An algebraic multigrid method for finite element discretizations with edge elements

This paper presents an algebraic multigrid method for the efficient solution of the linear system arising from a finite element discretization of variational problems in H₀(curl,Ω). The finite element spaces are generated by Nédélec's edge elements. A coarsening technique is presented, which allows the construction of suitable coarse finite element spaces, corresponding transfer operators and appropriate smoothers. The prolongation operator is designed such that coarse grid kernel functions of the curl‐operator are mapped to fine grid kernel functions. Furthermore, coarse grid kernel functions are ‘discrete’ gradients. The smoothers proposed by Hiptmair and Arnold, Falk and Winther are directly used in the algebraic framework. Numerical studies are presented for 3D problems to show the high efficiency of the proposed technique. Copyright © 2002 John Wiley & Sons, Ltd.     

Two‐grid methods for semilinear interface problems

In this article, we consider two‐grid finite element methods for solving semilinear interface problems in d space dimensions, for d = 2 or d = 3. We consider semilinear problems with discontinuous diffusion coefficients, which includes problems containing subcritical, critical, and supercritical nonlinearities. We establish basic quasioptimal a priori error estimates for Galerkin approximations. We then design a two‐grid algorithm consisting of a coarse grid solver for the original nonlinear problem, and a fine grid solver for a linearized problem. We analyze the quality of approximations generated by the algorithm and show that the coarse grid may be taken to have much larger elements than the fine grid, and yet one can still obtain approximation quality that is asymptotically as good as solving the original nonlinear problem on the fine mesh. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Two‐level Newton iterative method for the 2D/3D steady Navier‐Stokes equations

A combination method of the Newton iteration and two‐level finite element algorithm is applied for solving numerically the steady Navier‐Stokes equations under the strong uniqueness condition. This algorithm is motivated by applying the m Newton iterations for solving the Navier‐Stokes problem on a coarse grid and computing the Stokes problem on a fine grid. Then, the uniform stability and convergence with respect to ν of the two‐level Newton iterative solution are analyzed for the large m and small H and h << H. Finally, some numerical tests are made to demonstrate the effectiveness of the method. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2012     

A two‐grid characteristic finite volume element method for semilinear advection‐dominated diffusion equations

A two‐grid finite volume element method, combined with the modified method of characteristics, is presented and analyzed for semilinear time‐dependent advection‐dominated diffusion equations in two space dimensions. The solution of a nonlinear system on the fine‐grid space (with grid size h) is reduced to the solution of two small (one linear and one nonlinear) systems on the coarse‐grid space (with grid size H) and a linear system on the fine‐grid space. An optimal error estimate in H¹ ‐norm is obtained for the two‐grid method. It shows that the two‐grid method achieves asymptotically optimal approximation, as long as the mesh sizes satisfy h = O(H²). Numerical example is presented to validate the usefulness and efficiency of the method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Two‐level Fourier analysis of multigrid for higher‐order finite‐element discretizations of the Laplacian

In this paper, we employ local Fourier analysis (LFA) to analyze the convergence properties of multigrid methods for higher‐order finite‐element approximations to the Laplacian problem. We find that the classical LFA smoothing factor, where the coarse‐grid correction is assumed to be an ideal operator that annihilates the low‐frequency error components and leaves the high‐frequency components unchanged, fails to accurately predict the observed multigrid performance and, consequently, cannot be a reliable analysis tool to give good performance estimates of the two‐grid convergence factor. While two‐grid LFA still offers a reliable prediction, it leads to more complex symbols that are cumbersome to use to optimize parameters of the relaxation scheme, as is often needed for complex problems. For the purposes of this analytical optimization as well as to have simple predictive analysis, we propose a modification that is “between” two‐grid LFA and smoothing analysis, which yields reasonable predictions to help choose correct damping parameters for relaxation. This exploration may help us better understand multigrid performance for higher‐order finite element discretizations, including for Q₂‐Q₁ (Taylor‐Hood) elements for the Stokes equations. Finally, we present two‐grid and multigrid experiments, where the corrected parameter choice is shown to yield significant improvements in the resulting two‐grid and multigrid convergence factors.     

