A Cascadic Multigrid Algorithm for Semilinear Indefinite Elliptic Problems

We propose a cascadic multigrid algorithm for a semilinear indefinite elliptic problem. We use a standard finite element discretization with piecewise linear finite elements. The arising nonlinear equations are solved by a cascadic organization of Newton's method with frozen derivative on a sequence of nested grids. This gives a simple version of a multigrid method without projections on coarser grids. The cascadic multigrid algorithm starts on a comparatively coarse grid where the number of unknowns is small enough to obtain an approximate solution within sufficiently high precision without substantial computational effort. On each finer grid we perform exactly one Newton step taking the approximate solution from the coarsest grid as initial guess. The linear Newton systems are solved iteratively by a Jacobi-type iteration with special parameters using the approximate solution from the previous grid as initial guess. We prove that for a sufficiently fine initial grid and for a sufficiently good start approximation the algorithm yields an approximate solution within the discretization error on the finest grid and that the method has multigrid complexity with logarithmic multiplier. Received February 1999, revised July 13, 1999