A Coupled Multigrid Method for Nonconforming Finite Element Discretizations of the 2D-Stokes Equation

This paper investigates a multigrid method for the solution of the saddle point formulation of the discrete Stokes equation obtained with inf–sup stable nonconforming finite elements of lowest order. A smoother proposed by Braess and Sarazin (1997) is used and L ²-projection as well as simple averaging are considered as prolongation. The W-cycle convergence in the L ²-norm of the velocity with a rate independently of the level and linearly decreasing with increasing number of smoothing steps is proven. Numerical tests confirm the theoretically predicted results. Received January 19, 1999; revised September 13, 1999     

A Domain Decomposition Preconditioner for p-FEM Discretizations of Two-dimensional Elliptic Problems

In this paper, a uniformly elliptic second order boundary value problem in 2-D discretized by the p-version of the finite element method is considered. An inexact Dirichlet-Dirichlet domain decomposition pre-conditioner for the system of linear algebraic equations is investigated. Two solvers for the problem in the sub-domains, a pre-conditioner for the Schur-complement and an extension operator operating from the edges of the elements into the interior are proposed as ingredients for the inexact DD-pre-conditioner. In the main part of the paper, several numerical experiments on a parallel computer are given.     

A Finite Element-Boundary Element Algorithm for Inhomogeneous Boundary Value Problems

Received January 25, 2001; revised July 17, 2001     

A Multigrid Method for Nonconforming FE-Discretisations with Application to Non-Matching Grids

Nonconforming finite element discretisations require special care in the construction of the prolongation and restriction in the multigrid process. In this paper, a general scheme is proposed, which guarantees the approximation property. As an example, the technique is applied to the discretisation by non-matching grids (mortar elements). Received: October 15, 1998     

Robust Multigrid Methods for Nearly Incompressible Elasticity

We consider multigrid methods for problems in linear elasticity which are robust with respect to the Poisson ratio. Therefore, we consider mixed approximations involving the displacement vector and the pressure, where the pressure is approximated by discontinuous functions. Then, the pressure can be eliminated by static condensation. The method is based on a saddle point smoother which was introduced for the Stokes problem and which is transferred to the elasticity system. The performance and the robustness of the multigrid method are demonstrated on several examples with different discretizations in 2D and 3D. Furthermore, we compare the multigrid method for the saddle point formulation and for the condensed positive definite system. Received February 5, 1999; revised October 5, 1999     

Energy Optimization of Algebraic Multigrid Bases

We propose a fast iterative method to optimize coarse basis functions in algebraic multigrid by minimizing the sum of their energies, subject to the condition that linear combinations of the basis functions equal to given zero energy modes, and subject to restrictions on the supports of the coarse basis functions. For a particular selection of the supports, the first iteration gives exactly the same basis functions as our earlier method using smoothed aggregation. The convergence rate of the minimization algorithm is bounded independently of the mesh size under usual assumptions on finite elements. The construction is presented for scalar problems as well as for linear elasticity. Computational results on difficult industrial problems demonstrate that the use of energy minimal basis functions improves algebraic multigrid performance and yields a more robust multigrid algorithm than smoothed aggregation. Received: March 9, 1998; revised January 25, 1999     

On the Convergence of a Multigrid Method for Linear Reaction-Diffusion Problems

In this note we consider discrete linear reaction-diffusion problems. For the discretization a standard conforming finite element method is used. For the approximate solution of the resulting discrete problem a multigrid method with a damped Jacobi or symmetric Gauss-Seidel smoother is applied. We analyze the convergence of the multigrid V- and W-cycle in the framework of the approximation- and smoothing property. The multigrid method is shown to be robust in the sense that the contraction number can be bounded by a constant smaller than one which does not depend on the mesh size or on the diffusion-reaction ratio. Received June 15, 2000     

Non-Nested Multi-Level Solvers for Finite Element Discretisations of Mixed Problems

We consider a general framework for analysing the convergence of multi-grid solvers applied to finite element discretisations of mixed problems, both of conforming and nonconforming type. As a basic new feature, our approach allows to use different finite element discretisations on each level of the multi-grid hierarchy. Thus, in our multi-level approach, accurate higher order finite element discretisations can be combined with fast multi-level solvers based on lower order (nonconforming) finite element discretisations. This leads to the design of efficient multi-level solvers for higher order finite element discretisations. Received May 17, 2001; revised February 2, 2002 Published online April 25, 2002     

