On the convergence of nonnested multigrid methods with nested spaces on coarse grids

Multigrid methods for discretized partial differential problems using nonnested conforming and nonconforming finite elements are here defined in the general setting. The coarse‐grid corrections of these multigrid methods make use of different finite element spaces from those on the finest grid. In general, the finite element spaces on the finest grid are nonnested, while the spaces are nested on the coarse grids. An abstract convergence theory is developed for these multigrid methods for differential problems without full elliptic regularity. This theory applies to multigrid methods of nonnested conforming and nonconforming finite elements with the coarse‐grid corrections established on nested conforming finite element spaces. Uniform convergence rates (independent of the number of grid levels) are obtained for both the V and W‐cycle methods with one smoothing on all coarse grids and with a sufficiently large number of smoothings solely on the finest grid. In some cases, these uniform rates are attained even with one smoothing on all grids. The present theory also applies to multigrid methods for discretized partial differential problems using mixed finite element methods. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 265–284, 2000     

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.     

Analysis of a multigrid preconditioner for Crouzeix–Raviart discretization of elliptic partial differential equation with jump coefficients

In this paper, we present a multigrid V‐cycle preconditioner for the linear system arising from piecewise linear nonconforming Crouzeix–Raviart discretization of second‐order elliptic problems with jump coefficients. The preconditioner uses standard conforming subspaces as coarse spaces. We showed that the convergence rates of the (multiplicative) two‐grid and multigrid V‐cycle algorithms will deteriorate rapidly because of large jumps in coefficient. However, the preconditioned systems have only a fixed number of small eigenvalues depending on the large jump in coefficient, and the effective condition numbers are independent of the coefficient and bounded logarithmically with respect to the mesh size. As a result, the two‐grid or multigrid preconditioned conjugate gradient algorithm converges nearly uniformly. We also comment on some major differences of the convergence theory between the nonconforming case and the standard conforming case. Numerical experiments support the theoretical results. Copyright © 2012 John Wiley & Sons, Ltd.     

A new quadratic nonconforming finite element on rectangles

A new quadratic nonconforming finite element on rectangles (or parallelograms) is introduced. The nonconforming element consists of P₂ ⊕ Span{x²y,xy²} on a rectangle and eight degrees of freedom. Our element is essentially of seven degrees of freedom since the degree of freedom associated with the integration on rectangle is essentially of bubble‐function nature. Global basis functions are constructed for both Dirichlet and Neumann type of problems; accordingly the corresponding dimensions are counted. The local and global interpolation operators are defined. Error estimates of optimal order are derived in both broken energy and L²(Ω) norms for second‐order of elliptic problems. Brief numerical results are also shown to confirm the optimality of the presented quadratic nonconforming element. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

On the subdomain‐Galerkin/least squares method for 2‐ and 3‐D mixed elliptic problems with reaction terms

In this article we apply the subdomain‐Galerkin/least squares method, which is first proposed by Chang and Gunzburger for first‐order elliptic systems without reaction terms in the plane, to solve second‐order non‐selfadjoint elliptic problems in two‐ and three‐dimensional bounded domains with triangular or tetrahedral regular triangulations. This method can be viewed as a combination of a direct cell vertex finite volume discretization step and an algebraic least‐squares minimization step in which the pressure is approximated by piecewise linear elements and the flux by the lowest order Raviart‐Thomas space. This combined approach has the advantages of both finite volume and least‐squares methods. Among other things, the combined method is not subject to the Ladyzhenskaya‐Babus?ka‐Brezzi condition, and the resulting linear system is symmetric and positive definite. An optimal error estimate in the H¹(Ω) × H(div; Ω) norm is derived. An equivalent residual‐type a posteriori error estimator is also given. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 738–751, 2002; Published online in Wiley InterScience (www.interscience.wiley.com); DOI 10.1002/num.10030.     

A posteriori error analysis of nonconforming finite volume elements for general second‐order elliptic PDEs

In this article, we study the a posteriori H¹ and L² error estimates for Crouzeix‐Raviart nonconforming finite volume element discretization of general second‐order elliptic problems in ?². The error estimators yield global upper and local lower bounds. Finally, numerical experiments are performed to illustrate the theoretical findings. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A uniformly optimal‐order estimate for finite volume method for advection‐diffusion equations

We prove an optimal‐order error estimate in a weighted energy norm for finite volume method for two‐dimensional time‐dependent advection–diffusion equations on a uniform space‐time partition of the domain. The generic constants in the estimates depend only on certain norms of the true solution but not on the scaling parameter. These estimates, combined with a priori stability estimates of the governing partial differential equations with full regularity, yield a uniform estimate of the finite volume method, in which the generic constants depend only on the Sobolev norms of the initial and right side data but not on the scaling parameter. We use the interpolation of spaces and stability estimates to derive a uniform estimate for problems with minimal or intermediate regularity, where the convergence rates are proportional to certain Besov norms of the initial and right‐hand side data. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 17‐43, 2014     

Superconvergence of a two‐grid method for fourth‐order dispersive‐dissipative wave equations

In this paper, the superconvergence analysis of a two‐grid method (TGM) with low‐order finite elements is presented for the fourth‐order dispersive‐dissipative wave equations for a second order fully discrete scheme. The superclose estimates in the H¹‐norm on the two grids are obtained by the combination technique of the interpolation and Ritz projection. Then, with the help of the interpolated postprocessing technique, the global superconvergence properties are deduced. Finally, numerical results are provided to show the performance of the proposed TGM for conforming bilinear element and nonconforming element, respectively. It shows that the TGM is an effective method to the problem considered of our paper compared with the traditional Galerkin finite element method (FEM).     

