Robust solution of singularly perturbed problems using multigrid methods
boundary-fitted meshesfinite difference schemepreconditioningreaction-diffusion typerobust multigridsingular perturbation
Singular perturbations for ordinary differential equations (34E15) Singular perturbations in context of PDEs (35B25) Reaction-diffusion equations (35K57) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical solution of singularly perturbed problems involving ordinary differential equations (65L11) Finite difference and finite volume methods for ordinary differential equations (65L12) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)
The authors are interested in the solution of systems of linear equations that arise in the numerical solution of singularly perturbed ordinary and partial differential equations of reaction-diffusion type. The classical finite difference schemes on the layer adapted meshes of Shishkin and Bakhvalov are considered. The solution of the resulting linear systems is considered and it is shown that standard direct solvers exhibit a poor scaling behavior with respect to the perturbation parameter. A new block-structured preconditioning approach is proposed and the optimality of that is shown. The method is robust for small values of the perturbation parameter. Stopping criteria are derived ensuring that the potential accuracy of the layer-resolving meshes is achieved.
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