An Extrapolation Cascadic Multigrid Method Combined with a Fourth-Order Compact Scheme for 3D Poisson Equation

Extrapolation cascadic multigrid (EXCMG) method is an efficient multigrid method which has mainly been used for solving the two-dimensional elliptic boundary value problems with linear finite element discretization in the existing literature. In this paper, we develop an EXCMG method to solve the th...

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Vydáno v:Journal of scientific computing Ročník 70; číslo 3; s. 1180 - 1203
Hlavní autoři: Pan, Kejia, He, Dongdong, Hu, Hongling
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer US 01.03.2017
Springer Nature B.V
Témata:
Accuracy
Algorithms
Approximation
Boundary value problems
Computational Mathematics and Numerical Analysis
Conjugate gradient method
Discretization
Exact solutions
Extrapolation
Finite difference method
Interpolation
Linear systems
Mathematical and Computational Engineering
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Methods
Multigrid methods
Partial differential equations
Poisson equation
Theoretical
Multigrid method
Quartic interpolation
65N06
Compact difference scheme
Poisson equation
Richardson extrapolation
65N55
ISSN:0885-7474, 1573-7691
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Shrnutí:Extrapolation cascadic multigrid (EXCMG) method is an efficient multigrid method which has mainly been used for solving the two-dimensional elliptic boundary value problems with linear finite element discretization in the existing literature. In this paper, we develop an EXCMG method to solve the three-dimensional Poisson equation on rectangular domains by using the compact finite difference (FD) method with unequal meshsizes in different coordinate directions. The resulting linear system from compact FD discretization is solved by the conjugate gradient (CG) method with a relative residual stopping criterion. By combining the Richardson extrapolation and tri-quartic Lagrange interpolation for the numerical solutions from two-level of grids (current and previous grids), we are able to produce an extremely accurate approximation of the actual numerical solution on the next finer grid, which can greatly reduce the number of relaxation sweeps needed. Additionally, a simple method based on the midpoint extrapolation formula is used for the fourth-order FD solutions on two-level of grids to achieve sixth-order accuracy on the entire fine grid cheaply and directly. The gradient of the numerical solution can also be easily obtained through solving a series of tridiagonal linear systems resulting from the fourth-order compact FD discretizations. Numerical results show that our EXCMG method is much more efficient than the classical V-cycle and W-cycle multigrid methods. Moreover, only few CG iterations are required on the finest grid to achieve full fourth-order accuracy in both the L 2 -norm and L ∞ -norm for the solution and its gradient when the exact solution belongs to C 6 . Finally, numerical result shows that our EXCMG method is still effective when the exact solution has a lower regularity, which widens the scope of applicability of our EXCMG method.
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ISSN:0885-7474
1573-7691
DOI:10.1007/s10915-016-0275-9