Multigrid Algorithms for the Solution of Linear Complementarity Problems Arising from Free Boundary Problems.
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WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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We show that the multigrid algorithms of Brandt can be adapted to solve linear complementarity problems arising from free boundary problems. The multigrid algorithms are significantly faster than previous algorithms. Using the multigrid algorithms, which are simple modifications of multigrid algorithms for equalities, it is possible to solve the difference equations to within truncation error using less work than the equivalent of six Gauss-Seidel sweeps on the finest grid. Author
- Theoretical Mathematics