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Fourier-Laplace analysis of the multigrid waveform relaxation method for hyperbolic equations
Authors:Shlomo Ta'asan  Hong Zhang
Affiliation:(1) Department of Mathematics, Carnegie Mellon University, 15213 Pittsburgh, PA, USA;(2) Department of Mathematical Sciences, Clemson University, 29634-1907 Clemson, SC, USA
Abstract:The multigrid waveform relaxation (WR) algorithm has been fairly studied and implemented for parabolic equations. It has been found that the performance of the multigrid WR method for a parabolic equation is practically the same as that of multigrid iteration for the associated steady state elliptic equation. However, the properties of the multigrid WR method for hyperbolic problems are relatively unknown. This paper studies the multigrid acceleration to the WR iteration for hyperbolic problems, with a focus on the convergence comparison between the multigrid WR iteration and the multigrid iteration for the corresponding steady state equations. Using a Fourier-Laplace analysis in two case studies, it is found that the multigrid performance on hyperbolic problems no longer shares the close resemblance in convergence factors between the WR iteration for parabolic equations and the iteration for the associated steady state equations.
Keywords:Waveform relaxation  multigrid  spectral radius  Fourier-Laplace  hyperbolic equation  parabolic equation  steady state problem
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