# Matrix-Based Multigrid

## Theory and Applications

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

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

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.

algebra algorithms calculus linear algebra partial differential equation

- DOI https://doi.org/10.1007/978-1-4757-3726-4
- Copyright Information Springer-Verlag US 2003
- Publisher Name Springer, Boston, MA
- eBook Packages Springer Book Archive
- Print ISBN 978-1-4757-3728-8
- Online ISBN 978-1-4757-3726-4
- Series Print ISSN 1571-5698
- About this book

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