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2 votes
0 answers
75 views

Dense matrix vs sparse matrix, when they have same number of nonzero elements

I came across a new way in the literature to solve PDE problems numerically, which is called 'Patch Reconstruction'. One example paper is: Li, R., Sun, Z., Yang, F., & Yang, Z. (2019). A finite ...
陳Keefe's user avatar
6 votes
1 answer
762 views

What is the big-O complexity of solving the sparse Laplace equation in the plane?

In MATLAB, you can get a 2d Laplacian via A = delsq(numgrid('S',N)); yielding a matrix $A$ that is $n \times n$ with $n = O(N^2)$, for a square domain discretized ...
Sébastien Loisel's user avatar
2 votes
0 answers
33 views

Discrete maximum priniciple for parabolic operators

While reading a paper on the topic 'Numerical solutions for generalized Black-Scholes equation', It is given that their numerical scheme can be executed explicitly by solving a linear system $\mathbf ...
RIYASUDHEEN TK's user avatar
3 votes
1 answer
327 views

Numerical iterative methods for Poisson equation

Given a domain $\Omega \subset \Bbb R^n$ and $\Delta\varphi=f$ where $\varphi:\Bbb R^n \to \Bbb R$ is unknown and $f:\Omega\to \Bbb R$ is a blackbox function (for each $\bf x$ it provides $f({\bf x})$,...
Ralph B.'s user avatar
  • 135
2 votes
0 answers
112 views

Coarse grid correction

Let $A_h \in \mathbb{R}^{n \times n}$ be the matrix corresponding to a finite element discretization of some nonselfadjoint, bounded and indefinite bilinear form corresponding to a second order ...
Astor's user avatar
  • 323