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An inexact FAS coarse solve contributes a bounded correction defect
Statement
Consider one two-grid FAS cycle with fixed pre-smoothing result, exact selected coarse root , prolongation , and a post-smoother that is -Lipschitz on the relevant corrected states. Suppose a coarse solver returns with residual and a separately verified residual-to-solution estimate Then the inexact-cycle output and exact-cycle output satisfy If the exact cycle satisfies the root-error estimate on a stated invariant region, then for every iteration input in that region whose exact and inexact corrected states satisfy the preceding hypotheses, Invertibility of alone is not asserted to imply the stated residual-to-solution estimate; that bound must be proved under additional coarse-operator hypotheses.
Facts & Assumptions
Given: The two-grid FAS correction formula, the same fine pre-smoothing state in both cycles, a residual-to-solution bound with constant , a post-smoother Lipschitz constant , and (for the iteration inequality) an exact-cycle root-error factor .
Finite-budget nonlinear FAS two-grid cycle: the coarse difference is prolonged by before post-smoothing.
A smooth FAS cycle converges locally under its actual derivative bounds: under its stated hypotheses, the exact cycle has a root-error factor on the invariant ball.
On the chosen region, the exact selected coarse root and the inexact returned value satisfy .
The post-smoother has Lipschitz constant on the segment joining the exact and inexact corrected states.
Proof
Let and be the exact and inexact corrected states. By [F1], subtraction cancels and , so . Hence [A1] gives
Applying the same post-smoother to the two corrected states and using [A2] yields . For an iteration, the triangle inequality and [F2] therefore give
Depends on
Used by
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Sources
- William L. Briggs, Van Emden Henson, and Steve F. McCormick, A Multigrid Tutorial, 2nd ed., Chapter 6 (standard reference, not scraped)
- Harald van Brummelen, Basics of Multigrid Methods, SINTEF winter-school lecture notes (standard reference, not scraped)
- Van Emden Henson, Multigrid Methods for Nonlinear Problems: An Overview, UCRL-JC-150259 (standard reference, not scraped)