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An Extrapolation Cascadic Multigrid Method Combined with a Fourth-Order Compact Scheme for 3D Poisson Equation

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Abstract

Extrapolation cascadic multigrid (EXCMG) method is an efficient multigrid method which has mainly been used for solving the two-dimensional elliptic boundary value problems with linear finite element discretization in the existing literature. In this paper, we develop an EXCMG method to solve the three-dimensional Poisson equation on rectangular domains by using the compact finite difference (FD) method with unequal meshsizes in different coordinate directions. The resulting linear system from compact FD discretization is solved by the conjugate gradient (CG) method with a relative residual stopping criterion. By combining the Richardson extrapolation and tri-quartic Lagrange interpolation for the numerical solutions from two-level of grids (current and previous grids), we are able to produce an extremely accurate approximation of the actual numerical solution on the next finer grid, which can greatly reduce the number of relaxation sweeps needed. Additionally, a simple method based on the midpoint extrapolation formula is used for the fourth-order FD solutions on two-level of grids to achieve sixth-order accuracy on the entire fine grid cheaply and directly. The gradient of the numerical solution can also be easily obtained through solving a series of tridiagonal linear systems resulting from the fourth-order compact FD discretizations. Numerical results show that our EXCMG method is much more efficient than the classical V-cycle and W-cycle multigrid methods. Moreover, only few CG iterations are required on the finest grid to achieve full fourth-order accuracy in both the \(L^2\)-norm and \(L^{\infty }\)-norm for the solution and its gradient when the exact solution belongs to \(C^6\). Finally, numerical result shows that our EXCMG method is still effective when the exact solution has a lower regularity, which widens the scope of applicability of our EXCMG method.

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Acknowledgments

Kejia Pan was supported by the National Natural Science Foundation of China (Nos. 41474103 and 41204082), the National High Technology Research and Development Program of China (No. 2014AA06A602), the Natural Science Foundation of Hunan Province of China (No. 2015JJ3148). Dongdong He was supported by the Natural Science Foundation of China (No. 11402174), the Fundamental Research Funds for the Central Universities, the Program for Young Excellent Talents at Tongji University (No. 2013KJ012) and the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry. Hongling Hu was supported by the National Natural Science Foundation of China (No. 11301176). The authors would like to thank the two anonymous reviewers for their helpful comments to improve the paper.

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Authors and Affiliations

  1. School of Mathematics and Statistics, Central South University, Changsha, 410083, China

    Kejia Pan

  2. School of Aerospace Engineering and Applied Mechanics, Tongji University, Shanghai, 200092, China

    Dongdong He

  3. College of Mathematics and Computer Science, Key Laboratory of High Performance Computing and Stochastic Information Processing (Ministry of Education of China), Hunan Normal University, Changsha, 410081, China

    Hongling Hu

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  1. Kejia Pan
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Correspondence to Dongdong He.

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Pan, K., He, D. & Hu, H. An Extrapolation Cascadic Multigrid Method Combined with a Fourth-Order Compact Scheme for 3D Poisson Equation. J Sci Comput 70, 1180–1203 (2017). https://doi.org/10.1007/s10915-016-0275-9

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