The method of regularised stokeslets is widely used in microscale biological fluid dynamics due to its ease of implementation, natural treatment of complex moving geometries, and removal of singular functions to integrate. The standard implementation of the method is subject to high computational cost due to the coupling of the linear system size to the numerical resolution required to resolve the rapidly-varying regularised stokeslet kernel. Here we show how Richardson extrapolation with coarse values of the regularisation parameter is ideally-suited to reduce the quadrature error, hence dramatically reducing the storage and solution costs without loss of accuracy. Numerical experiments on the resistance and mobility problems in Stokes flow support the analysis, confirming several orders of magnitude improvement in accuracy and/or efficiency.
In this work, we study the application the classical Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for solving initial-value problems of systems of ordinary differential equations numerically. The advantage of the LMM-RE approach is that the combined method possesses higher order and favorable linear stability properties in terms of $A$- or $A(α)$-stability, and existing LMM codes can be used without any modification.
Approximate solutions of Urysohn integral equations using projection methods involve integrals which need to be evaluated using a numerical quadrature formula. It gives rise to the discrete versions of the projection methods. For $r \geq 1,$ a space of piece-wise polynomials of degree $\leq r - 1$ with respect to an uniform partition is chosen to be the approximating space and the projection is chosen to be the interpolatory projection at $r$ Gauss points. Asymptotic expansion for the iterated modified projection solution is available in literature. In this paper, we obtain an asymptotic expan…
Superconvergence analysis of linear FEM based on the polynomial preserving recovery and Richardson extrapolation for Helmholtz equation with high wave number
Beijing Computational Science Research Center(北京计算科学研究中心);Department of Mathematics, Nanjing University(南京大学数学系);Department of Mathematics, Wayne State University(韦恩州立大学数学系)
We consider a Urysohn integral operator $\mathcal{K}$ with kernel of the type of Green's function. For $r \geq 1$, a space of piecewise polynomials of degree $\leq r-1 $ with respect to a uniform partition is chosen to be the approximating space and the projection is chosen to be the orthogonal projection. Iterated Galerkin method is applied to the integral equation $x - \mathcal{K}(x) = f$. It is known that the order of convergence of the iterated Galerkin solution is $r+2$ and, at the above partition points it is $2r$. We obtain an asymptotic expansion of the iterated Galerkin solution at th…
INRIA(法国国家信息与自动化研究所);Ecole Normale Supérieure(巴黎高等师范学院);PSL Research University(巴黎文理研究大学)
Richardson extrapolation is a classical technique from numerical analysis that can improve the approximation error of an estimation method by combining linearly several estimates obtained from different values of one of its hyperparameters, without the need to know in details the inner structure of the original estimation method. The main goal of this paper is to study when Richardson extrapolation can be used within machine learning, beyond the existing applications to step-size adaptations in stochastic gradient descent. We identify two situations where Richardson interpolation can be useful…
Let $\{\xx_m\}$ be a vector sequence that satisfies $$ \xx_m\sim \sss+\sum^\infty_{i=1}α_i \gg_i(m)\quad\text{as $m\to\infty$},$$ $\sss$ being the limit or antilimit of $\{\xx_m\}$ and $\{\gg_i(m)\}^\infty_{i=1}$ being an asymptotic scale as $m\to\infty$, in the sense that $$\lim_{m\to\infty}\frac{\|\gg_{i+1}(m)\|}{\|\gg_{i}(m)\|}=0,\quad i=1,2,\ldots.$$ The vector sequences $\{\gg_i(m)\}^\infty_{m=0}$, $i=1,2,\ldots,$ are known, as well as $\{\xx_m\}$. In this work, we analyze the convergence and convergence acceleration properties of a vectorized version of the generalized Richardson extrapo…
An extrapolation cascadic multigrid method combined with a fourth order compact scheme for 3D poisson equation
School of Mathematics and Statistics, Central South University(中南大学数学与统计学院);School of Aerospace Engineering and Applied Mechanics, Tongji University(同济大学航空航天与力学学院)