Multigrid method for stability problems

Abstract

The problem of calculating the stability of steady state solutions of differential equations is addressed. Leading eigenvalues of large matrices that arise from discretization are calculated, and an efficient multigrid method for solving these problems is presented. The resulting grid functions are used as initial approximations for appropriate eigenvalue problems. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a nonstandard way in which the right-hand side of the coarse grid equations involves unknown parameters to be solved on the coarse grid. This leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem are presented which demonstrate the effectiveness of the method.