The space-time multigrid method [1] treats the whole of the space-time problem simultaneously. The multigrid approach uses point smoothers and employs a parameter-dependent coarsening strategy that chooses either semicoarsening in space or in time on each level of the multigrid hierarchy.

  1. G. Horton and S. Vandewalle, “A Space-Time Multigrid Method for Parabolic Partial Differential Equations,” SIAM Journal on Scientific Computing, vol. 16, no. 4, pp. 848–864, 1995, doi: 10.1137/0916050. [Online]. Available at: http://dx.doi.org/10.1137/0916050