Patch-adaptive multilevel iteration

Abstract

The multilevel adaptive iteration is an attempt to improve both the robustness and efficiency of iterative sparse system solvers. Unlike in most other iterative methods, the order of processing and sequence of operations is not determined a priori. The method consists of a relaxation scheme with an active set strategy and can be viewed as an efficient implementation of the Gauß-Southwell relaxation. With this strategy, computational work is focused on where it can efficiently improve the solution quality. To obtain full efficiency, the algorithm must be used on a multilevel structure. This algorithm is then closely related to multigrid or multilevel preconditioning algorithms, and can be shown to have asymptotically optimal convergence. In this paper the focus is on a variant that uses data structures with a locally uniform grid refinement. The resulting grid system consists of a collection of patches where each patch is a uniform rectangular grid and where adaptive refinement is accomplished by arranging the patches flexibly in space. This construction permits improved implementations that better exploit high performance computer designs. This will be demonstrated by numerical examples.