Basic HTML version of Foils prepared March 15 00

Foil 19 Multigrid Philosophically

From Collection of Extra Foils for CPS615 PDE Iterative Solution Discussion CPS615 Spring Semester 00 -- March 00. by Geoffrey C. Fox


1 Suppose we have a finest level M(1) with N by N points (in 2D)
2 Then the k'th coarsest approximation M(k) to this has N/2k by N/2k points
3 One way to think about Multigrid is that M(k+1) can form a preconditioner to M(k) so that one can replace natural matrix A(k) by A-1(k+1)A(k)
  • A-1(k+1)A(k) is a nicer matrix than A(k) and iterative solvers converge faster as long wavelength terms have been removed
4 Basic issue is that A(k) and A(k+1) are of different size so we need prolongation and restriction to map solutions at level k and k+1
  • We apply this idea recursively

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