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Journal of Scientific Computing

, Volume 3, Issue 3, pp 261–274 | Cite as

Multigrid method for stability problems

  • Shlomo Ta'asan
Article

Abstract

The problem of calculating the stability of steady state solutions of differential equations is treated. Leading eigenvalues (i.e., having maximal real part) of large matrices that arise from discretization are to be calculated. An efficient multigrid method for solving these problems is presented. The method begins by obtaining an initial approximation for the dominant subspace on a coarse level using a damped Jacobi relaxation. This proceeds until enough accuracy for the dominant subspace has been obtained. The resulting grid functions are then used as an initial approximation for appropriate eigenvalue problems. These problems are solved first on coarse levels, followed by refinement until a desired accuracy for the eigenvalues has been achieved. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a nonstandard way in which the right-hand side of the coarse grid equations involves unknown parameters to be solved for on the coarse grid. This in particular leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem that are presented demonstrate the effectiveness of the method proposed. Using an FMG algorithm a solution to the level of discretization errors is obtained in just a few work units (less than 10), where a work unit is the work involved in one Jacobi relaxation on the finest level.

Key words

Multigrid relaxation methods stability problems 

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References

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Copyright information

© Plenum Publishing Corporation 1988

Authors and Affiliations

  • Shlomo Ta'asan
    • 1
    • 2
  1. 1.Department of Applied Mathematics and Computer ScienceThe Weizmann Institute of ScienceRehovotIsrael
  2. 2.Institute for Computer Applications in Science and EngineeringNASA Langley Research CenterHampton

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