Petr Vaněk¹, Roman Kužel¹, Ivana Pultarová²,
Milan Hanu¹, Pavla Fraňková¹, and
Zbyněk Vastl¹
¹ Západočeská univerzita v Plzni
² ČVUT v Praze
Multi-level methods with evolving coarse-space for solving linear and
nonlinear problems
We propose a new non-linear multigrid that is a kind of exact approximation
scheme.
To solve non-linear problems, we add the current approximation vector as a
column of the prolongator.
This construction guarantees that the current approximation is present in
the coarse-space.
Thus, in the limit, the coarse-space contains the exact solution. We apply
our method to the generalized
eigenvalue problem and show very promising numerical results. We discuss
shortly the issue
of convergence theory that is currently in progress.