A two-grid finite element method for the Allen-Cahn equation with the logarithmic potential

In this paper, we present a two-grid finite element method for the Allen-Cahn equation with the logarithmic potential. This method consists of two steps. In the first step, based on a fully implicit finite element method, the Allen-Cahn equation is solved on a coarse grid with mesh size H. In the second step, a linearized system whose nonlinear term is replaced by the value of the first step is solved on a fine grid with mesh size h. We give the energy stabilities of the traditional finite element method and the two-grid finite element method. The optimal convergence order of the two-grid finite element method in H¹ norm is achieved when the mesh sizes satisfy h = O(H²). Numerical examples are given to demonstrate the validity of the proposed scheme. The results show that the two-grid method can save the CPU time while keeping the same convergence rate.     

A two-grid method for elliptic problem with boundary layers

A two-grid method for the elliptic equation with a small parameter ε multiplying the highest derivative is investigated. The difference schemes with the property of ε-uniform convergence on a uniform mesh and on Shishkin mesh are considered. In both cases, a two-grid method for resolving the difference scheme is investigated. A two-grid method has features that are concerned with a uniform convergence of a difference scheme. To increase the accuracy, the Richardson extrapolation in two-grid method is applied. Numerical results are discussed.     

A two-grid algorithm based on Newton iteration for the stream function form of the Navier-Stokes equations

In this paper, we propose a two-grid algorithm for solving the stream function formulation of the stationary Navier-Stokes equations. The algorithm is constructed by reducing the original system to one small, nonlinear system on the coarse mesh space and two similar linear systems (with same stiffness matrix but different right-hand side) on the fine mesh space. The convergence analysis and error estimation of the algorithm are given for the case of conforming elements. Furthermore, the algorithm produces a numerical solution with the optimal asymptotic H ²-error. Finally, we give a numerical illustration to demonstrate the effectiveness of the two-grid algorithm for solving the Navier-Stokes equations.     

TWO-GRID CHARACTERISTIC FINITE VOLUME METHODS FOR NONLINEAR PARABOLIC PROBLEMS＊

In this work, two-grid characteristic finite volume schemes for the nonlinear parabolic problem are considered. In our algorithms, the diffusion term is discretized by the finite volume method, while the temporal differentiation and advection terms are treated by the characteristic scheme. Under some conditions about the coefficients and exact solution, optimal error estimates for the numerical solution are obtained. Furthermore, the two- grid characteristic finite volume methods involve solving a nonlinear equation on coarse mesh with mesh size H, a large linear problem for the Oseen two-grid characteristic finite volume method on a fine mesh with mesh size h = O（H2） or a large linear problem for the Newton two-grid characteristic finite volume method on a fine mesh with mesh size h = 0（I log hll/2H3）. These methods we studied provide the same convergence rate as that of the characteristic finite volume method, which involves solving one large nonlinear problem on a fine mesh with mesh size h. Some numerical results are presented to demonstrate the efficiency of the proposed methods.     

Iterative solution of linear systems arising from the Nyström method for the double-layer potential equation over curves with corners

In this paper we consider a quadrature method for the solution of the double-layer potential equation corresponding to Laplace's equation in a polygonal domain. We prove the stability for our method in case of special triangulations over the boundary of the polygon. For the solution of the corresponding system of linear equations, we consider a two-grid iteration and establish the rates of convergence and complexity. Finally, we discuss the effect of mesh refinement near the corners of the polygon.     

二维非线性对流扩散方程特征有限元的两重网络算法

针对二维非线性对流扩散方程,构造了特征有限元两重网格算法．该算法只需要在粗网格上进行非线性迭代运算,而在所需要求解的细网格上进行一次线性运算即可．对于非线性对流占优扩散方程,不仅可以消除因对流占优项引起的数值振荡现象,还可以加快收敛速度、提高计算效率．误差估计表明只要选取粗细网格步长满足一定的关系式,就可以使两重网格解与有限元解保持同样的计算精度．算例显示:两重网格算法比特征有限元算法的收敛速度明显加快．     

A two-grid method with backtracking for the mixed Navier–Stokes/Darcy model

In this paper, we consider the effect of adding a coarse mesh correction to the two-grid algorithm for the mixed Navier–Stokes/Darcy model. The method yields both L² and H¹ optimal velocity and piezometric head approximations and an L² optimal pressure approximation. The method involves solving one small, coupled, nonlinear coarse mesh problem, two independent subproblems (linear Navier–Stokes equation and Darcy equation) on the fine mesh, and a correction problem on the coarse mesh. Theoretical analysis and numerical tests are done to indicate the significance of this method.     

