Fourier analysis of a time-simultaneous two-grid algorithm using a damped Jacobi waveform relaxation smoother for the one-dimensional heat equation

Abstract In this work, the convergence behavior of a time-simultaneous two-grid algorithm for the one-dimensional heat equation is studied using Fourier arguments in space. The underlying linear system of equations is obtained by a finite element or finite difference approximation in space while the semi-discrete problem is discretized in time using the ϑ-scheme. The simultaneous treatment of all time instances leads to a global system of linear equations which provides the potential for a higher degree of parallelization of multigrid solvers due to the increased number of degrees of freedom per spatial unknown. It is shown that the all-at-once system based on an equidistant discretization in space and time stays well conditioned even if the number of blocked time-steps grows arbitrarily. Furthermore, mesh-independent convergence rates of the considered two-grid algorithm are proved by adopting classical Fourier arguments in space without assuming periodic boundary conditions. The rate of convergence with respect to the Euclidean norm does not deteriorate arbitrarily if the number of blocked time steps increases and, hence, underlines the potential of the solution algorithm under investigation. Numerical studies demonstrate why minimizing the spectral norm of the iteration matrix may be practically more relevant than improving the asymptotic rate of convergence.