A Multigrid method for nonlocal problems: non-diagonally dominant Toeplitz-plus-tridiagonal systems

TL;DR

This paper develops a multigrid method for solving nonlocal problems with Toeplitz-plus-tridiagonal matrices that are not diagonally dominant, demonstrating convergence and efficiency through spectral analysis and numerical experiments.

Contribution

It introduces a simple multigrid approach for nonlocal problems with non-diagonally dominant matrices, extending convergence proofs and practical implementation.

Findings

Convergence of the two-grid method is proven for non-diagonally dominant systems.

The full multigrid method converges for constant kernel cases.

Numerical experiments confirm $ ext{O}(N ext{log} N)$ complexity using FFT.

Abstract

The nonlocal problems have been used to model very different applied scientific phenomena, which involve the fractional Laplacian when one looks at the L\'{e}vy processes and stochastic interfaces. This paper deals with the nonlocal problems on a bounded domain, where the stiffness matrices of the resulting systems are Toeplitz-plus-tridiagonal and far from being diagonally dominant, as it occurs when dealing with linear finite element approximations. By exploiting a weakly diagonally dominant Toeplitz property of the stiffness matrices, the optimal convergence of the two-grid method is well established [Fiorentino and Serra-Capizzano, {\em SIAM J. Sci. Comput.}, {17} (1996), pp. 1068--1081; Chen and Deng, {\em SIAM J. Matrix Anal. Appl.}, {38} (2017), pp. 869--890]; and there are still questions about best ways to define coarsening and interpolation operator when the stiffness matrix is far from being weakly diagonally dominant [St\"{u}ben, {\em J. Comput. Appl. Math.}, {128} (2001), pp. 281--309]. In this work, using spectral indications from our analysis of the involved matrices, the simple (traditional) restriction operator and prolongation operator are employed in order to handle general algebraic systems which are {\em neither Toeplitz nor weakly diagonally dominant} corresponding to the fractional Laplacian kernel and the constant kernel, respectively. We focus our efforts on providing the detailed proof of the convergence of the two-grid method for such situations. Moreover, the convergence of the full multigrid is also discussed with the constant kernel. The numerical experiments are performed to verify the convergence with only $\mathcal{O}(N \mbox{log} N)$ complexity by the fast Fourier transform, where $N$ is the number of the grid points.