A multilevel variational method for Au= Bu on composite grids

DOI10.1016/0021-9991(89)90109-5MaRDI QIDQ1121635zbMATH OpenOpenAlexFDO

Authors Jan Mandel, S. F. McCormick

Publication date 1989

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9991(89)90109-5

zbMATH Keywords

algorithmcomparisonsdifferential eigenproblemmultigrid methodnumerical examplesRayleigh quotientsrelaxation method

Mathematics Subject Classification ID

Estimates of eigenvalues in context of PDEs (35P15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)

Review text

This paper develops an algorithm that uses multigrid techniques based on minimizing the Rayleigh quotients (Au,u)/(Bu,u) and coordinate relaxation to solve the differential eigenproblem \(Au=\lambda Bu,\) \((u,Bu)=1\) for a real symmetric matrix pair A, B which arises from the discretization of an elliptic PDE. Numerical results and comparisons to other algorithms such as linear multigrid solvers and multigrid methods applied directly to the equations are included.

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Cites work

• A Mesh Refinement Method for Ax = λBx
• Analysis of a Multilevel Inverse Iteration Procedure for Eigenvalue Problems
• scientific article; zbMATH DE number 3868565 (Why is no real title available?)
• scientific article; zbMATH DE number 3880039 (Why is no real title available?)
• scientific article; zbMATH DE number 3257779 (Why is no real title available?)
• Multigrid Methods for Differential Eigenproblems
• Multigrid Methods for Variational Problems: General Theory for the V-Cycle
• On the Computation of Approximate Eigenvalues and Eigenfunctions of Elliptic Operators by Means of a Multi-Grid Method
• The Fast Adaptive Composite Grid (FAC) Method for Elliptic Equations
• The solution of natural frequency equations by relaxation methods
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Cited in

(13)

• Increasing efficiency of inverse iteration
• A multiresolution strategy for reduction of elliptic PDEs and eigenvalue problems
• Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems
• Multigrid discretization and iterative algorithm for mixed variational formulation of the eigenvalue problem of electric field
• Two-grid and multiple-grid Arnoldi for eigenvalues
• Subspace correction multi‐level methods for elliptic eigenvalue problems
• Exact interpolation scheme with approximation vector used as a column of the prolongator.
• The method of subspace corrections
• An integrated Davidson and multigrid solution approach for very large scale symmetric eigenvalue problems
• A block Chebyshev-Davidson method with inner-outer restart for large eigenvalue problems
• An iterative asymptotic expansion method for elliptic eigenvalue problems with oscillating coefficients
• Self-adjoint eigenvalue problems and non-Hermitian quantum mechanics
• Three-scale finite element eigenvalue discretizations

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