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
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.