Multigrid methods for differential equations with highly oscillatory coefficients

Björn Engquist and Erding Luo

Department of Mathematics, UCLA, CA 90024


Abstract

New coarse grid multigrid operators for problems with highly oscillatory coefficients are developed. These types of operators are necessary when the characters of the differential equations on coarser grids or longer wavelengths are different from that on the fine grid. Elliptic problems for composite materials and different classes of hyperbolic problems are practical examples.

The new coarse grid operators can be constructed directly based on the homogenized differential operators or hierarchally computed from the finest grid. Convergence analysis based on the homogenization theory is given for elliptic problems with periodic coefficients and some hyperbolic problems. These are classes of equations for which there exists a fairly complete theory for the interaction between shorter and longer wavelengths in the problems. Numerical examples are presented.