Solution of the three-dimensional Helmholtz equation using ... - cerfacs
Solution of the three-dimensional Helmholtz equation using ... - cerfacs
Solution of the three-dimensional Helmholtz equation using ... - cerfacs
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Motivations<br />
Wave propagation modelling<br />
<strong>Solution</strong> method components: Iterative method and multigrid<br />
<strong>Solution</strong> strategy<br />
Numerical experiments<br />
Perspectives and conclusions<br />
Classical GMRES / Restarted GMRES<br />
Multigrid<br />
Classical GMRES<br />
The solution x m <strong>of</strong> Ax = b is sought in <strong>the</strong> Krylov subspace:<br />
}<br />
x 0 + K m(A, r 0 ) = x 0 + Span<br />
{r 0 , Ar 0 , A 2 r 0 , ..., A m−1 r 0 = x 0 + Span {V m} ,<br />
minimizing ||r m || 2 = ||b − Ax m || 2 , r 0 : initial residual.<br />
Arnoldi’s relation: AV m = V m+1 ¯Hm .<br />
Convergence reached in n (dim(A)) iterations at most.<br />
O(nm 2 ) complexity.<br />
Practicable GMRES variants<br />
Restart GMRES: Alternative in memory ,CPU to <strong>the</strong> classical<br />
GMRES.<br />
Principle: restart GMRES(m), m small, up to <strong>the</strong> convergence.<br />
FGMRES: Enables preconditioner to vary at each iteration.<br />
12/27 Multigrid for geophysics applications