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     

Multiresolution Visualization of Higher Order Adaptive Finite Element Simulations

h –p–adaptive projection with respect to any prescribed threshold value for the visual error. This projection can then be processed by various local rendering methods, e.g. color coding of data or isosurface extraction. Especially for color coding purposes modern texture capabilities are used to directly render higher polynomial data by superposition of polynomial basis function textures and final color look-up tables. Numerical experiments from CFD clearly demonstrate the applicability and efficiency of our approach. Received September 25, 2001; revised March 31, 2003 Published online: May 26, 2003 The authors acknowledge the valuable hints of the anonymous referees.     

A Numerical Method to Verify the Elliptic Eigenvalue Problems Including a Uniqueness Property

We propose a numerical method to enclose the eigenvalues and eigenfunctions of second-order elliptic operators with local uniqueness. We numerically construct a set containing eigenpairs which satisfies the hypothesis of Banach's fixed point theorem in a certain Sobolev space by using a finite element approximation and constructive error estimates. We then prove the local uniqueness separately of eigenvalues and eigenfunctions. This local uniqueness assures the simplicity of the eigenvalue. Numerical examples are presented. Received: November 2, 1998; revised June 5, 1999     

Two-Level Additive Schwarz Preconditioners for the h-p Version of the Galerkin Boundary Element Method for 2-d Problems

We study two-level additive Schwarz preconditioners for the h-p version of the Galerkin boundary element method when used to solve hypersingular integral equations of the first kind, which arise from the Neumann problems for the Laplacian in two dimensions. Overlapping and non-overlapping methods are considered. We prove that the non-overlapping preconditioner yields a system of equations having a condition number bounded by   where H _i is the length of the i-th subdomain, h _i is the maximum length of the elements in this subdomain, and p is the maximum polynomial degree used. For the overlapping method, we prove that the condition number is bounded by   where δ is the size of the overlap and H=max _i H _i . We also discuss the use of the non-overlapping method when the mesh is geometrically graded. The condition number in that case is bounded by clog² M, where M is the degrees of freedom. Received October 27, 2000, revised March 26, 2001     

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     

Iterative Methods for Linear Complementarity Problems with Interval Data

A ] and an interval vector [b]. If all A∈[A] are H-matrices with positive diagonal elements, these methods are all convergent to the same interval vector [x ^*]. This interval vector includes the solution x of the linear complementarity problem defined by any fixed A∈[A] and any fixed b∈[b]. If all A∈[A] are M-matrices, then we will show, that [x ^*] is optimal in a precisely defined sense. We also consider modifications of those methods, which under certain assumptions on the starting vector deliver nested sequences converging to [x ^*]. We close our paper with some examples which illustrate our theoretical results. Received October 7, 2002; revised April 15, 2003 Published online: June 23, 2003 RID="*" ID="*" Dedicated to U. Kulisch on the occasion of his 70th birthday. We are grateful to the referee who has given a series of valuable comments.     

On the Stability of the Direct Elimination Method for Equality Constrained Least Squares Problems

A backward error analysis of the direct elimination method for linear equality constrained least squares problems is presented. It is proved that the solution computed by the method is the exact solution of a perturbed problem and bounds for data perturbations are given. The numerical stability of the method is related to the way in which the constraints are used to eliminate variables and these theoretical conclusions are confirmed by a numerical example. Received February 15, 1999; revised December 10, 1999     

Gradient Recovery for Singularly Perturbed Boundary Value Problems I: One-Dimensional Convection-Diffusion

We consider a Galerkin finite element method that uses piecewise linears on a class of Shishkin-type meshes for a model singularly perturbed convection-diffusion problem. We pursue two approaches in constructing superconvergent approximations of the gradient. The first approach uses superconvergence points for the derivative, while the second one combines the consistency of a recovery operator with the superconvergence property of an interpolant. Numerical experiments support our theoretical results. Received November 12, 1999; revised September 9, 2000     

High-Order Time-Accurate Parallel Schemes for Parabolic Singularly Perturbed Problems with Convection

The first boundary value problem for a singularly perturbed parabolic equation of convection-diffusion type on an interval is studied. For the approximation of the boundary value problem we use earlier developed finite difference schemes, ɛ-uniformly of a high order of accuracy with respect to time, based on defect correction. New in this paper is the introduction of a partitioning of the domain for these ɛ-uniform schemes. We determine the conditions under which the difference schemes, applied independently on subdomains may accelerate (ɛ-uniformly) the solution of the boundary value problem without losing the accuracy of the original schemes. Hence, the simultaneous solution on subdomains can in principle be used for parallelization of the computational method. Received December 3, 1999; revised April 20, 2000     

