dimensional, multiply connected regions. The framework is built on a central theoretical concept: the prime function, whose significance for the applied sciences, especially for solving problems in multiply connected domains, has been missed until recent work by the author. This monograph is a one-of-a-kind treatise on the prime function associated with multiply connected domains and how to use it in applications. The book contains many results familiar in the simply connected, or single-entity, case that are generalized naturally to any number of entities, in many instances for the first time. Solving Problems in Multiply Connected Domains is aimed at applied and pure mathematicians, engineers, physicists, and other natural scientists; the framework it describes finds application in a diverse array of contexts. The book provides a rich source of project material for undergraduate and graduate courses in the applied sciences and could serve as a complement to standard texts on advanced calculus, potential theory, partial differential equations and complex analysis, and as a supplement to texts on applied mathematical methods in engineering and science.

Time Parallel Time Integration

Time Parallel Time Integration
Author: Martin J. Gander
Publisher: SIAM
Total Pages: 273
Release: 2024-10-15
Genre: Mathematics
ISBN: 1611978025

Predicting the future is a difficult task but, as with the weather, it is possible with good models. But how does one predict the far future before the near future is known? Time parallel time integration, also known as PinT (Parallel-in-Time) methods, aims to predict the near and far future simultaneously. In this self-contained book, the first on the topic, readers will find a comprehensive and up-to-date description of methods and techniques that have been developed to do just this. The authors describe the four main classes of PinT methods: shooting-type methods, waveform relaxation methods, time parallel multigrid methods, and direct time parallel methods. In addition, they provide historical background for each of the method classes, complete convergence analyses for the most representative variants of the methods in each class, and illustrations and runnable MATLAB code. An ideal introduction to this exciting and very active research field, Time Parallel Time Integration can be used for independent study or for a graduate course.

Inverse Scattering Theory and Transmission Eigenvalues

Inverse Scattering Theory and Transmission Eigenvalues
Author: Fioralba Cakoni
Publisher: SIAM
Total Pages: 259
Release: 2022-12-07
Genre: Mathematics
ISBN: 1611977428

Inverse scattering theory is a major theme in applied mathematics, with applications to such diverse areas as medical imaging, geophysical exploration, and nondestructive testing. The inverse scattering problem is both nonlinear and ill-posed, thus presenting challenges in the development of efficient inversion algorithms. A further complication is that anisotropic materials cannot be uniquely determined from given scattering data. In the first edition of Inverse Scattering Theory and Transmission Eigenvalues, the authors discussed methods for determining the support of inhomogeneous media from measured far field data and the role of transmission eigenvalue problems in the mathematical development of these methods. In this second edition, three new chapters describe recent developments in inverse scattering theory. In particular, the authors explore the use of modified background media in the nondestructive testing of materials and methods for determining the modified transmission eigenvalues that arise in such applications from measured far field data. They also examine nonscattering wave numbers—a subset of transmission eigenvalues—using techniques taken from the theory of free boundary value problems for elliptic partial differential equations and discuss the dualism of scattering poles and transmission eigenvalues that has led to new methods for the numerical computation of scattering poles. This book will be of interest to research mathematicians and engineers and physicists working on problems in target identification. It will also be useful to advanced graduate students in many areas of applied mathematics.

Numerical Linear Algebra

Numerical Linear Algebra
Author: Lloyd N. Trefethen
Publisher: SIAM
Total Pages: 387
Release: 2022-06-17
Genre: Mathematics
ISBN: 1611977169

Since its original appearance in 1997, Numerical Linear Algebra has been a leading textbook in its field, used in universities around the world. It is noted for its 40 lecture-sized short chapters and its clear and inviting style. It is reissued here with a new foreword by James Nagy and a new afterword by Yuji Nakatsukasa about subsequent developments.