A new two grid variational multiscale method for steady‐state natural convection problem

A two‐grid variational multiscale method based on two local Gauss integrations for solving the stationary natural convection problem is presented in this article. A significant feature of the method is that we solve the natural convection problem on a coarse mesh using finite element variational multiscale method based on two local Gauss integrations firstly, and then find a fine grid solution by solving a linearized problem on a fine grid. In the computation, we introduce two local Gauss integrations as a stabilizing term to replace the projection operator without adding other variables. The stability estimates and convergence analysis of the new method are derived. Ample numerical experiments are performed to validate the theoretical predictions and demonstrate the efficiency of the new method. Copyright © 2016 John Wiley & Sons, Ltd.     

Two‐grid variational multiscale algorithms for the stationary incompressible Navier‐Stokes equations with friction boundary conditions

Two‐grid variational multiscale (VMS) algorithms for the incompressible Navier‐Stokes equations with friction boundary conditions are presented in this article. First, one‐grid VMS algorithm is used to solve this problem and some error estimates are derived. Then, two‐grid VMS algorithms are proposed and analyzed. The algorithms consist of nonlinear problem on coarse grid and linearized problem (Stokes problem or Oseen problem) on fine grid. Moreover, the stability and convergence of the present algorithms are established. Finally, Numerical results are shown to confirm the theoretical analysis. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 546–569, 2017     

A two‐grid method for mixed finite‐element solution of reaction‐diffusion equations

We present a scheme for solving two‐dimensional, nonlinear reaction‐diffusion equations, using a mixed finite‐element method. To linearize the mixed‐method equations, we use a two grid scheme that relegates all the Newton‐like iterations to a grid Δ_H much coarser than the original one Δ_h, with no loss in order of accuracy so long as the mesh sizes obey . The use of a multigrid‐based solver for the indefinite linear systems that arise at each coarse‐grid iteration, as well as for the similar system that arises on the fine grid, allows for even greater efficiency. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 317–332, 1999     

Two‐grid method for two‐dimensional nonlinear Schrödinger equation by finite element method

A conservative two‐grid finite element scheme is presented for the two‐dimensional nonlinear Schrödinger equation. One Newton iteration is applied on the fine grid to linearize the fully discrete problem using the coarse‐grid solution as the initial guess. Moreover, error estimates are conducted for the two‐grid method. It is shown that the coarse space can be extremely coarse, with no loss in the order of accuracy, and still achieve the asymptotically optimal approximation as long as the mesh sizes satisfy in the two‐grid method. The numerical results show that this method is very effective.     

A two‐level variational multiscale method for incompressible flows based on two local Gauss integrations

In this article, a two‐level variational multiscale method for incompressible flows based on two local Gauss integrations is presented. We solve the Navier–Stokes problem on a coarse mesh using finite element variational multiscale method based on two local Gauss integrations, then seek a fine grid solution by solving a linearized problem on a fine grid. In computation, we use the two local Gauss integrations to replace the projection operator without adding any variables. Stability analysis is performed, and error estimates of the method are derived. Finally, a series of numerical experiments are also given, which confirm the theoretical analysis and demonstrate the efficiency of the new method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Two‐Grid method for nonlinear parabolic equations by expanded mixed finite element methods

In this article, we develop a two‐grid algorithm for nonlinear reaction diffusion equation (with nonlinear compressibility coefficient) discretized by expanded mixed finite element method. The key point is to use two‐grid scheme to linearize the nonlinear term in the equations. The main procedure of the algorithm is solving a small‐scaled nonlinear equations on the coarse grid and dealing with a linearized system on the fine space using the Newton iteration with the coarse grid solution. Error estimation to the expanded mixed finite element solution is analyzed in detail. We also show that two‐grid solution achieves the same accuracy as long as the mesh sizes satisfy H = O(h^1/2). Two numerical experiments are given to verify the effectiveness of the algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Two grid finite element discretization method for semi‐linear hyperbolic integro‐differential equations

In this paper, we will investigate a two grid finite element discretization method for the semi‐linear hyperbolic integro‐differential equations by piecewise continuous finite element method. In order to deal with the semi‐linearity of the model, we use the two grid technique and derive that once the coarse and fine mesh sizes H, h satisfy the relation h = H² for the two‐step two grid discretization method, the two grid method achieves the same convergence accuracy as the ordinary finite element method. Both theoretical analysis and numerical experiments are given to verify the results.     

