An Algebraic Multigrid Method for Higher-order Finite Element Discretizations

In this paper, we will design and analyze a class of new algebraic multigrid methods for algebraic systems arising from the discretization of second order elliptic boundary value problems by high-order finite element methods. For a given sparse stiffness matrix from a quadratic or cubic Lagrangian finite element discretization, an algebraic approach is carefully designed to recover the stiffness matrix associated with the linear finite element disretization on the same underlying (but nevertheless unknown to the user) finite element grid. With any given classical algebraic multigrid solver for linear finite element stiffness matrix, a corresponding algebraic multigrid method can then be designed for the quadratic or higher order finite element stiffness matrix by combining with a standard smoother for the original system. This method is designed under the assumption that the sparse matrix to be solved is associated with a specific higher order, quadratic for example, finite element discretization on a finite element grid but the geometric data for the underlying grid is unknown. The resulting new algebraic multigrid method is shown, by numerical experiments, to be much more efficient than the classical algebraic multigrid method which is directly applied to the high-order finite element matrix. Some theoretical analysis is also provided for the convergence of the new method.     

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     

An Extrapolation Cascadic Multigrid Method Combined with a Fourth-Order Compact Scheme for 3D Poisson Equation

Extrapolation cascadic multigrid (EXCMG) method is an efficient multigrid method which has mainly been used for solving the two-dimensional elliptic boundary value problems with linear finite element discretization in the existing literature. In this paper, we develop an EXCMG method to solve the three-dimensional Poisson equation on rectangular domains by using the compact finite difference (FD) method with unequal meshsizes in different coordinate directions. The resulting linear system from compact FD discretization is solved by the conjugate gradient (CG) method with a relative residual stopping criterion. By combining the Richardson extrapolation and tri-quartic Lagrange interpolation for the numerical solutions from two-level of grids (current and previous grids), we are able to produce an extremely accurate approximation of the actual numerical solution on the next finer grid, which can greatly reduce the number of relaxation sweeps needed. Additionally, a simple method based on the midpoint extrapolation formula is used for the fourth-order FD solutions on two-level of grids to achieve sixth-order accuracy on the entire fine grid cheaply and directly. The gradient of the numerical solution can also be easily obtained through solving a series of tridiagonal linear systems resulting from the fourth-order compact FD discretizations. Numerical results show that our EXCMG method is much more efficient than the classical V-cycle and W-cycle multigrid methods. Moreover, only few CG iterations are required on the finest grid to achieve full fourth-order accuracy in both the \(L^2\)-norm and \(L^{\infty }\)-norm for the solution and its gradient when the exact solution belongs to \(C^6\). Finally, numerical result shows that our EXCMG method is still effective when the exact solution has a lower regularity, which widens the scope of applicability of our EXCMG method.     

Composite Finite Elements for Elliptic Boundary Value Problems with Discontinuous Coefficients

In this paper, we will introduce composite finite elements for solving elliptic boundary value problems with discontinuous coefficients. The focus is on problems where the geometry of the interfaces between the smooth regions of the coefficients is very complicated. On the other hand, efficient numerical methods such as, e.g., multigrid methods, wavelets, extrapolation, are based on a multi-scale discretization of the problem. In standard finite element methods, the grids have to resolve the structure of the discontinuous coefficients. Thus, straightforward coarse scale discretizations of problems with complicated coefficient jumps are not obvious. In this paper, we define composite finite elements for problems with discontinuous coefficients. These finite elements allow the coarsening of finite element spaces independently of the structure of the discontinuous coefficients. Thus, the multigrid method can be applied to solve the linear system on the fine scale. We focus on the construction of the composite finite elements and the efficient, hierarchical realization of the intergrid transfer operators. Finally, we present some numerical results for the multigrid method based on the composite finite elements (CFE–MG).     

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 finite element based level set method for two-phase incompressible flows

We present a method that has been developed for the efficient numerical simulation of two-phase incompressible flows. For capturing the interface between the phases the level set technique is applied. The continuous model consists of the incompressible Navier–Stokes equations coupled with an advection equation for the level set function. The effect of surface tension is modeled by a localized force term at the interface (so-called continuum surface force approach). For spatial discretization of velocity, pressure and the level set function conforming finite elements on a hierarchy of nested tetrahedral grids are used. In the finite element setting we can apply a special technique to the localized force term, which is based on a partial integration rule for the Laplace–Beltrami operator. Due to this approach the second order derivatives coming from the curvature can be eliminated. For the time discretization we apply a variant of the fractional step θ-scheme. The discrete saddle point problems that occur in each time step are solved using an inexact Uzawa method combined with multigrid techniques. For reparametrization of the level set function a new variant of the fast marching method is introduced. A special feature of the solver is that it combines the level set method with finite element discretization, Laplace–Beltrami partial integration, multilevel local refinement and multigrid solution techniques. All these components of the solver are described. Results of numerical experiments are presented.     

