A time-simultaneous multigrid method for parabolic evolution equations

Abstract

We present a time-simultaneous multigrid scheme for parabolic equations that is motivated by blocking multiple time steps together. The resulting method is closely related to multigrid waveform relaxation and is robust with respect to the spatial and temporal grid size and the number of simultaneously computed time steps. We give an intuitive understanding of the convergence behavior and briefly discuss how the theory for multigrid waveform relaxation can be applied in some special cases. Finally, some numerical results for linear and also nonlinear test cases are shown.