This paper by Goodnight et al. at the University of Virginia demonstrates an implementation on two modern graphics architectures of the multigrid method for solving boundary value problems, such as the systems of partial differential equations that arise in physical simulation problems like fluid flow and heat transfer. (A Multigrid Solver for Boundary Value Problems Using Graphics Hardware. Nolan Goodnight, Gregory Lewin, David Luebke, and Kevin Skadron, University of Virginia Technical Report CS-2003-03 (January 2003).)