A high‐order finite difference discretization strategy based on extrapolation for convection diffusion equations

We propose a new high‐order finite difference discretization strategy, which is based on the Richardson extrapolation technique and an operator interpolation scheme, to solve convection diffusion equations. For a particular implementation, we solve a fine grid equation and a coarse grid equation by using a fourth‐order compact difference scheme. Then we combine the two approximate solutions and use the Richardson extrapolation to compute a sixth‐order accuracy coarse grid solution. A sixth‐order accuracy fine grid solution is obtained by interpolating the sixth‐order coarse grid solution using an operator interpolation scheme. Numerical results are presented to demonstrate the accuracy and efficacy of the proposed finite difference discretization strategy, compared to the sixth‐order combined compact difference (CCD) scheme, and the standard fourth‐order compact difference (FOC) scheme. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 18–32, 2004.     

Energy‐minimizing coarse spaces for two‐level Schwarz methods for multiscale PDEs

Two‐level overlapping Schwarz methods for elliptic partial differential equations combine local solves on overlapping domains with a global solve of a coarse approximation of the original problem. To obtain robust methods for equations with highly varying coefficients, it is important to carefully choose the coarse approximation. Recent theoretical results by the authors have shown that bases for such robust coarse spaces should be constructed such that the energy of the basis functions is minimized. We give a simple derivation of a method that finds such a minimum energy basis using one local solve per coarse space basis function and one global solve to enforce a partition of unity constraint. Although this global solve may seem prohibitively expensive, we demonstrate that a one‐level overlapping Schwarz method is an effective and scalable preconditioner and we show that such a preconditioner can be implemented efficiently using the Sherman–Morrison–Woodbury formula. The result is an elegant, scalable, algebraic method for constructing a robust coarse space given only the supports of the coarse space basis functions. Numerical experiments on a simple two‐dimensional model problem with a variety of binary and multiscale coefficients confirm this. Numerical experiments also show that, when used in a two‐level preconditioner, the energy‐minimizing coarse space gives better results than other coarse space constructions, such as the multiscale finite element approach. Copyright © 2009 John Wiley & Sons, Ltd.     

A Two‐Parameter Stabilized Finite Element Method for Incompressible Flows

Based on two‐grid discretizations, a two‐parameter stabilized finite element method for the steady incompressible Navier–Stokes equations at high Reynolds numbers is presented and studied. In this method, a stabilized Navier–Stokes problem is first solved on a coarse grid, and then a correction is calculated on a fine grid by solving a stabilized linear problem. The stabilization term for the nonlinear Navier–Stokes equations on the coarse grid is based on an elliptic projection, which projects higher‐order finite element interpolants of the velocity into a lower‐order finite element interpolation space. For the linear problem on the fine grid, either the same stabilization approach (with a different stabilization parameter) as that for the coarse grid problem or a completely different stabilization approach could be employed. Error bounds for the discrete solutions are estimated. Algorithmic parameter scalings of the method are also derived. The theoretical results show that, with suitable scalings of the algorithmic parameters, this method can yield an optimal convergence rate. Numerical results are provided to verify the theoretical predictions and demonstrate the effectiveness of the proposed method. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 425–444, 2017     

Two‐level discretization of the Navier‐Stokes equations with r‐Laplacian subgridscale viscosity

The r‐Laplacian has played an important role in the development of computationally efficient models for applications, such as numerical simulation of turbulent flows. In this article, we examine two‐level finite element approximation schemes applied to the Navier‐Stokes equations with r‐Laplacian subgridscale viscosity, where r is the order of the power‐law artificial viscosity term. In the two‐level algorithm, the solution to the fully nonlinear coarse mesh problem is utilized in a single‐step linear fine mesh problem. When modeling parameters are chosen appropriately, the error in the two‐level algorithm is comparable to the error in solving the fully nonlinear problem on the fine mesh. We provide rigorous numerical analysis of the two‐level approximation scheme and derive scalings which vary based on the coefficient r, coarse mesh size H, fine mesh size h, and filter radius δ. We also investigate the two‐level algorithm in several computational settings, including the 3D numerical simulation of flow past a backward‐facing step at Reynolds number Re = 5100. In all numerical tests, the two‐level algorithm was proven to achieve the same order of accuracy as the standard one‐level algorithm, at a fraction of the computational cost. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Analysis of two‐grid discretization scheme for semilinear hyperbolic equations by mixed finite element methods

