A modified modulus-based multigrid method for linear complementarity problems arising from free boundary problems

The linear complementarity problem arising from a free boundary problem can be equivalently reformulated as a fixed-point equation. We present a modified modulus based multigrid method to solve this fixed-point equation. This modified method is a full approximation scheme using the modulus-based splitting iteration method as the smoother and avoids the transformation between the auxiliary and the original functions which was necessary in the existing modulus-based multigrid method. We predict its asymptotic convergence factor by applying local Fourier analysis to the corresponding two-grid case. Numerical results show that the W-cycle possesses an h-independent convergence rate and a linear elapsed CPU time, and the convergence rate of the V-cycle can be improved by increasing the smoothing steps. Compared with the existing modulus-based multigrid method, the modified method is more straightforward and is a standard full approximation scheme, which makes it more convenient and efficient in practical applications. (c) 2020 IMACS. Published by Elsevier B.V. All rights reserved.