On local Fourier analysis of multigrid methods for PDEs with jumping and random coefficients

DOI10.1137/18M1173769zbMATH Open1435.65053arXiv1803.08864WikidataQ114074305 ScholiaQ114074305MaRDI QIDQ5376563FDOQ5376563

Authors: Prashant Kumar, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee 

Publication date: 13 May 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: In this paper, we propose a novel non-standard Local Fourier Analysis (LFA) variant for accurately predicting the multigrid convergence of problems with random and jumping coefficients. This LFA method is based on a specific basis of the Fourier space rather than the commonly used Fourier modes. To show the utility of this analysis, we consider, as an example, a simple cell-centered multigrid method for solving a steady-state single phase flow problem in a random porous medium. We successfully demonstrate the prediction capability of the proposed LFA using a number of challenging benchmark problems. The information provided by this analysis helps us to estimate a-priori the time needed for solving certain uncertainty quantification problems by means of a multigrid multilevel Monte Carlo method.

Full work available at URL: https://arxiv.org/abs/1803.08864

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zbMATH Keywords

uncertainty quantificationlocal Fourier analysismultigridmultilevel Monte Carlorandom coefficientsPDEs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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Cited In (14)

• Modified Picard with multigrid method for two-phase flow problems in rigid porous media
• Extrapolation Cascadic Multigrid Method for Cell-Centered FV Discretization of Diffusion Equations with Strongly Discontinuous and Anisotropic Coefficients
• Multigrid solvers for multipoint flux approximations of the Darcy problem on rough quadrilateral grids
• A new FV scheme and fast cell-centered multigrid solver for 3D anisotropic diffusion equations with discontinuous coefficients
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• A Generalized and Unified Framework of Local Fourier Analysis Using Matrix-Stencils
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• A local Fourier analysis for additive Schwarz smoothers
• Tuning Multigrid Methods with Robust Optimization and Local Fourier Analysis
• Smoothing Analysis of Two Robust Multigrid Methods for Elliptic Optimal Control Problems
• A semi matrix-free twogrid preconditioner for the Helmholtz equation with near optimal shifts
• Local Fourier Analysis of p-Multigrid for High-Order Finite Element Operators
• Automated local Fourier analysis (aLFA)

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