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


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