2,614 research outputs found
Nonlinear multigrid methods for second order differential operators with nonlinear diffusion coefficient
Nonlinear multigrid methods such as the Full Approximation Scheme (FAS) and Newton-multigrid (Newton-MG) are well established as fast solvers for nonlinear PDEs of elliptic and parabolic type. In this paper we consider Newton-MG and FAS iterations applied to second order differential operators with nonlinear diffusion coefficient. Under mild assumptions arising in practical applications, an approximation (shown to be sharp) of the execution time of the algorithms is derived, which demonstrates that Newton-MG can be expected to be a faster iteration than a standard FAS iteration for a finite element discretisation. Results are provided for elliptic and parabolic problems, demonstrating a faster execution time as well as greater stability of the Newton-MG iteration. Results are explained using current theory for the convergence of multigrid methods, giving a qualitative insight into how the nonlinear multigrid methods can be expected to perform in practice
Multigrid waveform relaxation for the time-fractional heat equation
In this work, we propose an efficient and robust multigrid method for solving
the time-fractional heat equation. Due to the nonlocal property of fractional
differential operators, numerical methods usually generate systems of equations
for which the coefficient matrix is dense. Therefore, the design of efficient
solvers for the numerical simulation of these problems is a difficult task. We
develop a parallel-in-time multigrid algorithm based on the waveform relaxation
approach, whose application to time-fractional problems seems very natural due
to the fact that the fractional derivative at each spatial point depends on the
values of the function at this point at all earlier times. Exploiting the
Toeplitz-like structure of the coefficient matrix, the proposed multigrid
waveform relaxation method has a computational cost of
operations, where is the number of time steps and is the number of
spatial grid points. A semi-algebraic mode analysis is also developed to
theoretically confirm the good results obtained. Several numerical experiments,
including examples with non-smooth solutions and a nonlinear problem with
applications in porous media, are presented
Spectral methods for partial differential equations
Origins of spectral methods, especially their relation to the Method of Weighted Residuals, are surveyed. Basic Fourier, Chebyshev, and Legendre spectral concepts are reviewed, and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic, and mixed type. Fluid dynamical applications are emphasized
A fully implicit, fully adaptive time and space discretisation method for phase-field simulation of binary alloy solidification
A fully-implicit numerical method based upon adaptively refined meshes for the
simulation of binary alloy solidification in 2D is presented. In addition we combine a
second-order fully-implicit time discretisation scheme with variable steps size control
to obtain an adaptive time and space discretisation method. The superiority of this
method, compared to widely used fully-explicit methods, with respect to CPU time
and accuracy, is shown. Due to the high non-linearity of the governing equations
a robust and fast solver for systems of nonlinear algebraic equations is needed to
solve the intermediate approximations per time step. We use a nonlinear multigrid
solver which shows almost h-independent convergence behaviour
A multigrid continuation method for elliptic problems with folds
We introduce a new multigrid continuation method for computing solutions of nonlinear elliptic eigenvalue problems which contain limit points (also called turning points or folds). Our method combines the frozen tau technique of Brandt with pseudo-arc length continuation and correction of the parameter on the coarsest grid. This produces considerable storage savings over direct continuation methods,as well as better initial coarse grid approximations, and avoids complicated algorithms for determining the parameter on finer grids. We provide numerical results for second, fourth and sixth order approximations to the two-parameter, two-dimensional stationary reaction-diffusion problem: Δu+λ exp(u/(1+au)) = 0.
For the higher order interpolations we use bicubic and biquintic splines. The convergence rate is observed to be independent of the occurrence of limit points
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