Abstract

To overcome the dependence of the convergence rate on the grid size in the existing modulus-based method, we present a modulus-based multigrid method to efficiently solve the nonlinear complementarity problems. In this paper, the nonlinear complementarity problems under consideration arise from free boundary problems with nonlinear source terms. The two-grid local Fourier analysis is given to predict the asymptotic convergence factor and the optimal relaxation parameter of the presented modulus-based multigrid method, and the predictions are agreement with the experimental results. Numerical results also show that both W- and F-cycles significantly outperform the existing modulus-based method and achieve asymptotic optimality in terms of grid-independent convergence rate and linear CPU time when the grid is refined.

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