Convergence analysis of multigrid methods with residual scaling techniques

In this paper, multigrid methods with residual scaling techniques for symmetric positive definite linear systems are considered. The idea of perturbed two-grid methods proposed in [7] is used to estimate the convergence factor of multigrid methods with residual scaled by positive constant scaling factors. We will show that if the convergence factors of the two-grid methods are uniformly bounded by σ (σ<0.5), then the convergence factors of the W-cycle multigrid methods are uniformly bounded by σ/(1−σ), whether the residuals are scaled at some or all levels. This result extends Notay’s Theorem 3.1 in [7] to more general cases. The result also confirms the viewpoint that the W-cycle multigrid method will converge sufficiently well as long as the convergence factor of the two-grid method is small enough. In the case where the convergence factor of the two-grid method is not small enough, by appropriate choice of the cycle index γ, we can guarantee that the convergence factor of the multigrid methods with residual scaling techniques still has a uniform bound less than σ/(1−σ). Numerical experiments are provided to show that the performance of multigrid methods can be improved by scaling the residual with a constant factor. The convergence rates of the two-grid methods and the multigrid methods show that the W-cycle multigrid methods perform better if the convergence rate of the two-grid method becomes smaller. These numerical experiments support the proposed theoretical results in this paper.     

Multigrid methods for Toeplitz linear systems with different size reduction

Starting from the spectral analysis of g-circulant matrices, we study the convergence of a multigrid method for circulant and Toeplitz matrices with various size reductions. We assume that the size n of the coefficient matrix is divisible by g≥2 such that at the lower level the system is reduced to one of size n/g, by employing g-circulant based projectors. We perform a rigorous two-grid convergence analysis in the circulant case and we extend experimentally the results to the Toeplitz setting, by employing structure preserving projectors. The optimality of the two-grid method and of the multigrid method is proved, when the number θ∈ℕ of recursive calls is such that 1<θ<g. The previous analysis is used also to overcome some pathological cases, in which the generating function has zeros located at “mirror points” and the standard two-grid method with g=2 is not optimal. The numerical experiments show the correctness and applicability of the proposed ideas, both for circulant and Toeplitz matrices.     

Smoothing factor,order of prolongation and actual multigrid convergence

We consider the Fourier analysis of multigrid methods (of Galerkin type) for symmetric positive definite and semi-positive definite linear systems arising from the discretization of scalar partial differential equations (PDEs). We relate the so-called smoothing factor to the actual two-grid convergence rate and also to the convergence rate of the V-cycle multigrid. We derive a two-sided bound that defines an interval containing both the two-grid and V-cycle convergence rate. This interval is narrow and away from 1 when both the smoothing factor and an additional parameter are small enough. Besides the smoothing factor, the convergence mainly depends on the angle between the range of the prolongation and the eigenvectors of the system matrix associated with small eigenvalues. Nice V-cycle convergence is guaranteed if the tangent of this angle has an upper bound proportional to the eigenvalue, whereas nice two-grid convergence requires a bound proportional to the square root of the eigenvalue. We also discuss the well-known rule which relates the order of the prolongation to that of the differential operator associated to the problem. We first define a frequency based order which in most cases amounts to the so-called high frequency order as defined in Hemker (J Comput Appl Math 32:423–429, 1990). We give a firmer basis to the related order rule by showing that, together with the requirement of having the smoothing factor away from one, it provides necessary and sufficient conditions for having the two-grid convergence rate away from 1. A stronger condition is further shown to be sufficient for optimal convergence with the V-cycle. The presented results apply to rigorous Fourier analysis for regular discrete PDEs, and also to local Fourier analysis via the discussion of semi-positive systems as may arise from the discretization of PDEs with periodic boundary conditions.     

