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Multigrid Method

The Multigrid method is an efficient technique for solving linear systems arising from elliptic partial differential equations by iteratively refining solutions across multiple grid levels. It involves a series of steps: performing fine grid iterations, restricting the solution to a coarser grid, prolonging the error back to the fine grid, and correcting the solution to achieve improved accuracy. This method leverages the varying rates of error reduction on different grid sizes to enhance convergence speed and solution quality.

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28 views3 pages

Multigrid Method

The Multigrid method is an efficient technique for solving linear systems arising from elliptic partial differential equations by iteratively refining solutions across multiple grid levels. It involves a series of steps: performing fine grid iterations, restricting the solution to a coarser grid, prolonging the error back to the fine grid, and correcting the solution to achieve improved accuracy. This method leverages the varying rates of error reduction on different grid sizes to enhance convergence speed and solution quality.

Uploaded by

tejasshete14780
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Multigrid Method

Multigrid is a method for solving linear system of equations


Ax = b
Which arises in implicit scheme

Multigrid (MG) methods are used to approximate solutions to elliptic partial


differential equations (PDEs) by iteratively improving the solution through a
sequence of coarser discretizations or grids

The error depends on the size of the mesh


Some errors reduces faster on the fine grid and some kinds of errors reduce
faster on coarse grid, depending on the wavelength of error.
Multigrid concept uses this feature to reduce the error by using both coarse
and fine grid.
Same Ax = b is solved in multiple grids and error is found

Step 1: Fine grid iterations. Perform iterations on the finest grid with mesh
spacing h0 to generate an intermediate solution yh to system Ah . x = b with true
solution vector x.
The number of iterations is chosen sufficiently large that the short-wavelength
oscillatory component of the error is effectively reduced, but no attempt is
made to eliminate the long-wavelength error component.
Calculate the error vector e = x-y
Step 2: Restriction. The solution is transferred from the fine mesh with spacing
h0 onto a coarse mesh with spacing 2h0, Due to the larger mesh spacing of the
coarse mesh the long-wavelength error (on the fine mesh) appears as a short-
wavelength error on the new mesh and will reduce rapidly. As the solution is
transferred from finer mesh to coarse mesh by interpolation this step is called
restriction.
We again calculate the error vector ecoarse = x-y using coarse mesh
Step 3: Prolongation. After obtaining the converged solution of error vector
ecoarse for the coarse mesh we need to transfer it back to the fine mesh, but note
that we have fewer data than points in the fine mesh. We use a convenient
interpolation operator (e.g. linear interpolation) to generate values for the
prolonged error vector intermediate points in the fine mesh. We denote eprol the
error which is transferred from coarse to fine grid
Step 4: Correction and final iterations. Once we have calculated the prolonged
error vector eprol from the step 3, we use it to correct the intermediate fine grid
solution:
yimproved = yh + eprol. Because the long-wavelength error has been eliminated,
this
improved solution is closer to the true solution vector x.

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