Multiple Coarse Grid Multigrid Methods for Solving Elliptic Problems

Abstract

In this paper we describe some classes of multigrid methods for solving large linear systems arising in the solution by finite difference methods of certain boundary value problems involving Poisson's equation on rectangular regions. If parallel computing systems are used, then with standard multigrid methods many of the processors will be idle when one is working at the coarsest grid levels. We describe the use of Multiple Coarse Grid MultiGrid (MCGMG) methods. Here one first constructs a periodic set of equations corresponding to the given system. One then constructs a set of coarse grids such that for each grid corresponding to the grid size h there are four grids corresponding to the grid size 2*h. Multigrid operations such as restriction of residuals and interpolation of corrections are done in parallel at each grid level. For suitable choices of the multigrid operators the MCGMG method is equivalent to the Parallel Superconvergent MultiGrid (PSMG) method of Frederickson and McBryan. The convergence properties of MCGMG methods can be accurately analyzed using spectral methods.