A multigrid preconditioned Newton-Krylov method

Citation
Da. Knoll et Wj. Rider, A multigrid preconditioned Newton-Krylov method, SIAM J SC C, 21(2), 1999, pp. 691-710
Citations number
31
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON SCIENTIFIC COMPUTING
ISSN journal
10648275 → ACNP
Volume
21
Issue
2
Year of publication
1999
Pages
691 - 710
Database
ISI
SICI code
1064-8275(19991026)21:2<691:AMPNM>2.0.ZU;2-D
Abstract
We study multigrid preconditioning of matrix-free Newton-Krylov methods as a means of developing more efficient nonlinear iterative methods for large scale simulation. Newton-Krylov methods have proven dependable in solving n onlinear systems while not requiring the explicit formation or storage of t he complete Jacobian. However, the standard algorithmic scaling of Krylov m ethods is nonoptimal, with increasing linear system dimension. This motivat es our use of multigrid-based preconditioning. It is demonstrated that a si mple multigrid-based preconditioner can effectively limit the growth of Kry lov iterations as the dimension of the linear system is increased. Differen t performance aspects of the proposed algorithm are investigated on three n onlinear, nonsymmetric, boundary value problems. Our goal is to develop a h ybrid methodology which has Newton-Krylov nonlinear convergence properties and multigrid-like linear convergence scaling for large scale simulation.