On local Fourier analysis of multigrid methods for PDEs with jumping and random coefficients
SIAM Journal on Scientific Computing , Volume 41 - Issue 3 p. A1385- A1413
In this paper, we propose a novel nonstandard local Fourier analysis (LFA) variant for accurately predicting the multigrid convergence of problems with random and jumping coefficients. This LFA method is based on a specific basis of the Fourier space rather than the commonly used Fourier modes. To show the utility of this analysis, we consider, as an example, a simple cell-centered multigrid method for solving a steady-state single phase flow problem in a random porous medium. We successfully demonstrate the predictive capability of the proposed LFA using a number of challenging benchmark problems. The information provided by this analysis could be used to estimate a priori the time needed for solving certain uncertainty quantification problems by means of a multigrid multilevel Monte Carlo method.
|PDEs, Random coefficients, Multigrid, Local Fourier analysis, Multilevel Monte Carlo, Uncertainty quantification|
|SIAM Journal on Scientific Computing|
Kumar, P, Rodrigo, C, Gaspar, F.J, & Oosterlee, C.W. (2019). On local Fourier analysis of multigrid methods for PDEs with jumping and random coefficients. SIAM Journal on Scientific Computing, 41(3), A1385–A1413. doi:10.1137/18M1173769