The application of the multigrid algorithm to the solution of stiff ordinary differential equations resulting from partial differential equations.
Abstract
We wish to apply the newly developed multigrid method [14] to the solution of
ODEs resulting from the semi-discretization of time dependent PDEs by the
method of lines. In particular, we consider the general form of two important
PDE equations occuring in practice, viz. the nonlinear diffusion equation and
the telegraph equation. Furthermore, we briefly examine a practical area, viz.
atmospheric physics where we feel this method might be of significance. In
order to offer the method to a wider range of PC users we present a computer
program, called PDEMGS. The purpose of this program is to relieve the user
of much of the expensive and time consuming effort involved in the solution
of nonlinear PDEs. A wide variety of examples are given to demonstrate the
usefulness of the multigrid method and the versatility of PDEMGS.
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