An extrapolation cascadic multigrid method combined with a fourth-order compact scheme for 3D Poisson equation

DOI10.1007/S10915-016-0275-9MaRDI QIDQ2356609zbMATH OpenOpenAlexFDO

Authors Dongdong He, Hongling Hu, Kejia Pan

Publication date 6 June 2017

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.05063

zbMATH Keywords

compact difference schemeconjugate gradient methodLagrange interpolationmultigrid methodnumerical resultPoisson equationquartic interpolationRichardson extrapolation

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Iterative numerical methods for linear systems (65F10) Finite difference methods for boundary value problems involving PDEs (65N06) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

Abstract: In this paper, we develop an EXCMG method to solve the three-dimensional Poisson equation on rectangular domains by using the compact finite difference (FD) method with unequal meshsizes in different coordinate directions. The resulting linear system from compact FD discretization is solved by the conjugate gradient (CG) method with a relative residual stopping criterion. By combining the Richardson extrapolation and tri-quartic Lagrange interpolation for the numerical solutions from two-level of grids (current and previous grids), we are able to produce an extremely accurate approximation of the actual numerical solution on the next finer grid, which can greatly reduce the number of relaxation sweeps needed. Additionally, a simple method based on the midpoint extrapolation formula is used for the fourth-order FD solutions on two-level of grids to achieve sixth-order accuracy on the entire fine grid cheaply and directly. The gradient of the numerical solution can also be easily obtained through solving a series of tridiagonal linear systems resulting from the fourth-order compact FD discretizations. Numerical results show that our EXCMG method is much more efficient than the classical V-cycle and W-cycle multigrid methods. Moreover, only few CG iterations are required on the finest grid to achieve full fourth-order accuracy in both the $L^2$-norm and $L^{infty}$-norm for the solution and its gradient when the exact solution belongs to $C^6$. Finally, numerical result shows that our EXCMG method is still effective when the exact solution has a lower regularity, which widens the scope of applicability of our EXCMG method.

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