Analysis of a Time Multigrid Algorithm for DG-Discretizations in Time
Numerical Analysis
2014-10-02 v2
Abstract
We present and analyze for a scalar linear evolution model problem a time multigrid algorithm for DG-discretizations in time. We derive asymptotically optimized parameters for the smoother, and also an asymptotically sharp convergence estimate for the two grid cycle. Our results hold for any A-stable time stepping scheme and represent the core component for space-time multigrid methods for parabolic partial differential equations. Our time multigrid method has excellent strong and weak scaling properties for parallelization in time, which we show with numerical experiments.
Cite
@article{arxiv.1409.5254,
title = {Analysis of a Time Multigrid Algorithm for DG-Discretizations in Time},
author = {Martin J. Gander and Martin Neumüller},
journal= {arXiv preprint arXiv:1409.5254},
year = {2014}
}