A new wavelet multigrid method

  • Authors:
  • Doreen De Leon

  • Affiliations:
  • Department of Mathematics, California State University, Fresno, 5245 N. Backer Ave., M/S PB 108, Fresno, CA 93740-8001, USA

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2008

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Abstract

The standard multigrid procedure performs poorly or may break down when used to solve certain problems, such as elliptic problems with discontinuous or highly oscillatory coefficients. The method discussed in this paper solves this problem by using a wavelet transform and Schur complements to obtain the necessary coarse grid, interpolation, and restriction operators. A factorized sparse approximate inverse is used to improve the efficiency of the resulting method. Numerical examples are presented to demonstrate the versatility of the method.