Convergence analysis of inexact two-grid methods: A theoretical framework (Chensong Zhang)

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.

Publication:

SIAM Journal on Numerical Analysis, Vol. 60, Iss. 1

Author:

Xuefeng Xu

Department of Mathematics, Purdue University, West Lafayette, IN 47907, USA

E-mail: xuxuefeng@lsec.cc.ac.cn , xu1412@purdue.edu

Chensong Zhang

LSEC & NCMIS, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China, and School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China

E-mail: zhangcs@lsec.cc.ac.cn