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Introduction to Multigrid Method. Presented by: Bogojeska Jasmina. The ultimate upshot of MLAT. The amount of computational work should be proportional to the amount of real physical changes in the computed system!
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Introduction to Multigrid Method Presented by: Bogojeska Jasmina JASS, 2005, St. Petersburg
The ultimate upshot of MLAT • The amount of computational work should be proportional to the amount of real physical changes in the computed system! • In fully developped Multigrid processes the amount of computations should be determined only by the amount of real physical information JASS, 2005, St. Petersburg
Content • Model Problems • Basic Iterative Schemes • The Multigrid Method • Is everything really that simple??? JASS, 2005, St. Petersburg
Testing Ground • One-dimensional boundary value problem describing the steady-state temperature distribution in a long uniform rod • Grid: JASS, 2005, St. Petersburg
Approximation with the finite difference method JASS, 2005, St. Petersburg
Matrix Form JASS, 2005, St. Petersburg
Testing Ground II • Two-dimensional boundary value problem JASS, 2005, St. Petersburg
Approximation with the finite difference method JASS, 2005, St. Petersburg
Matrix Form JASS, 2005, St. Petersburg
Matrix Form II JASS, 2005, St. Petersburg
Content • Model Problems • Basic Iterative Schemes • The Multigrid Method • Is everything really that simple??? JASS, 2005, St. Petersburg
Some Notations and Definitions JASS, 2005, St. Petersburg
Stationary Linear Iterations JASS, 2005, St. Petersburg
Assymptotic Convergence Factor JASS, 2005, St. Petersburg
Jacobi Relaxation JASS, 2005, St. Petersburg
Gauss-Seidel Relaxation • Components of the new approximation are used as soon as they are calculated – reduced storage requirements JASS, 2005, St. Petersburg
Fourier Modes JASS, 2005, St. Petersburg
Fourier Modes I JASS, 2005, St. Petersburg
Numerical Example JASS, 2005, St. Petersburg
Numerical Example I JASS, 2005, St. Petersburg
Observation • Standard iterations converge quickly as long as the error has high-frequency components • BUT the slow elimination of the low frequency components of the error degrades the performance JASS, 2005, St. Petersburg
Why? JASS, 2005, St. Petersburg
Why? JASS, 2005, St. Petersburg
Conclusion • The eigenvalue associated with the smoothest mode will always be close to 1 (esspecially for smaller grid spacing) • No value of can reduce the smooth components of the error effectively • What value of damps best the oscillatory components of the error? JASS, 2005, St. Petersburg
Smoothing Factor • Smoothing factor - the largest absolute value among the eigenvalues in the upper half of the spectrum (the oscillatory modes) of the iteration matrix: • Smoothing property for weighted Jacobi after 35 iteration sweeps: JASS, 2005, St. Petersburg
Content • Model Problems • Basic Iterative Schemes • The Multigrid Method • Is everything really that simple??? JASS, 2005, St. Petersburg
Elements of Multigrid • Coarse Grids • Nested Iteration • Correction Scheme • Interpolation Operator • Restriction Operator • Two-Grid Correction Scheme • V-Cycle Scheme • Full Multigrid V-Cycle - FMG JASS, 2005, St. Petersburg
Coarse Grids JASS, 2005, St. Petersburg
Coarse Grids JASS, 2005, St. Petersburg
Coarse Grids JASS, 2005, St. Petersburg
Nested Iteration • Compute an improved initial guess for the fine-grid relaxation JASS, 2005, St. Petersburg
Correction Scheme JASS, 2005, St. Petersburg
Interpolation Operator (1D) JASS, 2005, St. Petersburg
Interpolation Operator (1D) JASS, 2005, St. Petersburg
Interpolation Operator (1D) JASS, 2005, St. Petersburg
Interpolation Operator (1D) JASS, 2005, St. Petersburg
Restriction Operator (1D) JASS, 2005, St. Petersburg
Full Weighting JASS, 2005, St. Petersburg
Two-Grid Correction Scheme JASS, 2005, St. Petersburg
Two-Grid Correction Scheme JASS, 2005, St. Petersburg
V-Cycle JASS, 2005, St. Petersburg
V-Cycle - Recursive JASS, 2005, St. Petersburg
Storage Costs JASS, 2005, St. Petersburg
Computational Costs JASS, 2005, St. Petersburg
Convergence Analysis JASS, 2005, St. Petersburg
Converging to Level of Truncation JASS, 2005, St. Petersburg
Full Multigrid V-Cycle JASS, 2005, St. Petersburg
Full Multigrid JASS, 2005, St. Petersburg
Full Multigrid - Recursive JASS, 2005, St. Petersburg
Costs of Full Multigrid JASS, 2005, St. Petersburg