Abstract
Multigrid schemes that solve parabolic distributed optimality systems discretized by finite differences are investigated. Accuracy properties of finite difference approximation are discussed and validated. Two multigrid methods are considered which are based on a robust relaxation technique and use two different coarsening strategies: semicoarsening and standard coarsening. The resulting multigrid algorithms show robustness with respect to changes of the value of ν, the weight of the cost of the control, is sufficiently small. Fourier mode analysis is used to investigate the dependence of the linear twogrid convergence factor on ν and on the discretization parameters. Results of numerical experiments are reported that demonstrate sharpness of Fourier analysis estimates. A multigrid algorithm that solves optimal control problems with box constraints on the control is considered.
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