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Robert Spall

Multigrid techniques are used in most commercial computational fluid dynamics codes where large numbers of unknowns are common.  The techniques are used to accelerate convergence of basic iterative methods using multiple grid levels.  In this course we apply basic multigrid techniques to one- and two-dimensional elliptic problems discretized using a finite-difference method.  The approach may be extended to the finite-volume and other methods, or may be applied to general sparse linear systems of the form Ax=b.  The one- and two-dimensional codes are written in Fortran90 and source codes available for download.  Prospective students should be familiar with basic numerical methods and be proficient in a scientific programming language.

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What's inside

Learning objective

Basics of multigrid solvers for large, sparse systems of linear equations.

Syllabus

Multigrid Methods

A short introduction to the motivation for using multigrid solvers.

Which lectures contain downloadable materials.

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This lecture discusses the basics of the Jacobi iterative method for solving systems of equations.

This lecture discusses the basics of the Gauss-Seidel iterative method for solving systems of equations.

This lecture discusses the high and low frequency error reduction properties of Jacobi, under-relaxed Jacobi, and Gauss-Seidel iterative methods.

Quiz1

We look at an outline of a simple 2-level multigrid method.

We will define our prototype one-dimensional problem and look at our process for generating grids at different multigrid levels.

We will look at rates of reduction of RMS residuals and error reductions for multigrid and Gauss-Seidel methods.

A look at different multigrid cycles, choices to be made, and terminology.

Different Multigrid Cycles
Different Multigrid Parameter Choices

Multigrid results for a 2D Poisson equation.

One-Dimensional Multigrid Code

This lecture goes over the Gauss-Seidel solver, restriction, and prolongation subroutines in the one-dimensional multigrid code.

This lecture goes over the main program that calls the subroutines from the previous lecture for the one-dimensional multigrid code.

In this lecture we run the one-dimensional code using various parameters to look at solution convergence.

Run the One Dimensional Code
Two-Dimensional Multigrid Code

We go over the two-dimensional multigrid code for the Poisson equation finite-difference discretization in this lecture.

We look at two-dimensional results for the solution of our model Poisson equation using both multigrid and Gauss-Seidel methods.

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Activities

Be better prepared before your course. Deepen your understanding during and after it. Supplement your coursework and achieve mastery of the topics covered in Basic Multigrid Solvers with these activities:
Review Numerical Methods
Refresh your understanding of basic numerical methods to better grasp the multigrid techniques covered in the course.
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  • Review textbooks or online resources on numerical methods.
  • Work through practice problems related to iterative solvers.
  • Familiarize yourself with finite difference and finite volume methods.
Understanding Multigrid
Read 'Understanding Multigrid' to gain a deeper understanding of the theoretical foundations and practical aspects of multigrid methods.
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  • Read the introductory chapters to understand the basic concepts.
  • Focus on the chapters related to the specific multigrid techniques covered in the course.
  • Work through the examples and exercises to solidify your understanding.
Implement Jacobi and Gauss-Seidel Methods
Practice implementing Jacobi and Gauss-Seidel methods to solidify your understanding of iterative solvers.
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  • Write code for Jacobi and Gauss-Seidel methods in your preferred language.
  • Test your implementations on small linear systems.
  • Compare your results with known solutions.
Four other activities
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Show all seven activities
A Multigrid Tutorial
Consult 'A Multigrid Tutorial' for a practical guide to implementing multigrid methods.
View A Multigrid Tutorial on Amazon
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  • Read the chapters on V-cycles and W-cycles.
  • Study the examples of multigrid applied to different problems.
  • Try implementing the algorithms described in the book.
Create a Multigrid Visualization
Create a visualization of the multigrid process to better understand how it works.
Show steps
  • Choose a visualization tool (e.g., Python with Matplotlib, ParaView).
  • Implement a simple multigrid solver.
  • Visualize the solution at different grid levels and the transfer of information between levels.
Extend the 1D Multigrid Code
Extend the provided 1D multigrid code to handle more complex problems or boundary conditions.
Show steps
  • Analyze the existing 1D multigrid code.
  • Identify areas for improvement or extension.
  • Implement your chosen extension and test thoroughly.
Create a Multigrid Cheat Sheet
Compile a cheat sheet summarizing the key concepts, algorithms, and terminology related to multigrid methods.
Show steps
  • Review your course notes and textbook.
  • Identify the most important concepts and algorithms.
  • Summarize these concepts and algorithms in a concise and easy-to-understand format.

