A Cascadic Multigrid Algorithm for the Double Obstacle Problem

Author(s):  
Jiantao Gu ◽  
Caixia Liu ◽  
Liping Du
2015 ◽  
Vol 8 (2) ◽  
pp. 199-219 ◽  
Author(s):  
Chunxiao Wu ◽  
Justin W.L. Wan

AbstractIn this paper, we propose a multigrid algorithm based on the full approximate scheme for solving the membrane constrained obstacle problems and the minimal surface obstacle problems in the formulations of HJB equations. A Newton-Gauss-Seidel (NGS) method is used as smoother. A Galerkin coarse grid operator is proposed for the membrane constrained obstacle problem. Comparing with standard FAS with the direct discretization coarse grid operator, the FAS with the proposed operator converges faster. A special prolongation operator is used to interpolate functions accurately from the coarse grid to the fine grid at the boundary between the active and inactive sets. We will demonstrate the fast convergence of the proposed multigrid method for solving two model obstacle problems and compare the results with other multigrid methods.


2004 ◽  
Vol 7 (3-4) ◽  
pp. 153-157 ◽  
Author(s):  
H. Blum ◽  
D. Braess ◽  
F.T. Suttmeier

Computing ◽  
2000 ◽  
Vol 64 (4) ◽  
pp. 349-366 ◽  
Author(s):  
V. V. Shaidurov ◽  
G. Timmermann

2017 ◽  
Vol 2017 ◽  
pp. 1-8 ◽  
Author(s):  
Shi Sun ◽  
Ziping Huang ◽  
Cheng Wang ◽  
Liming Guo

This paper is devoted to the analysis of the cascadic multigrid algorithm for solving the linear system arising from the weak Galerkin finite element method. The proposed cascadic multigrid method is optimal for conjugate gradient iteration and quasi-optimal for Jacobi, Gauss-Seidel, and Richardson iterations. Numerical results are also provided to validate our theoretical analysis.


1999 ◽  
Vol 82 (2) ◽  
pp. 179-191 ◽  
Author(s):  
Dietrich Braess ◽  
Wolfgang Dahmen

Sign in / Sign up

Export Citation Format

Share Document