Research on the application of multigrid method in the past 60 years

Abstract

The multigrid method has the property of fast convergence, computational simplicity and robustness, therefore, it has been applied in various problems. We analyze the researches on the application of the multigrid method, and find that this method: (1) could be applied in many branches of physics; (2) mainly focuses on the problem of tomography in the field of image processing; (3) is generally applied in the problem of geological exploration in the field of geology; (4) has not been widely used yet in the field of finance.