Convergence of a two-grid algorithm for the control of the wave equation

We analyze the problem of boundary observability of the finite-difference space semidiscretizations of the 2-d wave equation in the square.We prove the uniform (with respect to the meshsize) boundary observability for the solutions obtained by the two-grid preconditioner introduced by Glowinski [9]. Our method uses previously known uniform observability inequalities for low frequency solutions and a dyadic spectral time decomposition. As a consequence we prove the convergence of the two-grid algorithm for computing the boundary controls for the wave equation. The method can be applied in any space dimension, for more general domains and other discretization schemes. © European Mathematical Society 2009