Matrix-Based Multigrid

Multigrid methods are often used for solving partial differential equations. This book introduces and analyzes the multigrid approach. The approach used here applies to both test problems on rectangular grids and to more realistic applications with complicated grids and domains.

Key Features of this Second Edition:

• Discusses multigrid methods from the domain decomposition viewpoint, thus making the material accessible to beginning undergraduate/graduate students

• Uses the semialgebraic multigrid approach to handle complex topics (such as the solution of systems of PDEs)

• Provides relevant and insightful exercises at the end of each chapter which help reinforce the material

• Uses numerous illustrations and examples to motivate the subject matter

• Covers important applications in physics, engineering and computer science

Matrix-Based Multigrid can serve as a textbook for courses in numerical linear algebra, numerical methods for PDEs, and computational physics at the advanced undergraduate and graduate levels. Since most of the background material is covered, the only prerequisites are elementary linear algebra and calculus.

Excerpts from the reviews of the first edition:

"This book contains a wealth of information about using multilevel methods to solve partial differential equations (PDEs). . . A common matrix-based framework for developing these methods is used throughout the book. This approach allows methods to be developed for problems under three very different conditions. . . This book will be insightful for practitioners in the field. . . students will enjoy studying this book to see how the many puzzle pieces of the multigrid landscape fit together." (Loyce Adams, SIAM review, Vol. 47(3), 2005)

"The discussion very often includes important applications in physics, engineering, and computer science. The style is clear, the details can be understood without any serious prerequisite. The usage of multigrid method for unstructured grids is exhibited by a well commented C++ program. This way the book is suitable for anyone . . . who needs numerical solution of partial differential equations." (Peter Hajnal, Acta Scientiarum Mathematicarum, Vol. 70, 2004)

Klappentext

Matrix-Based Multigrid introduces and analyzes the multigrid approach for the numerical solution of large sparse linear systems arising from the discretization of elliptic partial differential equations. Special attention is given to the powerful matrix-based-multigrid approach, which is particularly useful for problems with variable coefficients and nonsymmetric and indefinite problems.

This book can be used as a textbook in courses in numerical analysis, numerical linear algebra, and numerical PDEs at the advanced undergraduate and graduate levels in computer science, math, and applied math departments. The theory is written in simple algebraic terms and therefore requires preliminary knowledge only in basic linear algebra and calculus.

Inhalt

List of Figures List of Tables Preface Part I. Concepts and Preliminaries 1. The Multilevel-Multiscale Approach 2. Preliminaries Part II. Partial Differential Equations and Their Discretization 3. Finite Differences and Volumes 4. Finite Elements Part III. Numerical Solution of Large Sparse Linear Systems 5. Iterative Linear System Solvers 6. The Multigrid Iteration Part IV. Multigrid for Structured Grids 7. Automatic Multigrid 8. Applications in Image Processing 9. Black-Box Multigrid 10. The Indefinite Helmholtz Equation 11. Matrix-Based Semicoarsening Part V. Multigrid for Semi-Structured Grids 12. Multigrid for Locally Refined Meshes 13. Application to Semi-Structured Grids Part VI. Multigrid for Unstructured Grids 14. Domain Decomposition 15. The Algebraic Multilevel Method 16. Applications 17. Semialgebraic Multilevel for Systems of PDEs Part VII. Appendices 18. Time-Dependent Parabolic PDEs 19. Nonlinear Equations References Index