Sparse-grid finite-volume multigrid for 3D-problems

Abstract

We introduce a multigrid algorithm for the solution of a second order elliptic equation in three dimensions. For the approximation of the solution we use a partially ordered hierarchy of finite-volume discretisations. We show that there is a relation with semicoarsening and approximation by more-dimensional Haar wavelets. By taking a proper subset of all possible meshes in the hierarchy, a sparse grid finite-volume discretisation can be constructed.

The multigrid algorithm consists of a simple damped point-Jacobi relaxation as the smoothing procedure, while the coarse grid correction is made by interpolation from several coarser grid levels.

The combination of sparse grids and multigrid with semi-coarsening leads to a relatively small number of degrees of freedom,N, to obtain an accurate approximation, together with anO(N) method for the solution. The algorithm is symmetric with respect to the three coordinate directions and it is fit for combination with adaptive techniques.

To analyse the convergence of the multigrid algorithm we develop the necessary Fourier analysis tools. All techniques, designed for 3D-problems, can also be applied for the 2D case, and — for simplicity — we apply the tools to study the convergence behaviour for the anisotropic Poisson equation for this 2D case.