MULTIGRID_POISSON_1D
Multigrid Solver for 1D Poisson Problem

MULTIGRID_POISSON_1D is a FORTRAN90 library which applies a multigrid method to solve the linear system associated with a discretized version of the 1D Poisson equation.

The 1D Poisson equation is assumed to have the form

        -u''(x) = f(x), for a < x < b
         u(a) = ua, u(b) = ub
      

Let K be a small positive integer called the mesh index, and let N = 2^K be the corresponding number of uniform subintervals into which [A,B] is divided. Assigning a value U(I) to each of the N+1 equally spaced nodes with coordinate X(I), we approximate the equation by

        -U(i-1) + 2 U(i) - U(i+1)
        -------------------------   = f( X(i) ), 1 < I < N+1
                  h^2

        U(1) = ua, U(N+1) = ub.
      

It remains to solve the linear system for the desired values of U. This could be done directly, or iteratively. An iterative method such as Jacobi, Gauss-Seidel or SOR might be suitable, but experience shows that the convergence rate of these iterative methods decreases drastically as the value of K is increased - that is, as a more refined and accurate answer is sought.

The multigrid method defines a nested set of grids, and corresponding solutions, to the problem, and applies an iterative linear solver. By transfering information from one grid to a finer or coarser one, a more rapid convergence behavior can be encouraged.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

MULTIGRID_POISSON_1D is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

CYCLIC_REDUCTION, a FORTRAN90 library which solves a tridiagonal linear system using cyclic reduction.

FD1D_BVP, a FORTRAN90 program which applies the finite difference method to a two point boundary value problem in one spatial dimension.

MGMRES, a FORTRAN90 library which applies the restarted GMRES algorithm to solve a sparse linear system, by Lili Ju.

Reference:

1. William Briggs, Van Emden Henson, Steve McCormick,
   A Multigrid Tutorial,
   SIAM, 2000,
   ISBN13: 978-0-898714-62-3,
   LC: QA377.B75.
2. William Hager,
   Applied Numerical Linear Algebra,
   Prentice-Hall, 1988,
   ISBN13: 978-0130412942,
   LC: QA184.H33.

Source Code:

• multigrid_poisson_1d.f, the source code.

Examples and Tests:

• multigrid_poisson_1d_test.f, a sample calling program.
• multigrid_poisson_1d_test.txt, the output file.

List of Routines:

• MONOGRID_POISSON_1D solves a 1D PDE, using the Gauss-Seidel method.
• MULTIGRID_POISSON_1D solves a 1D PDE using the multigrid method.
• CTOF transfers data from a coarse to a finer grid.
• FTOC transfers data from a fine grid to a coarser grid.
• GAUSS_SEIDEL carries out one step of a Gauss-Seidel iteration.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the FORTRAN90 source codes.