Multigrid-Conjugate Gradient Type Methods for Reaction-diffusion Systems

We study multigrid methods in the context of continuation methods for reaction–diffusion systems, where the Bi-CGSTAB and GMRES methods are used as the relaxation scheme for the V-cycle, W-cycle and full approximation schemes, respectively. In particular, we apply the results of Brown and Walker [1997] to investigate how the GMRES method can be used to solve nearly singular systems that occur in continuation problems. We show that for the sake of switching branches safely, one would rather solve a perturbed problem near bifurcation points. We propose several multigrid-continuation algorithms for curve-tracking in nonlinear elliptic eigenvalue problems. Our numerical results show that the algorithms proposed have the advantage of being robust and easy to implement.