Finite-Difference Ghost-Cell Multigrid Methods for Elliptic problems with Mixed Boundary Conditions and Discontinuous Coefficients

Abstract

The work of this thesis is devoted to the development of an original and general numerical method for solving the elliptic equation in an arbitrary domain (described by a level-set function) with general boundary conditions (Dirichlet, Neumann, Robin, ...) using Cartesian grids. It can be then considered an immersed boundary method, and the scheme we use is based on a finite-difference ghost-cell technique. The entire problem is solved by an effective multigrid solver, whose components have been suitably constructed in order to be applied to the scheme. The method is extended to the more challenging case of discontinuous coefficients, and the multigrid is suitable modified in order to attain the optimal convergence factor of the whole iteration procedure. The development of the multigrid is an important feature of this thesis, since multigrid solvers for discontinuous coefficients maintaining the optimal convergence factor without depending on the jump in the coefficient and on the problem size is recently studied in literature. The method is second order accurate in the solution and its gradient. A convergence proof for the first order scheme is provided, while second order is confirmed by several numerical tests.