Career center

Learners who complete Basic Multigrid Solvers will develop knowledge and skills that may be useful to these careers:
Climate Modeler
Climate modelers develop and use complex computer models to simulate the Earth's climate system and predict future climate change scenarios. These models involve solving large, sparse systems of equations that require efficient numerical solvers. This course on Basic Multigrid Solvers should be useful for enhancing the performance of climate models. The course material on multigrid techniques, along with the provision of Fortran90 source codes, provides practical tools for improving solver efficiency. Climate modelers searching to deepen their understanding of numerical methods can use the course's content.
Aerospace Engineer
Aerospace engineers design, develop, and test aircraft and spacecraft. Computational fluid dynamics is a critical tool in this field, used to simulate airflow around vehicles and optimize their aerodynamic performance. This course on Basic Multigrid Solvers helps these engineers accelerate convergence of basic iterative methods using multiple grid levels. The course's material on multigrid techniques for solving elliptic problems, as well as its downloadable Fortran90 code, gives helpful tools for improving the efficiency and accuracy of CFD simulations. Aerospace engineers seeking to improve their simulation capabilities may be attracted to this course.
Computational Scientist
A computational scientist tackles complex problems by developing and applying computational models, simulations, and algorithms. This often involves using high-performance computing and advanced numerical methods. A course on Basic Multigrid Solvers helps to build a foundation in accelerating the convergence of iterative methods, a crucial skill when dealing with large systems of equations that arise in scientific computing. Specifically, the course's focus on multigrid techniques for one- and two-dimensional elliptic problems, along with downloadable Fortran90 source codes, may be beneficial for developing and testing computational models. One who wishes to apply computer simulation to scientific problems may have use for this course.
Mechanical Engineer
Mechanical engineers design and develop mechanical systems and devices. Numerical simulations are an important tool in mechanical engineering, used for analyzing stress, heat transfer, and fluid flow. This course on Basic Multigrid Solvers could be useful for mechanical engineers to enhance the performance of these simulations. The course's focus on multigrid techniques for solving large, sparse systems of equations, particularly in the context of finite-difference methods, may be applicable to many engineering problems. Mechanical engineers looking to learn more about numerical methods and solver development should consider this course.
Research Scientist
Research scientists conduct experiments, analyze data, and develop theories to advance knowledge in their field. In many scientific disciplines, numerical simulations and the solution of large systems of equations are essential tools. This course on Basic Multigrid Solvers helps scientists solve these equations more efficiently. The course material on multigrid methods, particularly its application to finite-difference discretizations of elliptic problems, provides a basis for improving the performance of numerical simulations. Research scientists who rely on computational modeling may benefit from this course.
Simulation Engineer
Simulation engineers design, develop, and implement simulations to analyze and optimize systems or processes. They use computational tools and techniques to model real-world scenarios and predict outcomes. This course on Basic Multigrid Solvers may aid in tackling computationally intensive simulation problems. The course work's focus on multigrid techniques to accelerate convergence, particularly when dealing with finite-difference methods, could be directly applicable to improving the efficiency and accuracy of simulations. Simulation engineers who want to optimize their models and simulations using advanced numerical solvers may benefit from this course.
Civil Engineer
Civil engineers design and oversee the construction of infrastructure projects such as bridges, buildings, and transportation systems. Numerical simulations are used in civil engineering to analyze structural integrity, model fluid flow, and optimize designs. This course on Basic Multigrid Solvers may aid civil engineers who want to enhance their simulation capabilities. The course's techniques for solving large, sparse systems of equations, particularly in the context of finite-difference methods, should be useful for accelerating simulations. Civil engineers seeking to improve their skills in numerical methods may benefit from this course.
Biomedical Engineer
Biomedical engineers apply engineering principles to solve medical and biological problems. Numerical simulations are used to model physiological systems, design medical devices, and analyze medical images. This course on Basic Multigrid Solvers may be valuable for biomedical engineers to enhance their simulation capabilities. The techniques for solving large, sparse systems of equations, particularly in the context of finite-difference methods, are applicable to many biomedical engineering problems. Biomedical engineers looking to enhance their skills in numerical methods may find this course valuable.
