CONVERGENCE OF A MULTIGRID METHOD FOR ELLIPTIC-EQUATIONS WITH HIGHLY OSCILLATORY COEFFICIENTS

Authors
Citation
B. Engquist et Ed. Luo, CONVERGENCE OF A MULTIGRID METHOD FOR ELLIPTIC-EQUATIONS WITH HIGHLY OSCILLATORY COEFFICIENTS, SIAM journal on numerical analysis, 34(6), 1997, pp. 2254-2273
Citations number
14
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
00361429
Volume
34
Issue
6
Year of publication
1997
Pages
2254 - 2273
Database
ISI
SICI code
0036-1429(1997)34:6<2254:COAMMF>2.0.ZU;2-6
Abstract
Standard multigrid methods are not so effective for equations with hig hly oscillatory coefficients. New coarse grid operators based on homog enized operators are introduced to restore the fast convergence rate o f multigrid methods. Finite difference approximations are used for the discretization of the equations. Convergence analysis is based on the homogenization theory. Proofs are given for a two-level multigrid met hod with the homogenized coarse grid operator for two classes of two-d imensional elliptic equations with Dirichlet boundary conditions.