Skip to main content
Log in

Fourier mode analysis of the multigrid waveform relaxation and time-parallel multigrid methods

Fourier-Analyse der Mehrgitter-Wellenformrelaxationsmethode und der zeitparallelen Mehrgittermethode

  • Published:
Computing Aims and scope Submit manuscript

Abstract

The advent of parallel computers has led to the development of new solution algorithms for time-dependent partial differential equations. Two recently developed methods, multigrid waveform relaxation and time-parallel multigrid, have been designed to solve parabolic partial differential equations on many time-levels simultaneously. This paper compares the convergence properties of these methods, based on the results of an exponential Fourier mode analysis for a model problem.

Zusammenfassung

Die Erscheinung von Parallelrechnern hat zur Entwicklung neuer Lösungsverfahren for zeitabhängige partielle Differentialgleichungen geführt. Zwei der in letzter Zeit entwickelten Verfahren — die Mehrgitter-Wellenformrelaxations-Methode und die zeitparallele Mehrgittermethode —haben zum Ziel, die Lösung zu vielen verschiedenen diskreten Zeitpunkten simultan zu berechnen. In dieser Arbeit wird anhand der Ergebnisse einer Fourier-Analyse für ein Modell-problem das Konvergenzverhalten beider Methoden verglichen.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bastian, P., Burmeister, J., Horton, G.: Implementation of a parallel multigrid method for parabolic partial differential equations. In: Parallel algorithms for PDEs (Proceedings of the 6th GAMM Seminar Kiel, January 19–21, 1990) (Hackbusch, W., ed.), pp. 18–27. Wiesbaden: Vieweg 1990.

    Google Scholar 

  2. Brandt, A.: Multi-level adaptive solutions to boundary-value problems. Math. Comp.31, 333–390 (1977).

    Google Scholar 

  3. Burmeister, J.: Paralleles Lösen diskreter parabolischer Probleme mit Mehrgittertechniken. Diplomarbeit, Universität Kiel, 1985.

  4. Burmeister, J., Horton, G.: Time-parallel multigrid solution of the Navier-Stokes equations. In: Multigrid methods III (Proceedings of the third European Multigrid Conference, Bonn, 1990) (Hackbusch, W., Trottenberg, U. eds.) number 98 in ISNM, pp. 155–166. Basel: Birkhaüser 1991.

    Google Scholar 

  5. Hackbusch, W.: Parabolic multi-grid methods. In: Computing methods in applied sciences and engineering VI (Glowinski, R., Lions, J.-L., eds.) pp. 189–197. Amsterdam: North-Holland 1984.

    Google Scholar 

  6. Horton, G.: Time-parallel multigrid solution of the Navier-Stokes equations. In: Applications of supercomputers in engineering (Brebbia, C., ed.). Amsterdam: Elsevier 1991.

    Google Scholar 

  7. Horton, G.: The time-parallel multigrid method. Comm. Appl. Numer. Meth.8, 585–595 (1992).

    Article  Google Scholar 

  8. Horton, G., Knirsch, R.: A time-parallel multigrid-extrapolation method for parabolic partial differential equations. Parallel Comput.18, 21–29 (1992).

    Article  MathSciNet  Google Scholar 

  9. Horton, G., Vandewalle, S.: A space-time multigrid method for parabolic P.D.E.s. Technical Report IMMD 3, 6/93, Universität Erlangen-Nürnberg, Martensstrasse 3, D-91058 Erlangen, Germany, July 1993. (to appear in SIAM J. Sci. Comput.).

    Google Scholar 

  10. Horton, G., Vandewalle, S., Worley, P.: An algorithm with polylog parallel complexity for solving parabolic partial differential equations. Technical Report IMMD 3, 8/93, Universität Erlangen-Nürnberg, Martensstrasse 3, D-91058 Erlangen Germany, July 1993 (to appear in SIAM J. Sci. Comput.).

    Google Scholar 

  11. Janssen, J., Vandewalle, S.: Multigrid waveform relaxation on spatial finite element meshes: the continuous-time case. Technical Report TW 201, Katholieke Universiteit Leuven, Department of Computer Science, Celestijnenlaan 200A, B-3001 Leuven, Belgium, November 1993 (to appear in SIAM J. Num. Anal.).

    Google Scholar 

  12. Janssen, J., Vandewalle, S.: Multigrid waveform relaxation on spatial finite element meshes: the discrete-time case. Technical Report CRPC-94-8, California Institute of Technology, Pasadena, CA 91125, May 1994 (submitted to SIAM J. Sci. Comput.).

    Google Scholar 

  13. Lubich, C., Ostermann, A.: Multigrid dynamic iteration for parabolic equations. BIT27, 216–234 (1987).

    Article  Google Scholar 

  14. Oosterlee, C., Wesseling, P.: Multigrid schemes for time-dependent incompressible Navier-Stokes equations. Impact Comput Sci. Eng.5, 153–175 (1993).

    Article  Google Scholar 

  15. Stüben, K., Trottenberg, U.: Multigrid methods fundamental algorithms, model problem analysis and applications. In: Multigrid methods (Hackbusch, W., Trottenberg, U., eds.), pp. 1–176. Berlin, Heidelberg, New York: Springer 1982 (Lecture Notes in Mathematics vol. 960).

    Google Scholar 

  16. Vandewalle, S., Piessens, R.: Numerical experiments with nonlinear multigrid waveform relaxation on a parallel processor. Appl. Numer. Math.8, 149–161 (1991).

    Article  Google Scholar 

  17. Vandewalle, S., Piessens, R.: Efficient parallel algorithms for solving initial-boundary value and time-periodic parabolic partial differential equations. SIAM J. Sci. Stat. Comput.13, 1330–1346 (1992).

    Article  Google Scholar 

  18. Vandewalle, S., Piessens, R.: On dynamic iteration methods for solving time-periodic differential equations. SIAM J. Numer. Anal.30, 286–303 (1993).

    Article  Google Scholar 

  19. Vandewalle, S., Van de Velde, E.: Space-time concurrent multigrid waveform relaxation. Ann. Numer. Math.1, 347–363 (1994).

    MathSciNet  Google Scholar 

  20. Wesseling, P.: A survey of Fourier smoothing analysis results. In: Parallel algorithms for PDEs (Proceedings of the 6th GAMM Seminar Kiel, January 19–21, 1990), (Hackbusch, W., ed.), pp. 105–127. Wiesbaden: Vieweg 1990.

    Google Scholar 

  21. Wesseling, P.: An introduction to multigrid methods. Chichester: J. Wiley, 1992.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Vandewalle, S., Horton, G. Fourier mode analysis of the multigrid waveform relaxation and time-parallel multigrid methods. Computing 54, 317–330 (1995). https://doi.org/10.1007/BF02238230

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02238230

AMS Subject Classifications

Key words

Navigation