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.     

Coupled algebraic multigrid methods for the Oseen problem

We provide a concept combining techniques known from geometric multigrid methods for saddle point problems (such as smoothing iterations of Braess- or Vanka-type) and from algebraic multigrid (AMG) methods for scalar problems (such as the construction of coarse levels) to a coupled algebraic multigrid solver. Coupled here is meant in contrast to methods, where pressure and velocity equations are iteratively decoupled (pressure correction methods) and standard AMG is used for the solution of the resulting scalar problems. To prove the efficiency of our solver experimentally, it is applied to finite element discretizations of real life industrial problems.     

A first-order multigrid method for bound-constrained convex optimization

The aim of this paper is to design an efficient multigrid method for constrained convex optimization problems arising from discretization of some underlying infinite dimensional problems. Due to problem dependency of this approach, we only consider bound constraints with (possibly) a single equality constraint. As our aim is to target large-scale problems, we want to avoid computation of second derivatives of the objective function, thus excluding Newton-like methods. We propose a smoothing operator that only uses first-order information and study the computational efficiency of the resulting method.     

Interior point multigrid methods for topology optimization

In this paper, a new multigrid interior point approach to topology optimization problems in the context of the homogenization method is presented. The key observation is that nonlinear interior point methods lead to linear-quadratic subproblems with structures that can be favourably exploited within multigrid methods. Primal as well as primal-dual formulations are discussed. The multigrid approach is based on the transformed smoother paradigm. Numerical results for an example problem are presented. Received February 15, 1999     

Convergence analysis of multigrid methods with collective point smoothers for optimal control problems

In this paper we consider multigrid methods for solving saddle point problems. The choice of an appropriate smoothing strategy is a key issue in this case. Here we focus on the widely used class of collective point smoothers. These methods are constructed by a point-wise grouping of the unknowns leading to, e.g., collective Richardson, Jacobi or Gauss-Seidel relaxation methods. Their smoothing properties are well-understood for scalar problems in the symmetric and positive definite case. In this work the analysis of these methods is extended to a special class of saddle point problems, namely to the optimality system of optimal control problems. For elliptic distributed control problems we show that the convergence rates of multigrid methods with collective point smoothers are bounded independent of the grid size and the regularization (or cost) parameter.     

Two level algorithms for partitioned fluid-structure interaction computations

In this paper we use the multigrid algorithm - commonly used to improve the efficiency of the flow solver - to improve the efficiency of partitioned fluid-structure interaction iterations. Coupling not only the structure with the fine flow mesh, but also with the coarse flow mesh (often present due to the multigrid scheme) leads to a significant efficiency improvement. As solution of the flow equations typically takes much longer than the structure solve, and as multigrid is not standard in structure solvers, we do not coarsen the structure or the interface. As a result, the two level method can be easily implemented into existing solvers.Two types of two level algorithms were implemented: (1) coarse grid correction of the partitioning error and (2) coarse grid prediction or full multigrid to generate a better initial guess. The resulting schemes are combined with a fourth-order Runge-Kutta implicit time integration scheme. For the linear, one-dimensional piston problem with compressible flow the superior stability, accuracy and efficiency of the two level algorithms is shown. The parameters of the piston problem were chosen such that both a weak and a strong interaction case were obtained.Even the strong interaction case, with a flexible structure, could be solved with our new two level partitioned scheme with just one iteration on the fine grid. This is a major accomplishment as most weakly coupled methods fail in this case. Of the two algorithms the coarse grid prediction or full multigrid method was found to perform best. The resulting efficiency gain for our one-dimensional problem is around a factor of ten for the coarse to intermediate time steps at which the high-order time integration methods should be run. For two- and three-dimensional problems the efficiency gain is expected to be even larger.     

On the convergence of spectral multigrid methods for solving periodic problems

The spectral multigrid method combines the efficiencies of the spectral method and the multigrid method. In this paper, we show that various spectral multigrid methods have constant convergence rates (independent of the number of unknowns in the linear system, to be solved) in their multilevel iterations for solving periodic problems.     

An adaptive multilevel multigrid formulation for Cartesian hierarchical grid methods

A Cartesian grid method with adaptive mesh refinement and multigrid acceleration is presented for the compressible Navier-Stokes equations. Cut cells are used to represent boundaries on the Cartesian grid, while ghost cells are introduced to facilitate the implementation of boundary conditions. A cell-tree data structure is used to organize the grid cells in a hierarchical manner. Cells of all refinement levels are present in this data structure such that grid level changes as they are required in a multigrid context do not have to be carried out explicitly. Adaptive mesh refinement is introduced using phenomenon-based sensors. The application of the multilevel method in conjunction with the Cartesian cut-cell method to problems with curved boundaries is described in detail. A 5-step Runge-Kutta multigrid scheme with local time stepping is used for steady problems and also for the inner integration within a dual time-stepping method for unsteady problems. The inefficiency of customary multigrid methods on Cartesian grids with embedded boundaries requires a new multilevel concept for this application, which is introduced in this paper. This new concept is based on the following novelties: a formulation of a multigrid method for Cartesian hierarchical grid methods, the concept of averaged control volumes, and a mesh adaptation strategy allowing to directly control the number of refined and coarsened cells.     

Parallelization and scalability issues of a multilevel elastohydrodynamic lubrication solver

The computation of numerical solutions to elastohydrodynamic lubrication problems is only possible on fine meshes by using a combination of multigrid and multilevel techniques. In this paper, we show how the parallelization of both multigrid and multilevel multi‐integration for these problems may be accomplished and discuss the scalability of the resulting code. A performance model of the solver is constructed and used to perform an analysis of the results obtained. Results are shown with good speed‐ups and excellent scalability for distributed memory architectures and in agreement with the model. Copyright © 2006 John Wiley & Sons, Ltd.     

