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A modified modulus-based multigrid method for linear complementarity problems arising from free boundary problems  ( SCI-EXPANDED收录 CPCI-S收录)  

文献类型:会议论文

英文题名:A modified modulus-based multigrid method for linear complementarity problems arising from free boundary problems

作者:Zhang, Li-Li[1];Ren, Zhi-Ru[2]

第一作者:张丽丽

通讯作者:Ren, ZR[1]

机构:[1]Henan Univ Econ & Law, Sch Math & Informat Sci, Zhengzhou 450046, Henan, Peoples R China;[2]Cent Univ Finance & Econ, Sch Stat & Math, Beijing 100081, Peoples R China

第一机构:河南财经政法大学数学与信息科学学院

通讯机构:[1]corresponding author), Cent Univ Finance & Econ, Sch Stat & Math, Beijing 100081, Peoples R China.

会议论文集:7th International Conference on Numerical Algebra and Scientific Computing (NASC)

会议日期:OCT 18-20, 2019

会议地点:Nanjing, PEOPLES R CHINA

语种:英文

外文关键词:Linear complementarity problem; Free boundary problem; Multigrid method; Full approximation scheme; Local Fourier analysis

摘要:The linear complementarity problem arising from a free boundary problem can be equivalently reformulated as a fixed-point equation. We present a modified modulus based multigrid method to solve this fixed-point equation. This modified method is a full approximation scheme using the modulus-based splitting iteration method as the smoother and avoids the transformation between the auxiliary and the original functions which was necessary in the existing modulus-based multigrid method. We predict its asymptotic convergence factor by applying local Fourier analysis to the corresponding two-grid case. Numerical results show that the W-cycle possesses an h-independent convergence rate and a linear elapsed CPU time, and the convergence rate of the V-cycle can be improved by increasing the smoothing steps. Compared with the existing modulus-based multigrid method, the modified method is more straightforward and is a standard full approximation scheme, which makes it more convenient and efficient in practical applications. (c) 2020 IMACS. Published by Elsevier B.V. All rights reserved.

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