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Fourier-Laplace analysis of the multigrid waveform relaxation method for hyperbolic equations

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Abstract

The multigrid waveform relaxation (WR) algorithm has been fairly studied and implemented for parabolic equations. It has been found that the performance of the multigrid WR method for a parabolic equation is practically the same as that of multigrid iteration for the associated steady state elliptic equation. However, the properties of the multigrid WR method for hyperbolic problems are relatively unknown. This paper studies the multigrid acceleration to the WR iteration for hyperbolic problems, with a focus on the convergence comparison between the multigrid WR iteration and the multigrid iteration for the corresponding steady state equations. Using a Fourier-Laplace analysis in two case studies, it is found that the multigrid performance on hyperbolic problems no longer shares the close resemblance in convergence factors between the WR iteration for parabolic equations and the iteration for the associated steady state equations.

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Authors and Affiliations

  1. Department of Mathematics, Carnegie Mellon University, 15213, Pittsburgh, PA, USA

    Shlomo Ta'asan

  2. Department of Mathematical Sciences, Clemson University, 29634-1907, Clemson, SC, USA

    Hong Zhang

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  1. Shlomo Ta'asan
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  2. Hong Zhang
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Ta'asan, S., Zhang, H. Fourier-Laplace analysis of the multigrid waveform relaxation method for hyperbolic equations. Bit Numer Math 36, 831–841 (1996). https://doi.org/10.1007/BF01733794

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  • DOI: https://doi.org/10.1007/BF01733794

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