Algebraic Multigrid Based on Computational Molecules, 1: Scalar Elliptic Problems

We consider the problem of splitting a symmetric positive definite (SPD) stiffness matrix A arising from finite element discretization into a sum of edge matrices thereby assuming that A is given as the sum of symmetric positive semidefinite (SPSD) element matrices. We give necessary and sufficient conditions for the existence of an exact splitting into SPSD edge matrices and address the problem of best positive (nonnegative) approximation. Based on this disassembling process we present a new concept of ``strong' and ``weak' connections (edges), which provides a basis for selecting the coarse-grid nodes in algebraic multigrid methods. Furthermore, we examine the utilization of computational molecules (small collections of edge matrices) for deriving interpolation rules. The reproduction of edge matrices on coarse levels offers the opportunity to combine classical coarsening algorithms with effective (energy minimizing) interpolation principles yielding a flexible and robust new variant of AMG.     

A Cascadic Multigrid Algorithm for Semilinear Indefinite Elliptic Problems

We propose a cascadic multigrid algorithm for a semilinear indefinite elliptic problem. We use a standard finite element discretization with piecewise linear finite elements. The arising nonlinear equations are solved by a cascadic organization of Newton's method with frozen derivative on a sequence of nested grids. This gives a simple version of a multigrid method without projections on coarser grids. The cascadic multigrid algorithm starts on a comparatively coarse grid where the number of unknowns is small enough to obtain an approximate solution within sufficiently high precision without substantial computational effort. On each finer grid we perform exactly one Newton step taking the approximate solution from the coarsest grid as initial guess. The linear Newton systems are solved iteratively by a Jacobi-type iteration with special parameters using the approximate solution from the previous grid as initial guess. We prove that for a sufficiently fine initial grid and for a sufficiently good start approximation the algorithm yields an approximate solution within the discretization error on the finest grid and that the method has multigrid complexity with logarithmic multiplier. Received February 1999, revised July 13, 1999     

An Iterative Substructuring Method for div-stable Finite Element Approximations of the Oseen Problem

We apply an iterative substructuring algorithm with transmission conditions of Robin–Robin type to the discretized Oseen problem appearing as a linearized variant of the incompressible Navier–Stokes equations. Here we consider finite element approximations using velocity/pressure pairs which satisfy the Babuška–Brezzi stability condition. After proving well-posedness and strong convergence of the method, we derive an a-posteriori error estimate which controls convergence of the discrete subdomain solutions to the global discrete solution by measuring the jumps of the velocities at the interface. Additionally we obtain information how to design a parameter of the Robin interface condition which essentially influences the convergence speed. Numerical experiments confirm the theoretical results and the applicability of the method. Received February 18, 2000; revised February 21, 2001     

A Subspace Cascadic Multigrid Method for Mortar Elements

A cascadic multigrid (CMG) method for elliptic problems with strong material jumps is proposed and analyzed. Non–matching grids at interfaces between subdomains are allowed and treated by mortar elements. The arising saddle point problems are solved by a subspace confined conjugate gradient method as smoother for the CMG. Details of algorithmic realization including adaptivity are elaborated. Numerical results illustrate the efficiency of the new subspace CMG algorithm. Received December 14, 2001; revised September 2, 2002 Published online: November 18, 2002     

A Refined Finite Element Convergence Theory for Highly Indefinite Helmholtz Problems

It is well known that standard h-version finite element discretisations using lowest order elements for Helmholtz' equation suffer from the following stability condition: ``The mesh width h of the finite element mesh has to satisfy k <sup>2</sup> h≲1', where k denotes the wave number. This condition rules out the reliable numerical solution of Helmholtz equation in three dimensions for large wave numbers k≳50. In our paper, we will present a refined finite element theory for highly indefinite Helmholtz problems where the stability of the discretisation can be checked through an ``almost invariance' condition. As an application, we will consider a one-dimensional finite element space for the Helmholtz equation and apply our theory to prove stability under the weakened condition hk≲1 and optimal convergence estimates. Dedicated to Prof. Dr. Ivo Babuška on the occasion of his 80th birthday.     

