Extending a new two-grid waveform relaxation on a spatial finite element discretization

Abstract

In this work, a new two-grid method presented for the elliptic partial differential equations is generalized to the time-dependent linear parabolic partial differential equations. The new two-grid waveform relaxation method uses the numerical method of lines, replacing any spatial derivative by a discrete formula, obtained here by the finite element method. A convergence analysis in terms of the spectral radius of the corresponding two-grid waveform relaxation operator is also developed. Moreover, the efficiency of the presented method and its analysis are tested, applying the two-dimensional heat equation.