A full multigrid method for nonlinear eigenvalue problems

We introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of the nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary value problems on the sequence of finite element spaces and nonlinear eigenvalue problems on the coarsest finite element space. The linearized boundary value problems are solved by some multigrid iterations. Besides the multigrid iteration, all other efficient iteration methods for solving boundary value problems can serve as the linear problem solver. We prove that the computational work of this new scheme is truly optimal, the same as solving the linear corresponding boundary value problem. In this case, this type of iteration scheme certainly improves the overfull efficiency of solving nonlinear eigenvalue problems. Some numerical experiments are presented to validate the efficiency of the new method.

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