Semi-Unstructured Grids

We present a novel automatic grid generator for the finite element discretization of partial differential equations in 3D. The grids constructed by this grid generator are composed of a pure tensor product grid in the interior of the domain and an unstructured grid which is only contained in boundary cells. The unstructured component consists of tetrahedra, each of which satisfies a maximal interior angle condition. By suitable constructing the boundary cells, the number of types of boundary subcells is reduced to 12 types. Since this grid generator constructs large structured grids in the interior and small unstructured grids near the boundary, the resulting semi-unstructured grids have similar properties as structured tensor product grids. Some appealing properties of this method are computational efficiency and natural construction of coarse grids for multilevel algorithms. Numerical results and an analysis of the discretization error are presented. Received July 17, 2000; revised October 27, 2000     

Optimization of the multigrid-convergence rate on semi-structured meshes by local Fourier analysis

In this paper a local Fourier analysis for multigrid methods on tetrahedral grids is presented. Different smoothers for the discretization of the Laplace operator by linear finite elements on such grids are analyzed. A four-color smoother is presented as an efficient choice for regular tetrahedral grids, whereas line and plane relaxations are needed for poorly shaped tetrahedra. A novel partitioning of the Fourier space is proposed to analyze the four-color smoother. Numerical test calculations validate the theoretical predictions. A multigrid method is constructed in a block-wise form, by using different smoothers and different numbers of pre- and post-smoothing steps in each tetrahedron of the coarsest grid of the domain. Some numerical experiments are presented to illustrate the efficiency of this multigrid algorithm.     

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     

A cascadic geometric filtering approach to subdivision

A new approach to subdivision based on the evolution of surfaces under curvature motion is presented. Such an evolution can be understood as a natural geometric filter process where time corresponds to the filter width. Thus, subdivision can be interpreted as the application of a geometric filter on an initial surface. The concrete scheme is a model of such a filtering based on a successively improved spatial approximation starting with some initial coarse mesh and leading to a smooth limit surface.

In every subdivision step the underlying grid is refined by some regular refinement rule and a linear finite element problem is either solved exactly or, especially on fine grid levels, one confines to a small number of smoothing steps within the corresponding iterative linear solver. The approach closely connects subdivision to surface fairing concerning the geometric smoothing and to cascadic multigrid methods with respect to the actual numerical procedure. The derived method does not distinguish between different valences of nodes nor between different mesh refinement types. Furthermore, the method comes along with a new approach for the theoretical treatment of subdivision.     

A 15-point high-order compact scheme with multigrid computation for solving 3D convection diffusion equations

We propose a method with sixth-order accuracy to solve the three-dimensional (3D) convection diffusion equation. We first use a 15-point fourth-order compact discretization scheme to obtain fourth-order solutions on both fine and coarse grids using the multigrid method. Then an iterative mesh refinement technique combined with Richardson extrapolation is used to approximate the sixth-order accurate solution on the fine grid. Numerical results are presented for a variety of test cases to demonstrate the efficiency and accuracy of the proposed method, compared with the standard fourth-order compact scheme.     

Multigrid method for nonlinear poroelasticity equations

In this study, a nonlinear multigrid method is applied for solving the system of incompressible poroelasticity equations considering nonlinear hydraulic conductivity. For the unsteady problem, an additional artificial term is utilized to stabilize the solutions when the equations are discretized on collocated grids. We employ two nonlinear multigrid methods, i.e. the “full approximation scheme” and “Newton multigrid” for solving the corresponding system of equations arising after discretization. For the steady case, both homogeneous and heterogeneous cases are solved and two different smoothers are examined to search for an efficient multigrid method. Numerical results show a good convergence performance for all the strategies.     

A comparison of three kinds of local and parallel finite element algorithms based on two-grid discretizations for the stationary Navier–Stokes equations

Based on two-grid discretizations, three kinds of local and parallel finite element algorithms for the stationary Navier–Stokes equations are introduced and discussed. The main technique is first to use a standard finite element discretization on a coarse grid to approximate low frequencies of the solution, then to apply some linearized discretizations on a fine grid to correct the resulted residual (which contains mostly high frequencies) by some local and parallel procedures. Three approaches to linearization are discussed. Under the uniqueness condition, error estimates of the finite element solution are derived. Numerical results show that among the three kinds of parallel algorithms, the Oseen-linearized algorithm is preferable if we both consider the computational time and the accuracy of the approximate solution.     

