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Matrix-Based Multigrid

Theory and Applications

  • Book
  • © 2003

Overview

Part of the book series: Numerical Methods and Algorithms (NUAL, volume 2)

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Table of contents (13 chapters)

  1. The Multilevel-Multiscale Approach

  2. The Problem and Solution Methods

  3. Multigrid for Structured Grids

  4. Multigrid for Semi-Structured Grids

  5. Multigrid for Unstructured Grids

Keywords

About this book

Many important problems in applied science and engineering, such as the Navier­ Stokes equations in fluid dynamics, the primitive equations in global climate mod­ eling, the strain-stress equations in mechanics, the neutron diffusion equations in nuclear engineering, and MRIICT medical simulations, involve complicated sys­ tems of nonlinear partial differential equations. When discretized, such problems produce extremely large, nonlinear systems of equations, whose numerical solution is prohibitively costly in terms of time and storage. High-performance (parallel) computers and efficient (parallelizable) algorithms are clearly necessary. Three classical approaches to the solution of such systems are: Newton's method, Preconditioned Conjugate Gradients (and related Krylov-space acceleration tech­ niques), and multigrid methods. The first two approaches require the solution of large sparse linear systems at every iteration, which are themselves often solved by multigrid methods. Developing robust and efficient multigrid algorithms is thus of great importance. The original multigrid algorithm was developed for the Poisson equation in a square, discretized by finite differences on a uniform grid. For this model problem, multigrid exhibits extremely rapid convergence, and actually solves the problem in the minimal possible time. The original algorithm uses rediscretization of the partial differential equation (POE) on each grid in the hierarchy of coarse grids that are used. However, this approach would not work for more complicated problems, such as problems on complicated domains and nonuniform grids, problems with variable coefficients, and non symmetric and indefinite equations. In these cases, matrix-based multi grid methods are in order.

Reviews

From the reviews:

"This book contains a wealth of information about using multilevel methods to solve partial differential equations (PDEs) … . A common matrix-based framework for developing these methods is used throughout the book. This approach allows methods to be developed for problems under three very different conditions … . This book will be insightful for practitioners in the field. … students will enjoy studying this book to see how the many puzzle pieces of the multigrid landscape fit together." (Loyce Adams, SIAM Review, Vol. 47 (3), 2005)

"The discussion very often includes important applications in physics, engineering and computer science. The style is clear, the details can be understood without any serious prerequisite. The usage of multigrid method for unstructured grids is exhibited by a well commented C++ program. This way the book is suitable for anyone … who needs numerical solution of partial differential equations." (Peter Hajnal, Acta Scientiarum Mathematicarum, Vol. 70, 2004)

Authors and Affiliations

  • Computer Science department, Technion — Israel Institute of Technology, Haifa, Israel

    Yair Shapira

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