ANALYSIS OF MULTIGRID PRECONDITIONING FOR IMPLICIT PDE SOLVERS FOR DEGENERATE PARABOLIC EQUATIONS

摘要

In this paper an implicit numerical method designed for nonlinear degenerate parabolic equations is proposed. A convergence analysis and the study of the related computational cost are provided. In fact, due to the nonlinear nature of the underlying mathematical model, the use of a fixed point scheme is required. The chosen scheme is the Newton method and its convergence is proven under mild assumptions. Every step of the Newton method implies the solution of large, locally structured, linear systems. A special effort is devoted to the spectral analysis of the relevant matrices and to the design of appropriate multigrid preconditioned Krylov methods. Numerical experiments for the validation of our analysis complement this contribution.