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multigrid method : ウィキペディア英語版
multigrid method
Multigrid (MG) methods in numerical analysis are a group of algorithms for solving differential equations using a hierarchy of discretizations. They are an example of a class of techniques called multiresolution methods, very useful in (but not limited to) problems exhibiting multiple scales of behavior. For example, many basic relaxation methods exhibit different rates of convergence for short- and long-wavelength components, suggesting these different scales be treated differently, as in a Fourier analysis approach to multigrid. MG methods can be used as solvers as well as preconditioners.
The main idea of multigrid is to accelerate the convergence of a basic iterative method by ''global'' correction from time to time, accomplished by solving a coarse problem. This principle is similar to interpolation between coarser and finer grids. The typical application for multigrid is in the numerical solution of elliptic partial differential equations in two or more dimensions.
Multigrid methods can be applied in combination with any of the common discretization techniques. For example, the finite element method may be recast as a multigrid method. In these cases, multigrid methods are among the fastest solution techniques known today. In contrast to other methods, multigrid methods are general in that they can treat arbitrary regions and boundary conditions. They do not depend on the separability of the equations or other special properties of the equation. They have also been widely used for more-complicated non-symmetric and nonlinear systems of equations, like the Lamé equations of elasticity or the Navier-Stokes equations.
== Algorithm ==
There are many variations of multigrid algorithms, but the common features are that a hierarchy of discretizations (grids) is considered. The important steps are:
* Smoothing – reducing high frequency errors, for example using a few iterations of the Gauss–Seidel method.
* Restriction – downsampling the residual error to a coarser grid.
* Interpolation or prolongation – interpolating a correction computed on a coarser grid into a finer grid.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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