Fast Numerical Solution of Time-Periodic Parabolic Problems by a Multigrid Method

The discrete solutions of parabolic problems subject to the condition $y( \cdot ,T) = y( \cdot ,0)$ of time periodicity are solutions of large sparse systems. In this paper we propose a multigrid algorithm. It is a very fast iterative method. The algorithm can easily be generalized to nonlinear prob...

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Bibliographic Details
Published in:SIAM journal on scientific and statistical computing Vol. 2; no. 2; pp. 198 - 206
Main Author: Hackbusch, Wolfgang
Format: Journal Article
Language:English
Published: Philadelphia Society for Industrial and Applied Mathematics 01.06.1981
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ISSN:0196-5204, 1064-8275, 2168-3417, 1095-7197
Online Access:Get full text
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Summary:The discrete solutions of parabolic problems subject to the condition $y( \cdot ,T) = y( \cdot ,0)$ of time periodicity are solutions of large sparse systems. In this paper we propose a multigrid algorithm. It is a very fast iterative method. The algorithm can easily be generalized to nonlinear problems and to conditions of the type $y( \cdot ,0) = A(y( \cdot ,T))$ ($A$ is a nonlinear mapping). The computational work for solving the periodic problem is of the same order as the work for solving an initial value problem ($y( \cdot ,0)$ given). Numerical results are reported for a linear and a nonlinear example.
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ISSN:0196-5204
1064-8275
2168-3417
1095-7197
DOI:10.1137/0902017