In this paper, the full discrete scheme of mixed finite element approximation is introduced for semilinear hyperbolic equations. To solve the nonlinear problem efficiently, two two‐grid algorithms are developed and analyzed. In this approach, the nonlinear system is solved on a coarse mesh with width H, and the linear system is solved on a fine mesh with width h≪H. Error estimates and convergence results of two‐grid method are derived in detail. It is shown that if we choose in the first algorithm and in the second algorithm, the two‐grid algorithms can achieve the same accuracy of the mixed finite element solutions. Finally, the numerical examples also show that the two‐grid method is much more efficient than solving the nonlinear mixed finite element system directly.     

An optimal nonlinear Galerkin method with mixed finite elements for the steady Navier‐Stokes equations

An optimal nonlinear Galerkin method with mixed finite elements is developed for solving the two‐dimensional steady incompressible Navier‐Stokes equations. This method is based on two finite element spaces X_H and X_h for the approximation of velocity, defined on a coarse grid with grid size H and a fine grid with grid size h ? H, respectively, and a finite element space M_h for the approximation of pressure. We prove that the difference in appropriate norms between the solutions of the nonlinear Galerkin method and a classical Galerkin method is of the order of H⁵. If we choose H = O(h^2/5), these two methods have a convergence rate of the same order. We numerically demonstrate that the optimal nonlinear Galerkin method is efficient and can save a large amount of computational time. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 762–775, 2003.     

Commuting projections on graphs

Motivated by the increasing importance of large‐scale networks typically modeled by graphs, this paper is concerned with the development of mathematical tools for solving problems associated with the popular graph Laplacian. We exploit its mixed formulation based on its natural factorization as product of two operators. The goal is to construct a coarse version of the mixed graph Laplacian operator with the purpose to construct two‐level, and by recursion, a multilevel hierarchy of graphs and associated operators. In many situations in practice, having a coarse (i.e., reduced dimension) model that maintains some inherent features of the original large‐scale graph and respective graph Laplacian offers potential to develop efficient algorithms to analyze the underlined network modeled by this large‐scale graph. One possible application of such a hierarchy is to develop multilevel methods that have the potential to be of optimal complexity. In this paper, we consider general (connected) graphs and function spaces defined on its edges and its vertices. These two spaces are related by a discrete gradient operator, ‘Grad’ and its adjoint, ‘ ? Div’, referred to as (negative) discrete divergence. We also consider a coarse graph obtained by aggregation of vertices of the original one. Then, a coarse vertex space is identified with the subspace of piecewise constant functions over the aggregates. We consider the ?₂‐projection Q_H onto the space of these piecewise constants. In the present paper, our main result is the construction of a projection π_H from the original edge‐space onto a properly constructed coarse edge‐space associated with the edges of the coarse graph. The projections π_H and Q_H commute with the discrete divergence operator, that is, we have Div π_H = Q_H div. The respective pair of coarse edge‐space and coarse vertex‐space offer the potential to construct two‐level, and by recursion, multilevel methods for the mixed formulation of the graph Laplacian, which utilizes the discrete divergence operator. The performance of one two‐level method with overlapping Schwarz smoothing and correction based on the constructed coarse spaces for solving such mixed graph Laplacian systems is illustrated on a number of graph examples. Copyright © 2013 John Wiley & Sons, Ltd.     

A two‐grid stabilized mixed finite element method for Darcy‐Forchheimer model

A two‐grid stabilized mixed finite element method based on pressure projection stabilization is proposed for the two‐dimensional Darcy‐Forchheimer model. We use the derivative of a smooth function, , to approximate the derivative of in constructing the two‐grid algorithm. The two‐grid method consists of solving a small nonlinear system on the coarse mesh and then solving a linear system on the fine mesh. There are a substantial reduction in computational cost. We prove the existence and uniqueness of solution of the discrete schemes on the coarse grid and the fine grid and obtain error estimates for the two‐grid algorithm. Finally, some numerical experiments are carried out to verify the accuracy and efficiency of the method.