On the Multigrid Waveform Relaxation Method

Abstract

The multigrid waveform relaxation method is an efficient method for solving certain classes of time-dependent partial differential equations (PDEs). This paper studies the relationship between this method and the analogous multigrid method for steady-state problems. Using a Fourier–Laplace analysis, practical convergence rate estimates of the multigrid waveform relaxation are obtained. Experimental results show that the analysis yields accurate performance prediction.