arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.12747math.NAcs.NA
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不精确两重网格方法的收敛性分析:一个理论框架

Convergence analysis of inexact two-grid methods: A theoretical framework

Xuefeng Xu, Chen-Song Zhang

摘要:

多重网格是求解离散偏微分方程的大规模线性系的最有效的方法之一。双重网格理论作为多重网格分析的基础,在多重网格算法的产生和分析中起着重要的作用。对于对称正定问题,具有Galerkin粗网格系统精确解的两重网格方法的收敛理论已经比较成熟,精确两重网格方法的收敛因子可以用一个恒等式来刻画。与精确情形相比,非精确两网格方法(即,粗网格系统近似求解)更具有实际意义,但在文献中还较少涉及(原因之一是不精确粗网格改正的误差传播矩阵不是投影)。在本文中,我们开发了一个理论框架的收敛性分析的不精确两个网格方法。更具体地说,我们提出了双边的不精确两个网格方法的误差传播矩阵的能量范数的界限,从中可以很容易地获得的身份,精确两个网格收敛。作为应用,我们建立了多重网格方法的统一收敛理论,它允许近似求解最粗网格系统。

英文摘要:

Multigrid is one of the most efficient methods for solving large-scale linear systems that arise from discretized partial differential equations. As a foundation for multigrid analysis, two-grid theory plays an important role in motivating and analyzing multigrid algorithms. For symmetric positive definite problems, the convergence theory of two-grid methods with exact solution of the Galerkin coarse-grid system is mature, and the convergence factor of exact two-grid methods can be characterized by an identity. Compared with the exact case, the convergence theory of inexact two-grid methods (i.e., the coarse-grid system is solved approximately) is of more practical significance, while it is still less developed in the literature (one reason is that the error propagation matrix of inexact coarse-grid correction is not a projection). In this paper, we develop a theoretical framework for the convergence analysis of inexact two-grid methods. More specifically, we present two-sided bounds for the energy norm of the error propagation matrix of inexact two-grid methods, from which one can readily obtain the identity for exact two-grid convergence. As an application, we establish a unified convergence theory for multigrid methods, which allows the coarsest-grid system to be solved approximately.

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