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     

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     

The Inf-Sup Condition for the Mapped Q k ?P k?1 disc Element in Arbitrary Space Dimensions

 One of the most popular pairs of finite elements for solving mixed formulations of the Stokes and Navier–Stokes problem is the Q _k −P _k−1 ^disc element. Two possible versions of the discontinuous pressure space can be considered: one can either use an unmapped version of the P _k−1 ^disc space consisting of piecewise polynomial functions of degree at most k−1 on each cell or define a mapped version where the pressure space is defined as the image of a polynomial space on a reference cell. Since the reference transformation is in general not affine but multilinear, the two variants are not equal on arbitrary meshes. It is well-known, that the inf-sup condition is satisfied for the first variant. In the present paper we show that the latter approach satisfies the inf-sup condition as well for k≥2 in any space dimension. Received January 31, 2001; revised May 2, 2002 Published online: July 26, 2002     

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

Received January 25, 2001; revised July 17, 2001     

Fundamental Systems of Numerical Schemes for Linear Convection–Diffusion Equations and their Relationship to Accuracy

A new approach towards the assessment and derivation of numerical methods for convection dominated problems is presented, based on the comparison of the fundamental systems of the continuous and discrete operators. In two or more space dimensions, the dimension of the fundamental system is infinite, and may be identified with a ball. This set is referred to as the true fundamental locus. The fundamental system for a numerical scheme also forms a locus. As a first application, it is shown that a necessary condition for the uniform convergence of a numerical scheme is that the discrete locus should contain the true locus, and it is then shown it is impossible to satisfy this condition with a finite stencil. This shows that results of Shishkin concerning non-uniform convergence at parabolic boundaries are also generic for outflow boundaries. It is shown that the distance between the loci is related to the accuracy of the schemes provided that the loci are sufficiently close. However, if the loci depart markedly, then the situation is rather more complicated. Under suitable conditions, we develop an explicit numerical lower bound on the attainable relative error in terms of the coefficients in the stencil characterising the scheme and the loci. Received December 10, 1999; revised August 14, 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     

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     

Weighted Error Estimates for Finite Element Solutions of Variational Inequalities

In this note the studies begun in Blum and Suttmeier (1999) on adaptive finite element discretisations for nonlinear problems described by variational inequalities are continued. Similar to the concept proposed, e.g., in Becker and Rannacher (1996) for variational equalities, weighted a posteriori estimates for controlling arbitrary functionals of the discretisation error are constructed by using a duality argument. Numerical results for the obstacle problem demonstrate the derived error bounds to be reliable and, used for an adaptive grid refinement strategy, to produce economical meshes. Received September 6, 1999; revised February 8, 2000     

A Class of Smoothers for Saddle Point Problems

In this paper smoothing properties are shown for a class of iterative methods for saddle point problems with smoothing rates of the order 1/m, where m is the number of smoothing steps. This generalizes recent results by Braess and Sarazin, who could prove this rates for methods where, in the context of the Stokes problem, the pressure correction equation is solved exactly, which is not needed here. Received December 4, 1998; revised April 14, 2000     

Coupling of Nonconforming Finite Elements and Boundary Elements I: A Priori Estimates

Nonconforming finite element methods are sometimes considered as a variational crime and so we may regard its coupling with boundary element methods. In this paper, the symmetric coupling of nonconforming finite elements and boundary elements is established and a priori error estimates are shown. The coupling involves a further continuous layer on the interface in order to separate the nonconformity in the domain from its boundary data which are required to be continuous. Numerical examples prove the new scheme useful in practice. A posteriori error control and adaptive algorithms will be studied in the forthcoming Part II. Received: November 26, 1997; revised February 10, 1999     

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     

Variable Additive Preconditioning Procedures

Iterative methods with variable preconditioners of additive type are proposed. The scaling factors of each summand in the additive preconditioners are optimized within each iteration step. It is proved that the presented methods converge at least as fast as the Richardson's iterative method with the corresponding additive preconditioner with optimal scaling factors. In the presented numerical experiments the suggested methods need nearly the same number of iterations as the usual preconditioned conjugate gradient method with the corresponding additive preconditioner with numerically determined fixed optimal scaling factors. Received: June 10, 1998; revised October 16, 1998     

Problem Dependent Generalized Prewavelets

In this paper, we present a new approach to construct robust multilevel algorithms for elliptic differential equations. The multilevel algorithms consist of multiplicative subspace corrections in spaces spanned by problem dependent generalized prewavelets. These generalized prewavelets are constructed by a local orthogonalization of hierarchical basis functions with respect to a so-called local coarse-grid space. Numerical results show that the local orthogonalization leads to a smaller constant in strengthened Cauchy-Schwarz inequality than the original hierarchical basis functions. This holds also for several equations with discontinuous coefficients. Thus, the corresponding multilevel algorithm is a fast and robust iterative solver. Received November 13, 2001; revised October 21, 2002 Published online: December 12, 2002     

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     

The Streamline–Diffusion Method for Conforming and Nonconforming Finite Elements of Lowest Order Applied to Convection–Diffusion Problems

We consider the streamline-diffusion finite element method with finite elements of lowest order for solving convection-diffusion problems. Our investigations cover both conforming and nonconforming finite element approximations on triangular and quadrilateral meshes. Although the considered finite elements are of the same interpolation order their stability and approximation properties are quite different. We give a detailed overview on the stability and the convergence properties in the L ²- and in the streamline–diffusion norm. Numerical experiments show that often the theoretical predictions on the convergence properties are sharp. Received December 7, 1999; revised October 5, 2000     

Coupling of Nonconforming Finite Elements and Boundary Elements II: A Posteriori Estimates and Adaptive Mesh-Refinement

The coupling of nonconforming finite element and boundary element methods was established in Part I of this paper, where quasi-optimal a priori error estimates are provided. In the second part, we establish sharp a posteriori error estimates and so justify adaptive mesh-refining algorithms for the efficient numerical treatment of transmission problems with the Laplacian in unbounded domains. Received: January 26, 1998; revised February 10, 1999     

Inexact Methods in the Numerical Solution of Stiff Initial Value Problems

Inexact Newton methods can be effectively used in codes for large stiff initial value problems for ordinary differential equations. In this paper we give a new convergence result for Inexact Newton methods. Further, we indicate how this general result can be used and actually implemented to obtain an efficient code for solving stiff initial value problems. Received: March 12, 1998; revised March 31, 1999     

Nitsche Type Mortaring for some Elliptic Problem with Corner Singularities

The paper deals with Nitsche type mortaring as a finite element method (FEM) for treating non-matching meshes of triangles at the interface of some domain decomposition. The approach is applied to the Poisson equation with Dirichlet boundary conditions (as a model problem) under the aspect that the interface passes re-entrant corners of the domain. For such problems and non-matching meshes with and without local refinement near the re-entrant corner, some properties of the finite element scheme and error estimates are proved. They show that appropriate mesh grading yields convergence rates as known for the classical FEM in presence of regular solutions. Finally, a numerical example illustrates the approach and the theoretical results. Received July 5, 2001; revised February 5, 2002 Published online April 25, 2002     

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