Explore the Multiple Grid Method: Get Accurate Solution Faster

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Discussion Overview

The discussion centers around the multiple grid method for solving linear systems of differential equations, particularly in the context of approximating solutions to boundary value problems. Participants explore the theoretical underpinnings, mathematical formulations, and practical implications of the method, including its convergence properties and the role of Fourier analysis.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant describes the multiple grid method as combining different grid sizes to achieve both accuracy and fast convergence, questioning if this understanding is correct.
  • Another participant confirms that the matrix arises from the finite differences method and discusses the iterative improvement of approximations while switching between coarse and fine grids.
  • There is a proposal that the approximation of the solution can be expressed in Fourier form, allowing for the inspection of high and low frequency components.
  • Participants express uncertainty about the derivation of eigenvalues and eigenvectors, suggesting a connection to Fourier analysis.
  • Questions arise regarding the nature of the grid $\Omega_h$, with some assuming it is a fine grid that needs to be made coarse for direct solving.
  • Discussions include the meaning of the spectrum in the context of Fourier transforms and how it relates to the contributions of different frequencies in the approximation.
  • Participants seek clarification on the calculation of expressions at specific grid points and the relationship between the grid values and the function values.
  • There is mention of applying the Jacobi method as a subsequent step in the process.

Areas of Agreement / Disagreement

Participants express various viewpoints on the multiple grid method, with some agreeing on its iterative nature and the use of Fourier analysis, while others remain uncertain about specific mathematical details and the implications of their findings. The discussion does not reach a consensus on several technical aspects.

Contextual Notes

Participants highlight limitations in their understanding of the derivation of eigenvalues and the application of Fourier analysis, indicating unresolved mathematical steps and dependencies on definitions.

Who May Find This Useful

This discussion may be useful for individuals interested in numerical methods for differential equations, particularly those exploring advanced techniques like the multiple grid method and its mathematical foundations.

  • #31
mathmari said:
Ahh. What have I done differently as at the V-cycle shema?

So, what I did has no specific shema?

We applied the 2-grid method (ZG or Zweigitterverfahren) that is specified on page 363.
The multigrid method (MV or Mehrgitter-V-cyclus) is specified on page 366. (Thinking)
 
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  • #32
I like Serena said:
We applied the 2-grid method (ZG or Zweigitterverfahren) that is specified on page 363.
The multigrid method (MV or Mehrgitter-V-cyclus) is specified on page 366. (Thinking)

Yes, but which is the difference with what I did? (Wondering)
 
  • #33
mathmari said:
Yes, but which is the difference with what I did? (Wondering)

The Mehrgitter-V-cyclus doesn't have a residue $r$ or an error $e$ does it?
Instead it just has an approximation $v_H$ that is refined through coarser and finer grids. (Thinking)
 
  • #34
I like Serena said:
The Mehrgitter-V-cyclus doesn't have a residue $r$ or an error $e$ does it?
Instead it just has an approximation $v_H$ that is refined through coarser and finer grids. (Thinking)

Do we not have the residue problem at the step 2 if we are not on the coarsest grid, i.e. if we don't have $H=2^jh$ and so we calculate $f_{2h}$ and $v_{2h}$? (Wondering)
 
  • #35
Could you explain to me the natrices $I_h^{2h}$ and $I_{2h}^h$ and especially the graphs Fig. 25 and Fig. 26? (Wondering)

Consider the Fig. 25: Do we consider three points on the fine grid and we take from there the average and the result is then one point on the coarse grid, i.e. the first box? (Wondering)
 
  • #36
mathmari said:
Do we not have the residue problem at the step 2 if we are not on the coarsest grid, i.e. if we don't have $H=2^jh$ and so we calculate $f_{2h}$ and $v_{2h}$? (Wondering)

Ah yes. I overlooked that. (Tmi)

Turns out that $v_{2h}$ is actually a residue instead of an actual approximation on the coarser grid.

mathmari said:
Could you explain to me the natrices $I_h^{2h}$ and $I_{2h}^h$ and especially the graphs Fig. 25 and Fig. 26? (Wondering)

Consider the Fig. 25: Do we consider three points on the fine grid and we take from there the average and the result is then one point on the coarse grid, i.e. the first box? (Wondering)

In figure 25 we want to keep only about half of the points, so that the calculations become easier.
But we don't just want to discard the information that is contained in the points.
So we pick which points we want to keep, and we take a weighted average at a ratio of 1:2:1 with the neighboring points that are discarded.
In the example of figure 25 we keep points 2 and 4 while discarding points 1, 3, and 5.
Since we don't just want to throw the information away, we replace points 2 and 4 by a weighted average that includes points 1, 3, and 5. (Thinking)

In figure 26 we go into the other direction: coarser to finer grid.
In the example we have only 2 points, but we need to get back to 5 points.
To find the missing points we interpolate linearly between the points we have.
Points 2 and 4 remain the same, point 1 is found as the average of 0 and point 2, and point 3 is found by taking the average of point 2 and 4. (Thinking)
 
  • #37
Thank you so much for your help! (Bow) (Sun)
 

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