• Title/Summary/Keyword: multigrid methods

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Comparison of multigrid performance for higher order scheme with 5-point scheme

  • Han, Mun. S.;Kwak, Do Y.;Lee, Jun S.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.4 no.2
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    • pp.135-142
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    • 2000
  • We consider a multigrid algorithm for higher order finite difference scheme for the Poisson problem on rectangular domain. Several smoothers including Jacobi, Red-black Gauss-Seidel are tested and compared. Since higher order scheme gives much more accurate result then 5-point scheme, one may use small number of levels with higher order scheme and thus the overall cost is reduced quite a lot. The numerical experiment compares the two cases.

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Preconditioned Multistage time stepping for the Multigrid Navier-Stokes Solver (다중 격자 Navier-Stokes 해석을 위한 예조건화된 다단계 시간 전진 기법)

  • Kim Yoonsik;Kwon Jang Hyuk;Choi Yun Ho;Lee Seungsoo
    • 한국전산유체공학회:학술대회논문집
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    • 2002.05a
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    • pp.59-64
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    • 2002
  • In this paper, the preconditioned multistage time stepping methods which are popular multigrid smoothers is implemented for the compressible Navier-Stokes calculation with full-coarsening multigrid method. The convergence characteristic of the point-Jacobi and Alternating direction line Jacobi(DDADI) preconditioners are studied. The performance of 2nd order upwind numerical fluxes such as 2nd order upwind TVD scheme and MUSCL-type linear reconstruction scheme are compared in the inviscid and viscous turbulent flow caculations.

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MULTIGRID SOLUTION OF THREE DIMENSIONAL BIHARMONIC EQUATIONS WITH DIRICHLET BOUNDARY CONDITIONS OF SECOND KIND

  • Ibrahim, S.A. Hoda;Hassan, Naglaa Ameen
    • Journal of applied mathematics & informatics
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    • v.30 no.1_2
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    • pp.235-244
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    • 2012
  • In this paper, we solve the three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind using the full multigrid (FMG) algorithm. We derive a finite difference approximations for the biharmonic equation on a 18 point compact stencil. The unknown solution and its second derivatives are carried as unknowns at grid points. In the multigrid methods, we use a fourth order interpolation to producing a new intermediate unknown functions values on a finer grid, and the full weighting restriction operators to calculating the residuals at coarse grid points. A set of test problems gives excellent results.

Convergence Study of the Multigrid Navier-Stokes Simulation : II. Implicit Preconditioners (다중 격자 Navier-Stokes 해석을 위한 수렴 특성 연구 : II. 내재적 예조건자)

  • Kim, Yoon-Sik;Kwon, Jang-Hyuk
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.32 no.6
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    • pp.1-8
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    • 2004
  • The objective of this study is convergence acceleration of multigrid Navier-Stokes solvers. This study has been performed to enhance the performance of preconditioned multi-stage time stepping method which is a popular smoother for the multigrid Navier-Stokes solvers. Comparative study on the convergence characteristics of the ADI and DDADI preconditioners has been conducted. It is shown that the DDADI preconditioner has better performance than the ADI by numerical tests on the 2-D compressible turbulent flows past airfoils. The Spalart-Allmaras turbulent model and the Baldwin-Lomax turbulent model have been compared with the multigrid calculations.

MULTIGRID METHOD FOR TOTAL VARIATION IMAGE DENOISING

  • HAN, MUN S.;LEE, JUN S.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.6 no.2
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    • pp.9-24
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    • 2002
  • Total Variation(TV) regularization method is effective for reconstructing "blocky", discontinuous images from contaminated image with noise. But TV is represented by highly nonlinear integro-differential equation that is hard to solve. There have been much effort to obtain stable and fast methods. C. Vogel introduced "the Fixed Point Lagged Diffusivity Iteration", which solves the nonlinear equation by linearizing. In this paper, we apply multigrid(MG) method for cell centered finite difference (CCFD) to solve system arise at each step of this fixed point iteration. In numerical simulation, we test various images varying noises and regularization parameter $\alpha$ and smoothness $\beta$ which appear in TV method. Numerical tests show that the parameter ${\beta}$ does not affect the solution if it is sufficiently small. We compute optimal $\alpha$ that minimizes the error with respect to $L^2$ norm and $H^1$ norm and compare reconstructed images.

