A Multigrid Method Enhanced by Krylov Subspace Iteration for Discrete Helmholtz Equations

Howard C. Elman, Oliver G. Ernst, and Dianne P. O'Leary
Department of Computer Science
University of Maryland
College Park, MD


Standard multigrid algorithms have proven ineffective for the solution of discretizations of Helmholtz equations. In this work we modify the standard algorithm by adding GMRES iterations at coarse levels and as an outer iteration. We demonstrate the algorithm's effectiveness through theoretical analysis of a model problem and experimental results. In particular, we show that the combined use of GMRES as a smoother and outer iteration produces an algorithm whose performance depends relatively mildly on wave number and is robust for normalized wave numbers as large as two hundred. For fixed wave numbers, it displays grid-independent convergence rates and has costs proportional to number of unknowns.

Contributed August 16, 1999.