H 1-Galerkin Mixed Finite Element Method for the Regularized Long Wave Equation

In this paper, an H¹-Galerkin mixed finite element method is proposed for the 1-D regularized long wave (RLW) equation u_t+u_x+uu_x−δu_xxt=0. The existence of unique solutions of the semi-discrete and fully discrete H¹-Galerkin mixed finite element methods is proved, and optimal error estimates are established. Our method can simultaneously approximate the scalar unknown and the vector flux effectively, without requiring the LBB consistency condition. Finally, some numerical results are provided to illustrate the efficacy of our method.     

Tensor Product Multigrid for Maxwell's Equation with Aligned Anisotropy

When simulating electromagnetic phenomena in symmetric cavities, it is often possible to exploit the symmetry in order to reduce the dimension of the problem, thereby reducing the amount of work necessary for its numerical solution. Usually, this reduction leads not only to a much lower number of unknowns in the discretized system, but also changes the behaviour of the coefficients of the differential operator in an unfavourable way, usually leading to the transformed system being not elliptic with respect to norms corresponding to two-dimensional space, thus limiting the use of standard multigrid techniques. In this paper, we introduce a robust multigrid method for Maxwell's equation in two dimensions that is especially suited for coefficients resulting from coordinate transformations, i.e. that are aligned with the coordinate axes. Using a variant of the technique introduced in [5], we can prove robustness of the multigrid method for domains of tensor-product structure and coefficients depending on only one of the coordinates. Received July 17, 2000; revised October 27, 2000     

Nitsche Type Mortaring for Singularly Perturbed Reaction-diffusion Problems

The paper is concerned with the Nitsche mortaring in the framework of domain decomposition where non-matching meshes and weak continuity of the finite element approximation at the interface are admitted. The approach is applied to singularly perturbed reaction-diffusion problems in 2D. Non-matching meshes of triangles being anisotropic in the boundary layers are applied. Some properties as well as error estimates of the Nitsche mortar finite element schemes are proved. In particular, using a suitable degree of anisotropy of triangles in the boundary layers of a rectangle, convergence rates as known for the conforming finite element method are derived. Numerical examples illustrate the approach and the results.     

BDDC and FETI-DP preconditioners for spectral element discretizations

Two of the most recent and important nonoverlapping domain decomposition methods, the BDDC method (Balancing Domain Decomposition by Constraints) and the FETI-DP method (Dual-Primal Finite Element Tearing and Interconnecting) are here extended to spectral element discretizations of second-order elliptic problems. In spite of the more severe ill-conditioning of the spectral element discrete systems, compared with low-order finite elements and finite differences, these methods retain their good properties of scalability, quasi-optimality and independence on the discontinuities of the elliptic operator coefficients across subdomain interfaces.     

Stable Evaluation of Jacobian Matrices on Highly Refined Finite Element Meshes

In the adaptive finite element method, the solution of a p.d.e. is approximated by finer and finer meshes, which are controlled from error estimators. So, starting from a given coarse mesh, some elements are subdivided a couple of times. We investigate the question of avoiding instabilities which limit this process from the fact that nodal coordinates of one element coincide in more and more leading digits. To overcome this problem we demonstrate a simple mechanism for red subdivision of triangles (and hanging nodes) and a more sophisticated technique for general quadrilaterals.     

Matlab Implementation of the Finite Element Method in Elasticity

A short Matlab implementation for P ₁ and Q ₁ finite elements (FE) is provided for the numerical solution of 2d and 3d problems in linear elasticity with mixed boundary conditions. Any adaptation from the simple model examples provided to more complex problems can easily be performed with the given documentation. Numerical examples with postprocessing and error estimation via an averaged stress field illustrate the new Matlab tool and its flexibility. Received June 18, 2001; revised February 25, 2002 Published online: December 5, 2002     

Multigrid optimization methods for linear and bilinear elliptic optimal control problems

Summary Multigrid optimization schemes that solve elliptic linear and bilinear optimal control problems are discussed. For the solution of these problems, the multigrid for optimization (MGOPT) method and the collective smoothing multigrid (CSMG) method are developed and compared. It is shown that though these two methods are formally similar, they provide different approaches to computational optimization with partial differential equations.