Error Estimates of the Classical and Improved Two-Grid Methods

Abstract

In this paper, we obtain the first error estimate in $L^2$-norm for the classical two-grid method, then design an improved two-grid method by adding one more correction on the coarse space to the classical two-gird method. Furthermore, we also present the error estimates in both $L^2$-norm and $H^1$-norm for the improved two-grid method. Especially, the $L^2$ error estimate of the improved two-grid method is one order higher than that of the classical two-grid. At last, we confirm and illustrate the theoretical result by some numerical experiments.