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On the multi-grid method applied to difference equations

Über die Anwendung der Mehrgittermethode auf Differenzengleichungen

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Abstract

Multi-grid methods are characterized by the simultaneous use of additional auxiliary grids corresponding to coarser step widths. Contrary to usual iterative methods the speed of convergence is very fast and does not tend to one if the step size approaches zero. The computational amount of one iteration is proportional toN, the number of grid points. Thus, a solution with accuracy ɛ requires 0 (|log ɛ|N) operations. In this paper we apply a multi-grid method to Helmholtz's equation (Dirichlet boundary data) in a general region and to a differential equation with variable coefficients subject to arbitrary boundary conditions.

Zusammenfassung

Mehrgittermethoden sind charakterisiert durch die gleichzeitige Verwendung zusätzlicher Hilfsgitter gröberer Schrittweite. Im Gegensatz zu üblichen Iterationsverfahren ist die Konvergenzgeschwindigkeit sehr schnell und geht bei kleiner werdender Schrittweite nicht gegen Eins. Der Rechenaufwand eines Iterationsschrittes ist proportinal zuN, der Anzahl der Gitterpunkte. Daher sind zur Berechnung einer Lösung mit der Genauigkeit ɛ 0 (|log ɛ|N) Rechenoperationen notwendig. In diesem Artikel verwenden wir die Mehrgittermethode zur Lösung der Helmholtz-Gleichung bei Dirichlet-Randbedingeungen in einem beliebigen Gebiet und zur Lösung einer Differentialgleichung mit variablen Koeffizienten bei beliebigen Radbedingungen.

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Hackbusch, W. On the multi-grid method applied to difference equations. Computing 20, 291–306 (1978). https://doi.org/10.1007/BF02252378

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