A TWO-GRID METHOD FOR THE C0 INTERIOR PENALTY DISCRETIZATION OF THE MONGE-AMP(E)RE EQUATION

The purpose of this paper is to analyze an efficient method for the solution of the nonlinear system resulting from the discretization of the elliptic Monge-Ampère equation by a $C^0$ interior penalty method with Lagrange finite elements. We consider the two-grid method for nonlinear equations which consists in solving the discrete nonlinear system on a coarse mesh and using that solution as initial guess for one iteration of Newton's method on a finer mesh. Thus both steps are inexpensive. We give quasi-optimal $W^{1,\infty}$ error estimates for the discretization and estimate the difference between the interior penalty solution and the two-grid numerical solution. Numerical experiments confirm the computational efficiency of the approach compared to Newton's method on the fine mesh.     

Two-Grid Finite Element Method with Crank-Nicolson Fully Discrete Scheme for the Time-Dependent Schrödinger Equation

In this paper, we study the Crank-Nicolson Galerkin finite element method and construct a two-grid algorithm for the general two-dimensional time-dependent Schrödinger equation. Firstly, we analyze the superconvergence error estimate of the finite element solution in $H^1$ norm by use of the elliptic projection operator. Secondly, we propose a fully discrete two-grid finite element algorithm with Crank-Nicolson scheme in time. With this method, the solution of the Schrödinger equation on a fine grid is reduced to the solution of original problem on a much coarser grid together with the solution of two Poisson equations on the fine grid. Finally, we also derive error estimates of the two-grid finite element solution with the exact solution in $H^1$ norm. It is shown that the solution of two-grid algorithm can achieve asymptotically optimal accuracy as long as mesh sizes satisfy $H = \mathcal{O}(h^{\frac{1}{2}})$.     

Two-Grid Algorithm of $H^{1}$-Galerkin Mixed Finite Element Methods for Semilinear Parabolic Integro-Differential Equations

In this paper, we present a two-grid discretization scheme for semilinear parabolic integro-differential equations by $H^{1}$-Galerkin mixed finite element methods. We use the lowest order Raviart-Thomas mixed finite elements and continuous linear finite element for spatial discretization, and backward Euler scheme for temporal discretization. Firstly, a priori error estimates and some superclose properties are derived. Secondly, a two-grid scheme is presented and its convergence is discussed. In the proposed two-grid scheme, the solution of the nonlinear system on a fine grid is reduced to the solution of the nonlinear system on a much coarser grid and the solution of two symmetric and positive definite linear algebraic equations on the fine grid and the resulting solution still maintains optimal accuracy. Finally, a numerical experiment is implemented to verify theoretical results of the proposed scheme. The theoretical and numerical results show that the two-grid method achieves the same convergence property as the one-grid method with the choice $h=H^2$.     

Two-grid Methods for Finite Volume Element Approximations of Nonlinear Sobolev Equations

In this article, two-grid methods are studied for solving nonlinear Sobolev equation using the finite volume element method. The methods are based on one coarse grid space and one fine grid space. The nonsymmetric and nonlinear iterations are only executed on the coarse grid (with grid size H), and the fine grid solution (with grid size h) can be obtained in a single symmetric and linear step. The optimal H¹ error estimates are presented for the proposed methods, which show that the two-grid methods achieve optimal approximation as long as the mesh sizes satisfy h = 𝒪(H³|ln H|). As a result, solving such a large class of nonlinear Sobolev equations will not be much more difficult than solving one linearized equation.     

