Extended convergence analysis for multi-grid algorithms and its application in mobility models

The purpose of this thesis is to extend the Fourier-based convergence theory for multi-grid algorithms. The extension allows an efficient multi-grid algorithm to be configured for situations in which a system shows local variations that cannot be handled by Fourier analysis. The focus of this new convergence analysis is a precise description of aliasing effects on the system and the coarsening strategy of the algorithm. Particular cases where this new analysis can be applied are studied, including systems with square-wave eigen-vectors and mobility models based on correlated random walks. The application of the convergence analysis to a given system allows one to obtain the factors by which the modal components of the error in one multi-grid iteration are reduced (convergence factors) and mixed (aliasing factors). These factors show the strength and weakness of inter-grid operators used by the algorithm to transfer information between multiple levels of description of a system. Thus, the convergence analysis can be used to evaluate and design efficient inter-grid operators for the application of the multi-grid algorithm. An application of this theory to models of the mobility of vehicles in a city is considered. An algebraic multi-grid configuration is considered for computation of absorbing times that provide important information for the evaluation of communication protocols in Mobile Ad-hoc NETworks (MANETs). In simple cases, the convergence analysis can be applied to show the efficiency of the configuration and numerical results are provided for more complicated scenarios.

[1]  Edward J. Coyle,et al.  Stochastic Properties of Mobility Models in Mobile Ad Hoc Networks , 2006, 2006 40th Annual Conference on Information Sciences and Systems.

[2]  G. Weiss Aspects and Applications of the Random Walk , 1994 .

[3]  Alan J. Laub,et al.  Matrix analysis - for scientists and engineers , 2004 .

[4]  Marcel F. Neuts,et al.  Matrix-geometric solutions in stochastic models - an algorithmic approach , 1982 .

[5]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1967 .

[6]  Piet Hemker A note on defect correction processes with an approximate inverse of deficient rank , 1981 .

[7]  A. Brandt Multi-Level Adaptive Techniques (MLAT) for Partial Differential Equations: Ideas and Software , 1977 .

[8]  A. Brandt Multi-level adaptive technique (MLAT) for fast numerical solution to boundary value problems , 1973 .

[9]  P. Hemker,et al.  Mixed defect correction iteration for the accurate solution of the convection diffusion equation , 1982 .

[10]  William L. Briggs,et al.  A multigrid tutorial , 1987 .

[11]  Edward J. Coyle,et al.  A semi‐algebraic approach that enables the design of inter‐grid operators to optimize multigrid convergence , 2008, Numer. Linear Algebra Appl..

[12]  D. Brandt,et al.  Multi-level adaptive solutions to boundary-value problems math comptr , 1977 .

[13]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1951 .

[14]  StübenKlaus Algebraic multigrid (AMG) , 1983 .

[15]  R. P. Fedorenko A relaxation method for solving elliptic difference equations , 1962 .

[16]  N. Bakhvalov On the convergence of a relaxation method with natural constraints on the elliptic operator , 1966 .

[17]  John Odentrantz,et al.  Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues , 2000, Technometrics.

[18]  W. Böhm Multivariate Lagrange inversion and the maximum of a persistent random walk , 2002 .

[19]  P. Wesseling An Introduction to Multigrid Methods , 1992 .

[20]  R. P. Fedorenko The speed of convergence of one iterative process , 1964 .

[21]  J. Gillis,et al.  Correlated random walk , 1955, Mathematical Proceedings of the Cambridge Philosophical Society.

[22]  J. Sylvester LX. Thoughts on inverse orthogonal matrices, simultaneous signsuccessions, and tessellated pavements in two or more colours, with applications to Newton's rule, ornamental tile-work, and the theory of numbers , 1867 .

[23]  Edward J. Coyle,et al.  The effect of intergrid operators on multigrid convergence , 2007, Electronic Imaging.

[24]  A. Brandt Rigorous quantitative analysis of multigrid, I: constant coefficients two-level cycle with L 2 -norm , 1994 .

[25]  Edward J. Coyle,et al.  Mobility models based on correlated random walks , 2008, Mobility '08.

[26]  W. Hackbusch Convergence of multigrid iterations applied to difference equations , 1980 .

[27]  John G. Proakis,et al.  Digital signal processing (2nd ed.): principles, algorithms, and applications , 1992 .