A multigrid method for a heat equation with discontinuous coefficients with a special choice of grids

A new multigrid method is proposed for the solution of systems of linear algebraic equations obtained as a result of the discretization of the initial boundary-value problems for a heat equation with a discontinuous heat conduction coefficient. In the method, a special construction of the next level grid is used, with special treatment of subregions near the discontinuity lines of the heat conduction coefficient. The numerical experiments with a 2D model problem discretized on orthogonal grids demonstrated a high convergence rate for the method and weak dependence of the convergence on the discontinuity jump of the coefficient.     

Multigrid for finite element discretizations of aerodynamics equations

A multigrid algorithm for the solution of a finite element stabilized discretization of compressible fluid dynamics equations on unstructured grids is described. The solution of the stationary problems is sought by time-stepping and a linearization of the nonlinear discrete systems leads to a very large system of linear equations. These systems are ill-conditioned and require efficient computational procedures. The numerical experiments for Navier-Stokes and Euler systems are presented. The method can be easily included in a parallel library as a preconditioner.     

A high order ADI method for separable generalized Helmholtz equations

We present a multilevel high order ADI method for separable generalized Helmholtz equations. The discretization method we use is a one-dimensional fourth order compact finite difference applied to each directional component of the Laplace operator, resulting in a discrete system efficiently solvable by ADI methods. We apply this high order difference scheme to all levels of grids, and then starting from the coarsest grid, solve the discretized equation with an ADI method at each grid level, with the solution from the previous grid level as the initial guess. The multilevel procedure stops as the ADI finishes its iterations on the finest grid. Analytical and experimental results show that the proposed method is highly accurate and efficient while remaining as algorithmically and data-structurally simple as the single grid ADI method.     

Higher Order Sparse Grid Methods for Elliptic Partial Differential Equations with Variable Coefficients

We present a method for discretizing and solving general elliptic partial differential equations on sparse grids employing higher order finite elements. On the one hand, our approach is charactarized by its simplicity. The calculation of the occurring functionals is composed of basic pointwise or unidirectional algorithms. On the other hand, numerical experiments prove our method to be robust and accurate. Discontinuous coefficients can be treated as well as curvilinearly bounded domains. When applied to adaptively refined sparse grids, our discretization results to be highly efficient, yielding balanced errors on the computational domain.     

Adaptive multigrid for finite element computations in plasticity

The solution of the system of equilibrium equations is the most time-consuming part in large-scale finite element computations of plasticity problems. The development of efficient solution methods are therefore of utmost importance to the field of computational plasticity. Traditionally, direct solvers have most frequently been used. However, recent developments of iterative solvers and preconditioners may impose a change. In particular, preconditioning by the multigrid technique is especially favorable in FE applications.The multigrid preconditioner uses a number of nested grid levels to improve the convergence of the iterative solver. Prolongation of fine-grid residual forces is done to coarser grids and computed corrections are interpolated to the fine grid such that the fine-grid solution successively is improved. By this technique, large 3D problems, invincible for solvers based on direct methods, can be solved in acceptable time at low memory requirements. By means of a posteriori error estimates the computational grid could successively be refined (adapted) until the solution fulfils a predefined accuracy level. In contrast to procedures where the preceding grids are erased, the previously generated grids are used in the multigrid algorithm to speed up the solution process.The paper presents results using the adaptive multigrid procedure to plasticity problems. In particular, different error indicators are tested.     

Gauss–Newton Multilevel Methods for Least-Squares Finite Element Computations of Variably Saturated Subsurface Flow

We apply the least-squares mixed finite element framework to the nonlinear elliptic problems arising in each time-step of an implicit Euler discretization for variably saturated flow. This approach allows the combination of standard piecewise linear H ¹-conforming finite elements for the hydraulic potential with the H(div)-conforming Raviart–Thomas spaces for the flux. It also provides an a posteriori error estimator which may be used in an adaptive mesh refinement strategy. The resulting nonlinear algebraic least-squares problems are solved by an inexact Gauss–Newton method using a stopping criterion for the inner iteration which is based on the change of the linearized least-squares functional relative to the nonlinear least-squares functional. The inner iteration is carried out using an adaptive multilevel method with a block Gauss–Seidel smoothing iteration. For a realistic water table recharge problem, the results of computational experiments are presented. Received January 4, 1999; revised July 19, 1999     

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