An energy-minimizing interpolation for robust multigrid methods

W. L. Wan*, Tony F. Chan, Barry Smith

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

86 Scopus citations


We propose a robust interpolation for multigrid based on the concepts of energy minimization and approximation. It can handle PDE coefficients of various types on structured or unstructured grids under one framework. The formulation is general; it can be applied to any dimension. We demonstrate numerically the effectiveness of the multigrid method in two dimensions by applying it to a discontinuous coefficient problem, an oscillatory coefficient problem, and an anisotropic problem. Empirically, the convergence rate is independent of the coefficients of the underlying PDE, in addition to being independent of the mesh size. The proposed method is primarily designed for second-order elliptic PDEs, with possible extensions to other classes of problems such as integral equations.

Original languageEnglish (US)
Pages (from-to)1632-1649
Number of pages18
JournalSIAM Journal on Scientific Computing
Issue number4
StatePublished - 1999
Externally publishedYes


  • Elliptic differential equations
  • Energy minimization
  • Interpolation
  • Multigrid
  • Nonsmooth coefficient

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics


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