Multilevel additive and multiplicative methods for orthogonal spline collocation problems (Q1361787)

The Dirichlet boundary value problem for a self-adjoint elliptic partial differential equation on a rectangle is considered. This problem is discretized by means of orthogonal spline collocation with piecewise Hermite bicubics. The authors propose additive and multiplicative multilevel preconditioners which are spectrally equivalent to the orthogonal spline collocation discretization of the Laplacian with spectral constants independent of the grid size of the finest grid and the number of levels used. Furthermore, a variable coefficient preconditioner is presented. The analysis of the preconditioners is based on a general theory of additive and multiplicative Schwarz methods. For solving the discrete problems, preconditioned conjugate gradient and preconditioned Orthomin methods are applied. The implementation of these methods is discussed in detail. The presented numerical experiments corroborate the theoretical results.