Convergence analysis of an upwind finite volume element method with Crouzeix-Raviart element for non-selfadjoint and indefinite problems

In this paper we construct an upwind finite volume element scheme based on the Crouzeix-Raviart nonconforming element for non-selfadjoint elliptic problems. These problems often appear in dealing with flow in porous media. We establish the optimal order H ¹-norm error estimate. We also give the uniform convergence under minimal elliptic regularity assumption      

A new alternating‐direction finite element method for hyperbolic equation

A modified backward difference time discretization is presented for Galerkin approximations for nonlinear hyperbolic equation in two space variables. This procedure uses a local approximation of the coefficients based on patches of finite elements with these procedures, a multidimensional problem can be solved as a series of one‐dimensional problems. Optimal order H₀¹ and L² error estimates are derived. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

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     

Nonconforming P1 elements on distorted triangulations: Lower bounds for the discrete energy norm error

Compared to conforming P1 finite elements, nonconforming P1 finite element discretizations are thought to be less sensitive to the appearance of distorted triangulations. E.g., optimal-order discrete H¹ norm best approximation error estimates for H² functions hold for arbitrary triangulations. However, the constants in similar estimates for the error of the Galerkin projection for second-order elliptic problems show a dependence on the maximum angle of all triangles in the triangulation. We demonstrate on an example of a special family of distorted triangulations that this dependence is essential, and due to the deterioration of the consistency error. We also provide examples of sequences of triangulations such that the nonconforming P1 Galerkin projections for a Poisson problem with polynomial solution do not converge or converge at arbitrarily low speed. The results complement analogous findings for conforming P1 finite elements.     

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.     

A posteriori error estimates for FEM with violated Galerkin orthogonality

This article investigates Petrov‐Galerkin discretizations of operator equations with linearly stable operators, where the residual does not belong to the annihilator W of the discrete test space W_h. Conforming and nonconforming methods are considered separately, and for the treatment of the nonconforming situation the concept of elliptic lifting is introduced. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 241–259, 2002; DOI 10.1002/num.1005     

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.     

Superconvergence of nonconforming finite element method for the Stokes equations

This article derives a general superconvergence result for nonconforming finite element approximations of the Stokes problem by using a least‐squares surface fitting method proposed and analyzed recently by Wang for the standard Galerkin method. The superconvergence result is based on some regularity assumption for the Stokes problem and is applicable to any nonconforming stable finite elements with regular but nonuniform partitions. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 143–154, 2002; DOI 10.1002/num.1036     

Analysis and computational method based on quadratic B‐spline FEM for the Rosenau–Burgers equation

L_∞‐error estimates for B‐spline Galerkin finite element solution of the Rosenau–Burgers equation are considered. The semidiscrete B‐spline Galerkin scheme is studied using appropriate projections. For fully discrete B‐spline Galerkin scheme, we consider the Crank–Nicolson method and analyze the corresponding error estimates in time. Numerical experiments are given to demonstrate validity and order of accuracy of the proposed method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 877–895, 2016     

Regularity theory for fully nonlinear integro‐differential equations

We consider nonlinear integro‐differential equations like the ones that arise from stochastic control problems with purely jump Lévy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior C^{1, α} regularity for general fully nonlinear integro‐differential equations. Our estimates remain uniform as the degree of the equation approaches 2, so they can be seen as a natural extension of the regularity theory for elliptic partial differential equations. © 2008 Wiley Periodicals, Inc.     

Discontinuous Galerkin finite volume element methods for second‐order linear elliptic problems

In this article, a one parameter family of discontinuous Galerkin finite volume element methods for approximating the solution of a class of second‐order linear elliptic problems is discussed. Optimal error estimates in L² and broken H¹‐ norms are derived. Numerical results confirm the theoretical order of convergences. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

New a priori analysis of first‐order system least‐squares finite element methods for parabolic problems

We provide new insights into the a priori theory for a time‐stepping scheme based on least‐squares finite element methods for parabolic first‐order systems. The elliptic part of the problem is of general reaction‐convection‐diffusion type. The new ingredient in the analysis is an elliptic projection operator defined via a nonsymmetric bilinear form, although the main bilinear form corresponding to the least‐squares functional is symmetric. This new operator allows to prove optimal error estimates in the natural norm associated to the problem and, under additional regularity assumptions, in the L² norm. Numerical experiments are presented which confirm our theoretical findings.