On the Multivariate Horner Scheme II: Running Error Analysis

 As an extension of our previous paper which gave forward and backward error estimates, we perform a running error analysis of the multivariate Horner scheme. This leads to a modified algorithm which computes the value of the polynomial together with an error estimate. Received November 9, 1999; revised May 29, 2000     

A Robust Smoother for Convection-Diffusion Problems with Closed Characteristics

In this paper we analyze a model problem for the convection-diffusion equation where the reduced problem has closed characteristics. A full upwinding finite difference scheme is used to discretize the problem. Additionally to the strength of the convection, an arbitrary amount of crosswind-diffusion can be added on the discrete level. We present a smoother which is robust w.r.t. the strength of convection and the amount of crosswind-diffusion. It is of Gauss–Seidel type using a downwind ordering. To handle the cyclic dependencies a frequency-filtering algorithm is used. The algorithm is of nearly optimal complexity ?(n log n). It is proved that it fulfills a robust smoothing property.     

An Efficient Direct Solver for the Boundary Concentrated FEM in 2D

The boundary concentrated FEM, a variant of the hp-version of the finite element method, is proposed for the numerical treatment of elliptic boundary value problems. It is particularly suited for equations with smooth coefficients and non-smooth boundary conditions. In the two-dimensional case it is shown that the Cholesky factorization of the resulting stiffness matrix requires O(Nlog⁴ N) units of storage and can be computed with O(Nlog⁸ N) work, where N denotes the problem size. Numerical results confirm theoretical estimates. Received October 4, 2001; revised August 19, 2002 Published online: October 24, 2002     

Keller's Box-Scheme for the One-Dimensional Stationary Convection-Diffusion Equation

u ,∇u)=f, is to take the average onto the same mesh of the two equations of the mixed form, the conservation law div p=f and the constitutive law p=ϕ(u,∇u). In this paper, we perform the numerical analysis of two Keller-like box-schemes for the one-dimensional convection-diffusion equation cu _x −ɛu _xx =f. In the first one, introduced by B. Courbet in [9,10], the numerical average of the diffusive flux is upwinded along the sign of the velocity, giving a first order accurate scheme. The second one is fourth order accurate. It is based onto the Euler-MacLaurin quadrature formula for the average of the diffusive flux. We emphasize in each case the link with the SUPG finite element method. Received June 7, 2001; revised October 2, 2001     

Some Comments on Sequencing with Controllable Processing Times

Received March 30, 2001; revised October 22, 2001     

Output-Sensitive Algorithm for Computing β-Skeletons

The β-skeleton is a measure of the internal shape of a planar set of points. We get an entire spectrum of shapes by varying the parameter β. For a fixed value of β, a β-skeleton is a geometric graph obtained by joining each pair of points whose β-neighborhood is empty. For β≥1, this neighborhood of a pair of points p _i ,p _j is the interior of the intersection of two circles of radius , centered at the points (1−β/2)p _i +(β/2)p _j and (β/2)p _i +(1−β/2)p _j , respectively. For β∈(0,1], it is the interior of the intersection of two circles of radius , passing through p _i and p _j . In this paper we present an output-sensitive algorithm for computing a β-skeleton in the metrics l ₁ and l _∞ for any β≥2. This algorithm is in O(nlogn+k), where k is size of the output graph. The complexity of the previous best known algorithm is in O(n ^5/2logn) [7]. Received April 26, 2000     

A Proof of the Consistency of the Finite Difference Technique on Sparse Grids

In this paper, we give a proof of the consistency of the finite difference technique on regular sparse grids [7, 18]. We introduce an extrapolation-type discretization of differential operators on sparse grids based on the idea of the combination technique and we show the consistency of this discretization. The equivalence of the new method with that of [7, 18] is established. Received February 8, 2000; revised June 8, 2000     

A Note on Transformed Density Rejection

In this paper we describe a version of transformed density rejection that requires less uniform random numbers. Random variates below the squeeze are generated by inversion. For the expensive part between squeeze and density an algorithm that uses a covering with triangles is introduced. Received August 23, 1999; revised March 6, 2000     

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     

Stabilised hp-Finite Element Approximation of Partial Differential Equations with Nonnegative Characteristic Form

This paper is devoted to the a priori error analysis of the hp-version of a streamline-diffusion finite element method for partial differential equations with nonnegative characteristic form. This class of equations includes second-order elliptic and parabolic problems, first-order hyperbolic problems and second-order problems of mixed elliptic-parabolic-hyperbolic type. We derive error bounds which are simultaneously optimal in both the mesh size h and the spectral order p. Numerical examples are presented to confirm the theoretical results. Received October 28, 1999; revised May 26, 2000