A Two-Grid Finite Element Approximation for Nonlinear Time Fractional Two-Term Mixed Sub-Diffusion and Diffusion Wave Equations

In this paper, we develop a two-grid method (TGM) based on the FEM for 2D nonlinear time fractional two-term mixed sub-diffusion and diffusion wave equations. A two-grid algorithm is proposed for solving the nonlinear system, which consists of two steps: a nonlinear FE system is solved on a coarse grid, then the linearized FE system is solved on the fine grid by Newton iteration based on the coarse solution. The fully discrete numerical approximation is analyzed, where the Galerkin finite element method for the space derivatives and the finite difference scheme for the time Caputo derivative with order $\alpha\in(1,2)$ and $\alpha_{1}\in(0,1)$. Numerical stability and optimal error estimate $O(h^{r+1}+H^{2r+2}+\tau^{\min\{3-\alpha,2-\alpha_{1}\}})$ in $L^{2}$-norm are presented for two-grid scheme, where $t,$ $H$ and $h$ are the time step size, coarse grid mesh size and fine grid mesh size, respectively. Finally, numerical experiments are provided to confirm our theoretical results and effectiveness of the proposed algorithm.     

Convergence of the Multigrid Method of Ill-conditioned Block Toeplitz Systems

We study the solutions of block Toeplitz systems A _mn u = b by the multigrid method (MGM). Here the block Toeplitz matrices A _mn are generated by a nonnegative function f (x,y) with zeros. Since the matrices A _mn are ill-conditioned, the convergence factor of classical iterative methods will approach 1 as the size of the matrices becomes large. These classical methods, therefore, are not applicable for solving ill-conditioned systems. The MGM is then proposed in this paper. For a class of block Toeplitz matrices, we show that the convergence factor of the two-grid method (TGM) is uniformly bounded below 1 independent of mn and the full MGM has convergence factor depending only on the number of levels. The cost per iteration for the MGM is of O(mn log mn) operations. Numerical results are given to explain the convergence rate.     

Fourier analysis of a robust multigrid method for convection-diffusion equations

Summary. We consider a two-grid method for solving 2D convection-diffusion problems. The coarse grid correction is based on approximation of the Schur complement. As a preconditioner of the Schur complement we use the exact Schur complement of modified fine grid equations. We assume constant coefficients and periodic boundary conditions and apply Fourier analysis. We prove an upper bound for the spectral radius of the two-grid iteration matrix that is smaller than one and independent of the mesh size, the convection/diffusion ratio and the flow direction; i.e. we have a (strong) robustness result. Numerical results illustrating the robustness of the corresponding multigrid -cycle are given. Received October 14, 1994     

Navier-Stokes方程带Backtracking技巧的两重网格算法

1 引 言考虑二维不可压 Navier-Stokes方程:     

TWO-GRID DISCRETIZATION SCHEMES OF THE NONCONFORMING FEM FOR EIGENVALUE PROBLEMS

This paper extends the two-grid discretization scheme of the conforming finite elements proposed by Xu and Zhou （Math. Comput., 70 （2001）, pp.17-25） to the nonconforming finite elements for eigenvalue problems. In particular, two two-grid discretization schemes based on Rayleigh quotient technique are proposed. By using these new schemes, the solution of an eigenvalue problem on a fine mesh is reduced to that on a much coarser mesh together with the solution of a linear algebraic system on the fine mesh. The resulting solution still maintains an asymptotically optimal accuracy. Comparing with the two-grid discretization scheme of the conforming finite elements, the main advantages of our new schemes are twofold when the mesh size is small enough. First, the lower bounds of the exact eigenvalues in our two-grid discretization schemes can be obtained. Second, the first eigenvalue given by the new schemes has much better accuracy than that obtained by solving the eigenvalue problems on the fine mesh directly.     

Error estimates for the combinedh andp versions of the finite element method

Summary In theh-version of the finite element method, convergence is achieved by refining the mesh while keeping the degree of the elements fixed. On the other hand, thep-version keeps the mesh fixed and increases the degree of the elements. In this paper, we prove estimates showing the simultaneous dependence of the order of approximation on both the element degrees and the mesh. In addition, it is shown that a proper design of the mesh and distribution of element degrees lead to a better than polynomial rate of convergence with respect to the number of degrees of freedom, even in the presence of corner singularities. Numerical results comparing theh-version,p-version, and combinedh-p-version for a one dimensional problem are presented.