Multigrid methods for variation problems: The V-cycle

In an earlier paper, we developed a convergence theory for a class of multigrid methods applied to differential boundary value problems, where the differential operator is self-adjoint and positive definite. The multigrid structure assumed a variational setting (although it applies to finite differences as well as finite elements) and incorporated the so-called W-cycle process. In the present paper, we extend this theory to include some results on the corresponding V-cycle multigrid algorithm.     

Geophysical modelling of 3D electromagnetic diffusion with multigrid

The performance of a multigrid solver for time-harmonic electromagnetic problems in geophysical settings was investigated. With the low frequencies used in geophysical surveys for deeper targets, the light-speed waves in the earth can be neglected. Diffusion of induced currents is the dominant physical effect. The governing equations were discretised by the Finite-Integration Technique. The resulting set of discrete equation was solved by a multigrid method. The multigrid method provided excellent convergence with constant grid spacings, but not on stretched grids. The slower convergence rate of the multigrid method could be compensated by using bicgstab2, in which case multigrid acted as a preconditioner. Still, the overall performance was less than satisfactory with substantial grid stretching.     

Numerical and computational efficiency of solvers for two-phase problems

We consider two-phase flow problems, modelled by the Cahn–Hilliard equation. In this work, the nonlinear fourth-order equation is decomposed into a system of two coupled second-order equations for the concentration and the chemical potential.We analyse solution methods based on an approximate two-by-two block factorization of the Jacobian of the nonlinear discrete problem. We propose a preconditioning technique that reduces the problem of solving the non-symmetric discrete Cahn–Hilliard system to a problem of solving systems with symmetric positive definite matrices where off-the-shelf multilevel and multigrid algorithms are directly applicable. The resulting solution methods exhibit optimal convergence and computational complexity properties and are suitable for parallel implementation.We illustrate the efficiency of the proposed methods by various numerical experiments, including parallel results for large scale three dimensional problems.     

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).     

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     

A mixed strategy of combining evolutionary algorithms with multigrid methods

Multigrid methods have been proven to be an efficient approach in accelerating the convergence rate of numerical algorithms for solving partial differential equations. This paper investigates whether multigrid methods are helpful to accelerate the convergence rate of evolutionary algorithms for solving global optimization problems. A novel multigrid evolutionary algorithm is proposed and its convergence is proven. The algorithm is tested on a set of 13 well-known benchmark functions. Experiment results demonstrate that multigrid methods can accelerate the convergence rate of evolutionary algorithms and improve their performance.     

A comparison of parallel solvers for the incompressible Navier–Stokes equations

The paper compares coupled multigrid methods and pressure Schur complement schemes (operator splitting schemes) for the solution of the steady state and time dependent incompressible Navier–Stokes equations. We consider pressure Schur complement schemes with multigrid as well as single grid methods for the solution of the Schur complement problem for the pressure. The numerical tests have been carried out on benchmark problems using a MIMD parallel computer. They show the superiority of the coupled multigrid methods for the considered class of problems. Received: 14 October 1997 / Accepted: 11 February 1998     

Smoothed aggregation multigrid for a Stokes problem

We discuss advantages of using algebraic multigrid based on smoothed aggregation for solving indefinite linear problems. The ingredients of smoothed aggregation are used to construct a black-box monolithic multigrid method with indefinite coarse problems. Several techniques enforcing inf–sup stability conditions on coarse levels are presented. Numerical experiments are designed to support recent stability results for coupled algebraic multigrid. Comparison of the proposed multigrid preconditioner with other methods shows its robust behaviour even for very elongated geometries, where the pressure mass matrix is no longer a good preconditioner for the pressure Schur complement. Supported by the Swiss CTI grant no. 6437.1 IWS-IW, in collaboration with Alcan-Péchiney.     

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.     

Lax–Friedrichs Multigrid Fast Sweeping Methods for Steady State Problems for Hyperbolic Conservation Laws

Fast sweeping methods are efficient Gauss–Seidel iterative numerical schemes originally designed for solving static Hamilton–Jacobi equations. Recently, these methods have been applied to solve hyperbolic conservation laws with source terms. In this paper, we propose Lax–Friedrichs fast sweeping multigrid methods which allow even more efficient calculations of viscosity solutions of stationary hyperbolic problems. Due to the choice of Lax–Friedrichs numerical fluxes, general problems can be solved without difficult inversion. High order discretization, e.g., WENO finite difference method, can be incorporated to achieve high order accuracy. On the other hand, multigrid methods, which have been widely used to solve elliptic equations, can speed up the computation by smoothing errors of low frequencies on coarse meshes. We modify the classical multigrid method with regard to properties of viscous solutions to hyperbolic conservation equations by introducing WENO interpolation between levels of mesh grids. Extensive numerical examples in both scalar and system test problems in one and two dimensions demonstrate the efficiency, high order accuracy and the capability of resolving singularities of the viscosity solutions.     

A geometric data structure for parallel finite elements and the application to multigrid methods with block smoothing

We present a data structure for parallel computing which is directly linked to geometric quantities of an underlying mesh and which is well adapted to the requirements of a general finite element realization. In addition, we define an abstract linear algebra model which supports multigrid methods (extending our previous work in Comp. Vis. Sci. 1 (1997), 27–40). Finally, we apply the parallel multigrid preconditioner to several configurations in linear elasticity and we compute the condition number numerically for different smoothers, resulting in a quantitative evaluation of parallel multigrid performance.