Finite-difference ghost-point multigrid methods on Cartesian grids for elliptic problems in arbitrary domains

In this paper we present a numerical method for solving elliptic equations in an arbitrary domain (described by a level-set function) with general boundary conditions (Dirichlet, Neumann, Robin, etc.) on Cartesian grids, using finite difference discretization and non-eliminated ghost values. A system of N-i + N-g equations in N-i + N-g unknowns is obtained by finite difference discretization on the Ni internal grid points, and second order interpolation to define the conditions for the Ng ghost values. The resulting large sparse linear system is then solved by a multigrid technique. The novelty of the papers can be summarized as follows: general strategy to discretize the boundary condition to second order both in the solution and its gradient; a relaxation of inner equations and boundary conditions by a fictitious time method, inspired by the stability conditions related to the associated time dependent problem (with a convergence proof for the first order scheme); an effective geometric multigrid, which maintains the structure of the discrete system at all grid levels. It is shown that by increasing the relaxation step of the equations associated to the boundary conditions, a convergence factor close to the optimal one is obtained. Several numerical tests, including variable coefficients, anisotropic elliptic equations, and domains with kinks, show the robustness, efficiency and accuracy of the approach. (C) 2012 Elsevier Inc. All rights reserved.