Multigrid method

In numerical analysis, a multigrid method is an algorithm for solving differential equations using a hierarchy of discretizations. Multigrid methods are an example of a class of techniques called multiresolution methods, which are very useful in problems that show multiple scales of behavior. The lead explains that many basic relaxation methods converge at different rates for short and long wavelength components, which suggests treating these different scales differently, as in a Fourier analysis approach. Multigrid methods can be used both as solvers and as preconditioners.