Bringing physics into the coarse‐grid selection: Approximate diffusion distance/effective resistance measures for network analysis and algebraic multigrid for graph Laplacians and systems of elliptic partial differential equations
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引用次数: 0
Abstract
Abstract In a recent paper, the author examined a correlation affinity measure for selecting the coarse degrees of freedom (CDOFs) or coarse nodes (C nodes) in systems of elliptic partial differential equations (PDEs). This measure was applied to a set of relaxed vectors, which exposed the near‐nullspace components of the PDE operator. Selecting the CDOFs using this affinity measure and constructing the interpolation operators using a least‐squares procedure, an algebraic multigrid (AMG) method was developed. However, there are several noted issues with this AMG solver. First, to capture strong anisotropies, a large number of test vectors may be needed; and second, the solver's performance can be sensitive to the initial set of random test vectors. Both issues reflect the sensitive statistical nature of the measure. In this article, we derive several other statistical measures that ameliorate these issues and lead to better AMG performance. These measures are related to a Markov process, which the PDE itself may model. Specifically, the measures are based on the diffusion distance/effective resistance for such process, and hence, these measures incorporate physics into the CDOF selection. Moreover, because the diffusion distance/effective resistance can be used to analyze graph networks, these measures also provide a very economical scheme for analyzing large‐scale networks. In this article, the derivations of these measures are given, and numerical experiments for analyzing networks and for AMG performance on weighted‐graph Laplacians and systems of elliptic boundary‐value problems are presented.
期刊介绍:
Manuscripts submitted to Numerical Linear Algebra with Applications should include large-scale broad-interest applications in which challenging computational results are integral to the approach investigated and analysed. Manuscripts that, in the Editor’s view, do not satisfy these conditions will not be accepted for review.
Numerical Linear Algebra with Applications receives submissions in areas that address developing, analysing and applying linear algebra algorithms for solving problems arising in multilinear (tensor) algebra, in statistics, such as Markov Chains, as well as in deterministic and stochastic modelling of large-scale networks, algorithm development, performance analysis or related computational aspects.
Topics covered include: Standard and Generalized Conjugate Gradients, Multigrid and Other Iterative Methods; Preconditioning Methods; Direct Solution Methods; Numerical Methods for Eigenproblems; Newton-like Methods for Nonlinear Equations; Parallel and Vectorizable Algorithms in Numerical Linear Algebra; Application of Methods of Numerical Linear Algebra in Science, Engineering and Economics.