Multi-Level Adaptive Techniques (MLAT) for singular-perturbation problems

Abstract

The multilevel (multigrid) adaptive technique, a general strategy of solving continuous problems by cycling between coarser and finer levels of discretization is described. It provides very fast general solvers, together with adaptive, nearly optimal discretization schemes. In the process, boundary layers are automatically either resolved or skipped, depending on a control function which expresses the computational goal. The global error decreases exponentially as a function of the overall computational work, in a uniform rate independent of the magnitude of the singular-perturbation terms. The key is high-order uniformly stable difference equations, and uniformly smoothing relaxation schemes.