Basic HTML version of Foils prepared 15 March 1996

Foil 27 Multigrid Method

From Further PDE Solvers for the NAS Benchmarks CPSP713 Case studies in Computational Science -- Spring Semester 1996. by Geoffrey C. Fox


1 This is a particular example of multi-scale or multi-resolution approach which we also find in CPS713 with cluster algorithms in statistical physics
2 All Physical Systems have different effects going on at different physical length scales
3 The best algorithms build in this in and tailor algorithm for features at each scale
4 In Iterative solvers, we saw in eigenvalue analysis that
  • Short wavelength features converge fast
  • Slow convergence corresponded to long wavelength effects
5 In Multigrid, you precondition matrix to remove long wavelength effects so local iterative solver only has to address short wavelengths
6 This is done recursively so you successively remove effects at wavelengths that increase at each step by a factor of two

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