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John Cagnol

Publications and source records attributed to John Cagnol.

3 recordsLinked to original sources

DFPI, A unified framework for deflated linear solvers: bridging the gap between Krylov subspace methods and Fixed-Point Iterations

Iterative algorithms are instrumental in modern numerical simulation for solving systems arising from the discretization of PDEs. They face however significant challenges in industrial applications, such as slow convergence, limit cycle oscillations, or iterations blow-up. An ideal preconditioner is rarely available and naive approaches such as Richardson iterations often fail to converge on complex cases, calling for generic sophistications such as deflation techniques and/or Krylov subspaces approaches. However the quest for an optimal general linear solver is still open and a matter of active research. This paper introduces a new theoretical framework, called DFPI (Deflated Fixed Point Iterations) for the iterative solution of linear systems. It unifies several existing acceleration and stabilization techniques such as RPM, BoostConv and Anderson acceleration, and bridges the gap between Richardson iterations and Krylov subspace methods, including GMRES, PCG, BiCGStab and variants. DFPI is structured around two key building blocks : the choice of a projection operator, on the one hand and the trouble vectors recruitment strategy, on the other hand. A general convergence result will be presented, showing the choice of a specific projection operator has minimal impact as long as the projection space remains invariant by the iteration matrix. However when this is not guaranteed, a minimization principle becomes a must have. Finally numerical comparisons will be conducted on a variety of relevant CFD cases.

math.NA

Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis

Community rating is a policy that mandates uniform premium regardless of the risk factors. In this paper, our focus narrows to the single contract interpretation wherein we establish a theoretical framework for community rating using Stiglitz's (1977) monopoly model in which there is a continuum of agents. We exhibit profitability conditions and show that, under mild regularity conditions, the optimal premium is unique and satisfies the inverse elasticity rule. Our numerical analysis, using realistic parameter values, reveals that under regulation, a 10% increase in indemnity is possible with minimal impact on other variables.

econ.TH

A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications

We provide a comprehensive analysis of the two-parameter Beta distributions seen from the perspective of second-order stochastic dominance. By changing its parameters through a bijective mapping, we work with a bounded subset D instead of an unbounded plane. We show that a mean-preserving spread is equivalent to an increase of the variance, which means that higher moments are irrelevant to compare the riskiness of Beta distributions. We then derive the lattice structure induced by second-order stochastic dominance, which is feasible thanks to the topological closure of D. Finally, we consider a standard (expected-utility based) portfolio optimization problem in which its inputs are the parameters of the Beta distribution. We explicitly characterize the subset of D for which the optimal solution consists of investing 100% of the wealth in the risky asset and we provide an exhaustive numerical analysis of this optimal solution through (color-coded) graphs.

math.PR