Acceleration of a two-grid method for eigenvalue problems

Hu, Xiaozhe; Cheng, Xiaoliang

doi:10.1090/S0025-5718-2011-02458-0

Acceleration of a two-grid method for eigenvalue problems
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by Xiaozhe Hu and Xiaoliang Cheng PDF

Math. Comp. 80 (2011), 1287-1301 Request permission

Abstract:

This paper provides a new two-grid discretization method for solving partial differential equation or integral equation eigenvalue problems. In 2001, Xu and Zhou introduced a scheme that reduces the solution of an eigenvalue problem on a finite element grid to that of one single linear problem on the same grid together with a similar eigenvalue problem on a much coarser grid. By solving a slightly different linear problem on the fine grid, the new algorithm in this paper significantly improves the theoretical error estimate which allows a much coarser mesh to achieve the same asymptotic convergence rate. Numerical examples are also provided to demonstrate the efficiency of the new method.

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