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Topic 2: Elliptic Partial Differential Equations Lecture 2-4: Poisson’s Equation: Multigrid Methods Wednesday, February 3, 2010 Contents  1 Multigrid Methods 2 Multigrid method for Poisson’s equation in 2-D 3 Simple V −cycle algorithm 4 Restricting the Residual to a Coarser Lattice 1  2 3 5 7 1 MULTIGRID METHODS  5 Prolongation of the Correction to the Finer Lattice 6 Cell-centered and Vertex-centered Grids and Coarsenings 7 Boundary points 8 Restriction and Prolongation Operators 9 Improvements and More Complicated Multigrid Algorithms  8 8 11 11 15  1  Multigrid Methods  The multigrid method provides algorithms which can be used to accelerate the rate of convergence of iterative methods, such as Jacobi or Gauss-Seidel, for solving elliptic partial differential equations. Iterative methods start with an approximate guess for the solution to the differential equation. In each iteration, the difference between the approximate solution and the exact solution is made smaller. One can analyze this difference or error into components of different wavelengths, for example by using Fourier analysis. In general the error will have components of many different wavelengths: there will be 2 2 MULTIGRID METHOD FOR POISSON’S EQUATION IN 2-D short wavelength error components and long wavelength error components. Algorithms like Jacobi or Gauss-Seidel are local because the new value for the solution at any lattice site depends only on the value of the previous iterate at neighboring points. Such local algorithms are generally more efficient in reducing short wavelength error components. The basic idea behind multigrid methods is to reduce long wavelength error components by updating blocks of grid points. This strategy is similar to that employed by cluster algorithms in Monte Carlo simulations of the Ising model close to the phase transtion temperature where long range correlations are important. In fact, multigrid algorithms can also be combined with Monte Carlo simulations.