On a Multigrid Method for Tempered Fractional Diffusion Equations

In this paper, we develop a suitable multigrid iterative solution method for the numerical solution of second- and third-order discrete schemes for the tempered fractional diffusion equation. Our discretizations will be based on tempered weighted and shifted Grünwald difference (tempered-WSGD) operators in space and the Crank–Nicolson scheme in time. We will prove, and show numerically, that a classical multigrid method, based on direct coarse grid discretization and weighted Jacobi relaxation, performs highly satisfactory for this type of equation. We also employ the multigrid method to solve the second- and third-order discrete schemes for the tempered fractional Black–Scholes equation. Some numerical experiments are carried out to confirm accuracy and effectiveness of the proposed method.

Computational simulation of one-dimensional waves with the Multigrid Method / Simulação computacional de ondas unidimensionais com o Método Multigrid

Several Engineering problems are modeled computationally, these simulations involve large systems, which are commonly difficult to solve. This paper deals with the simulation of one-dimensional waves, where the system resulting from the discretization by the Finite Difference Method is solved using the Multigrid Method with the conventional Gauss-Seidel solver, in order to decrease the computational time. Temporal discretization using the Time-Stepping method, where the system of equations is solved at each time step sequentially.

A type of full multigrid method for non-selfadjoint Steklov eigenvalue problems in inverse scattering

In this paper, a type of full multigrid method is proposed to solve non-selfadjoint Steklov eigenvalue problems. Multigrid iterations for corresponding selfadjoint and positive definite boundary value problems generate proper iterate solutions that are subsequently added to the coarsest finite element space in order to improve approximate eigenpairs on the current mesh. Based on this full multigrid, we propose a new type of adaptive finite element method for non-selfadjoint Steklov eigenvalue problems. We prove that the computational work of these new schemes are almost optimal, the same as solving the corresponding positive definite selfadjoint boundary value problems. In this case, these type of iteration schemes certainly improve the overfull efficiency of solving the non-selfadjoint Steklov eigenvalue problem. Some numerical examples are provided to validate the theoretical results and the efficiency of this proposed scheme.