Petroleum Engineer
Petroleum engineers work to extract oil and gas from the earth. Numerical simulations are widely used in reservoir modeling to predict fluid flow and optimize production strategies. A course like Basic Multigrid Solvers may be useful for enhancing these simulations. The course provides a foundation in multigrid techniques for solving large, sparse systems, which are common in reservoir models. Petroleum engineers who want hands-on experience in numerical methods may find this course useful.
Environmental Engineer
Environmental engineers develop solutions to environmental problems, such as pollution control and resource management. Numerical simulations are used to model environmental processes, such as groundwater flow and air pollution dispersion. This course on Basic Multigrid Solvers may assist civil engineers who want to enhance the performance of these simulations. The techniques for solving large, sparse systems of equations, particularly in the context of finite-difference methods, can be useful for accelerating simulations. Environmental engineers seeking to expand their skills in numerical methods may benefit from this course.
Software Engineer
Software engineers design, develop, and test software applications. Those working on scientific or engineering software might encounter large, sparse systems of linear equations that need to be solved efficiently. This course on Basic Multigrid Solvers may provide valuable knowledge and skills for developing high-performance solvers. The course's exploration of multigrid techniques, along with the provision of Fortran90 source codes, gives code examples for accelerating iterative methods. Software engineers seeking to enhance their expertise in numerical methods and solver development may find this course useful.
Machine Learning Engineer
Machine learning engineers develop and implement machine learning models and algorithms. Some machine learning techniques, such as solving optimization problems or dealing with graph-based data, involve solving systems of equations. This course on Basic Multigrid Solvers may equip machine learning engineers with tools and techniques for accelerating these computations. The course's focus on multigrid methods and iterative solvers may be applicable to specific machine learning challenges. Machine learning engineers seeking to deepen their understanding of numerical methods may find this course helpful.
Data Scientist
Data scientists analyze large datasets to extract insights and inform decision-making. While not always directly applicable, the numerical methods and linear algebra skills needed to solve large, sparse systems of equations are relevant to some areas of data science, such as network analysis or machine learning. This course on Basic Multigrid Solvers may provide a foundation in these areas. The course's material on multigrid techniques and iterative methods may be useful. Data scientists who want to expand their knowledge of numerical methods may find this course worthwhile.
Financial Modeler
Financial modelers create quantitative models to analyze financial markets, assess risk, and make investment decisions. Some financial models involve solving complex systems of equations, particularly in areas like derivatives pricing or portfolio optimization. This course on Basic Multigrid Solvers may equip financial modelers with techniques to accelerate the solution of such systems. The course's focus on multigrid methods and iterative solvers might be applicable to enhancing the performance of financial models. Professionals in finance may find this course valuable.
Data Analyst
Data analysts collect, clean, and analyze data to identify trends, patterns, and insights. While the specific techniques covered in this course on Basic Multigrid Solvers may not be directly applicable to all data analysis tasks, the underlying principles of numerical methods and linear algebra are relevant to some areas of data analysis, such as network analysis and optimization problems. The background in iterative methods may serve as a foundation. Data analysts seeking to broaden their mathematical toolkit may find this course helpful.

Reading list

We've selected two books that we think will supplement your learning. Use these to develop background knowledge, enrich your coursework, and gain a deeper understanding of the topics covered in Basic Multigrid Solvers.
Provides a comprehensive introduction to multigrid methods, covering both theoretical foundations and practical implementation details. It valuable resource for understanding the underlying principles of multigrid solvers and their application to various problems. This book is particularly helpful for students who want to delve deeper into the mathematical aspects of multigrid methods. It is often used as a textbook in graduate-level courses.
Provides a practical and accessible introduction to multigrid methods, focusing on the key concepts and algorithms. It valuable resource for students who want to learn how to implement multigrid solvers in practice. The book includes numerous examples and exercises to help readers solidify their understanding. It is particularly useful as additional reading to complement the course materials.

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