An extrapolation full multigrid algorithm combined with fourth-order compact scheme for convection–diffusion equations

Abstract In this paper, we propose an extrapolation full multigrid (EXFMG) algorithm to solve the large linear system arising from a fourth-order compact difference discretization of two-dimensional (2D) convection diffusion equations. A bi-quartic Lagrange interpolation for the solution on previous coarser grid is used to construct a good initial guess on the next finer grid for V- or W-cycles multigrid solver, which greatly reduces the number of relaxation sweeps. Instead of performing a fixed number of multigrid cycles as used in classical full multigrid methods, a series of grid level dependent relative residual tolerances is introduced to control the number of the multigrid cycles. Once the fourth-order accurate numerical solutions are obtained, a simple method based on the midpoint extrapolation is employed for the fourth-order difference solutions on two-level grids to construct a sixth-order accurate solution on the entire fine grid cheaply and directly. Numerical experiments are conducted to verify that the proposed method has much better efficiency compared to classical multigrid methods. The proposed EXFMG method can also be extended to solve other kinds of partial differential equations