Convergence of random variables

In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to statistics and stochastic processes. The same concepts are known in more general mathematics as stochastic convergence and they formalize the idea that a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behavior that is essentially unchanging when items far enough into the sequence are studied. The different possible notions of convergence relate to how such a behavior can be characterized: two readily understood behaviors are that the sequence eventually takes a constant value, and that values in the sequence continue to change but can be described by an unchanging probability distribution. Background "Stochastic convergence" formalizes the idea that a sequence of essentially r

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Agglomeration coarse corrections: convergence estimate and numerical results

Marzio Sala

2003

Mixed-precision explicit stabilized Runge-Kutta methods for single- and multi-scale differential equations

Matteo Croci, Giacomo Rosilho De Souza

Mixed-precision algorithms combine low-and high-precision computations in order to benefit from the performance gains of reduced-precision without sacrificing accuracy. In this work, we design mixed-precision Runge-Kutta-Chebyshev (RKC) methods, where high precision is used for accuracy, and low precision for stability. Generally speaking, RKC methods are low-order explicit schemes with a stability domain growing quadratically with the number of function evaluations. For this reason, most of the computational effort is spent on stability rather than accuracy purposes. In this paper, we show that a naive mixed-precision implementation of any Runge-Kutta scheme can harm the convergence order of the method and limit its accuracy, and we introduce a new class of mixed precision RKC schemes that are instead unaffected by this limiting behavior. We present three mixed-precision schemes: a first-and a second-order RKC method, and a first order multirate RKC scheme for multiscale problems. These schemes perform only the few function evaluations needed for accuracy (1 or 2 for first-and second-order methods respectively) in high precision, while the rest are performed in low precision. We prove that while these methods are essentially as cheap as their fully low-precision equivalent, they retain the stability and convergence order of their high-precision counterpart. Indeed, numerical experiments confirm that these schemes are as accurate as the corresponding high-precision method. (C) 2022 Elsevier Inc. All rights reserved.

ACADEMIC PRESS INC ELSEVIER SCIENCE2022

Analysis of an algebraic Petrov-Galerkin smoothed aggregation multigrid method

We give a convergence estimate for a Petrov-Galerkin Algebraic Multigrid method. In this method, the prolongations are defined using the concept of smoothed aggregation while the restrictions are simple aggregation operators. The analysis is carried out by showing that these methods can be interpreted as variational Ritz-Galerkin ones using modified transfer and smoothing operators. The estimate depends only on a weak approximation property for the aggregation operators. For a scalar second order elliptic problem using linear elements, this assumption is shown to hold using simple geometrical arguments on the aggregates. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

2008

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In probability theory, the central limit theorem (CLT) establishes that, in many situations, for independent and identically distributed random variables, the sampling distribution of the standardiz

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