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Optical Flow for Motion Images with Large Displacement by Functional Expansion

  • Kim, Jin-Woo
    • Journal of Korea Multimedia Society
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    • v.7 no.12
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    • pp.1680-1691
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    • 2004
  • One of the representative methods of optical flow is a gradient method which estimates the movement of an object based on the differential of image brightness. However, the method is ineffective for large displacement of the object and many improved methods have been proposed to copy with such limitations. One of these improved techniques is the multigrid processing, which is used in many optical flow algorithms. As an alternative novel technique we have been proposing an orthogonal functional expansion method, where whole displacements are expanded from low frequency terms. This method is expected to be applicable to flow estimation with large displacement and deformation including expansion and contraction, which are difficult to cope with by conventional optical flow methods. In the orthogonal functional expansion method, the apparent displacement field is calculated iteratively by a projection method which utilizes derivatives of the invariant constraint equations of brightness constancy. One feature of this method is that differentiation of the input image is not necessary, thereby reducing sensitivity to noise. In this paper, we apply our method to several real images in which the objects undergo large displacement and/or deformation including expansion. We demonstrate the effectiveness of the orthogonal functional expansion method by comparing with conventional methods including our optimally scaled multigrid optical flow algorithm.

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Numerical Simulation of Three Dimensional Incompressible Flows Using the Navier-Stokes Equations with the Artificial Dissipation Terms and a Multigrid Method (다중격자와 인공점성항을 이용한 3차원 비압축성 흐름에 관한 수치모형 해석)

  • Park, Ki-Doo;Lee, Kil-Seong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1392-1396
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    • 2007
  • The governing equations in generalized curvilinear coordinates for 3D laminar flow are the Incompressible Navier-Stokes (INS) equations with the artificial dissipative terms. and continuity equation discretized using a second-order accurate, finite volume method on the nonstaggered computational grid. This method adopts a dual or pseudo time-stepping Artificial Compressibility (AC) method integrated in pseudo-time. Multigrid methods are also applied because solving the equations on the coarse grids requires much less computational effort per iteration than on the fine grid. The algorithm yields practically identical velocity profiles and secondary flows that are in excellent overall agreement with an experimental measurement (Humphrey et al., 1977).

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Effects of Preconditioning Matrices on the Multigrid Convergence (예조건화 행렬에 따른 다중격자 기법의 수렴성 연구)

  • Seong Chun-Ho;Kim Yun-Sik;Gwon Jang-Hyeok
    • 한국전산유체공학회:학술대회논문집
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    • 2001.05a
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    • pp.195-202
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    • 2001
  • In this paper, the convergence characteristics of preconditioned multigrid methods are investigated. The preconditioning method is introduced to reduce the condition number of discrete governing equations. 6 preconditioners including a point, line and diagonalized line solvers are implemented and applied to 2-dimensional inviscid flow problems. Theoretical fourier analyses and numerical results are presented for the preconditioners.

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COMPARISON OF NUMERICAL METHODS (BI-CGSTAB, OS, MG) FOR THE 2D BLACK-SCHOLES EQUATION

  • Jeong, Darae;Kim, Sungki;Choi, Yongho;Hwang, Hyeongseok;Kim, Junseok
    • The Pure and Applied Mathematics
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    • v.21 no.2
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    • pp.129-139
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    • 2014
  • In this paper, we present a detailed comparison of the performance of the numerical solvers such as the biconjugate gradient stabilized, operator splitting, and multigrid methods for solving the two-dimensional Black-Scholes equation. The equation is discretized by the finite difference method. The computational results demonstrate that the operator splitting method is fastest among these solvers with the same level of accuracy.

Analysis of 2-Dimensional Shallow Water Equations Using Multigrid Method and Coordinate Transformation

  • Lee, Jong-Seol;Cho, Won-Cheol
    • International Union of Geodesy and Geophysics Korean Journal of Geophysical Research
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    • v.26 no.1
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    • pp.1-14
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    • 1998
  • Various numerical methods for the two dimensional shallow water equations have been applied to the problems of flood routing, tidal circulation, storm surges, and atmospheric circulation. These methods are often based on the Alternating Direction Implicity(ADI) method. However, the ADI method results in inaccuracies for large time steps when dealing with a complex geometry or bathymetry. Since this method reduces the performance considerably, a fully implicit method developed by Wilders et al. (1998) is used to improve the accuracy for a large time step. Finite Difference Methods are defined on a rectangular grid. Two drawbacks of this type of grid are that grid refinement is not possibile locally and that the physical boundary is sometimes poorly represented by the numerical model boundary. Because of the second deficiency several purely numerical boundary effects can be involved. A boundary fitted curvilinear coordinate transformation is used to reduce these difficulties. It the curvilinear coordinate transformation is used to reduce these difficulties. If the coordinate transformation is orthogonal then the transformed shallow water equations are similar to the original equations. Therefore, an orthogonal coorinate transformation is used for defining coordinate system. A multigrid (MG) method is widely used to accelerate the convergence in the numerical methods. In this study, a technique using a MG method is proposed to reduce the computing time and to improve the accuracy for the orthogonal to reduce the computing time and to improve the accuracy for the orthogonal grid generation and the solutions of the shallow water equations.

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