A cascadic multigrid algorithm for semilinear elliptic problems

Summary. We propose a cascadic multigrid algorithm for a semilinear elliptic problem. The nonlinear equations arising from linear finite element discretizations are solved by Newton's method. Given an approximate solution on the coarsest grid on each finer grid we perform exactly one Newton step taking the approximate solution from the previous grid as initial guess. The Newton systems are solved iteratively by an appropriate smoothing method. We prove that the algorithm yields an approximate solution within the discretization error on the finest grid provided that the start approximation is sufficiently accurate and that the initial grid size is sufficiently small. Moreover, we show that the method has multigrid complexity. Received February 12, 1998 / Revised version received July 22, 1999 / Published online June 8, 2000     

The cascadic multigrid method for elliptic problems

Summary. The paper deals with certain adaptive multilevel methods at the confluence of nested multigrid methods and iterative methods based on the cascade principle of [10]. From the multigrid point of view, no correction cycles are needed; from the cascade principle view, a basic iteration method without any preconditioner is used at successive refinement levels. For a prescribed error tolerance on the final level, more iterations must be spent on coarser grids in order to allow for less iterations on finer grids. A first candidate of such a cascadic multigrid method was the recently suggested cascadic conjugate gradient method of [9], in short CCG method, whichused the CG method as basic iteration method on each level. In [18] it has been proven, that the CCG method is accurate with optimal complexity for elliptic problems in 2D and quasi-uniform triangulations. The present paper simplifies that theory and extends it to more general basic iteration methods like the traditional multigrid smoothers. Moreover, an adaptive control strategy for the number of iterations on successive refinement levels for possibly highly non-uniform grids is worked out on the basis of a posteriori estimates. Numerical tests confirm the efficiency and robustness of the cascadic multigrid method. Received November 12, 1994 / Revised version received October 12, 1995     

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     

Monotone multigrid methods for elliptic variational inequalities II

Summary. We derive globally convergent multigrid methods for discrete elliptic variational inequalities of the second kind as obtained from the approximation of related continuous problems by piecewise linear finite elements. The coarse grid corrections are computed from certain obstacle problems. The actual constraints are fixed by the preceding nonlinear fine grid smoothing. This new approach allows the implementation as a classical V-cycle and preserves the usual multigrid efficiency. We give estimates for the asymptotic convergence rates. The numerical results indicate a significant improvement as compared with previous multigrid approaches. Received March 26, 1994 / Revised version received September 22, 1994     

Schwarz preconditioners for the spectral element discretization of the steady Stokes and Navier-Stokes equations

Summary. The - spectral element discretization of the Stokes equation gives rise to an ill-conditioned, indefinite, symmetric linear system for the velocity and pressure degrees of freedom. We propose a domain decomposition method which involves the solution of a low-order global, and several local problems, related to the vertices, edges, and interiors of the subdomains. The original system is reduced to a symmetric equation for the velocity, which can be solved with the conjugate gradient method. We prove that the condition number of the iteration operator is bounded from above by , where C is a positive constant independent of the degree N and the number of subdomains, and is the inf-sup condition of the pair -. We also consider the stationary Navier-Stokes equations; in each Newton step, a non-symmetric indefinite problem is solved using a Schwarz preconditioner. By using an especially designed low-order global space, and the solution of local problems analogous to those decribed above for the Stokes equation, we are able to present a complete theory for the method. We prove that the number of iterations of the GMRES method, at each Newton step, is bounded from above by . The constant C does not depend on the number of subdomains or N, and it does not deteriorate as the Newton iteration proceeds. Received March 2, 1998 / Revised version received October 12, 1999 / Published online March 20, 2001     

A multilevel algorithm for the solution of second order elliptic differential equations on sparse grids

A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles in - and -direction. A suitable discretization provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order for the multilevel algorithm. Received April 19, 1996 / Revised version received December 9, 1996     

Nonconforming finite elements and the cascadic multi-grid method

Summary. We derive sufficient conditions under which the cascadic multi-grid method applied to nonconforming finite element discretizations yields an optimal solver. Key ingredients are optimal error estimates of such discretizations, which we therefore study in detail. We derive a new, efficient modified Morley finite element method. Optimal cascadic multi-grid methods are obtained for problems of second, and using a new smoother, of fourth order as well as for the Stokes problem. Received February 12, 1998 / Revised version received January 9, 2001 / Published online September 19, 2001     

On the zero-velocity-limit solutions to the Navier–Stokes equations of compressible flow

We consider the zero-velocity stationary problem of the Navier–Stokes equations of compressible isentropic flow describing the distribution of the density ϱ of a fluid in a spatial domain Ω⊂ℝ ^N driven by a time-independent potential external force b=∇F. A sharp condition in terms of F is given for the problem to possess a unique nonnegative solution ϱ having a prescribed mass m > 0. Received: 20 October 1997     

Convergence of algebraic multigrid based on smoothed aggregation

Summary. We prove an abstract convergence estimate for the Algebraic Multigrid Method with prolongator defined by a disaggregation followed by a smoothing. The method input is the problem matrix and a matrix of the zero energy modes of the same problem but with natural boundary conditions. The construction is described in the case of a general elliptic system. The condition number bound increases only as a polynomial of the number of levels, and requires only a uniform weak approximation property for the aggregation operators. This property can be a-priori verified computationally once the aggregates are known. For illustration, it is also verified here for a uniformly elliptic diffusion equations discretized by linear conforming quasiuniform finite elements. Only very weak and natural assumptions on the hierarchy of aggregates are needed. Received March 1, 1998 / Revised version received January 28, 2000 / Published online: December 19, 2000     

Dual hybrid methods for the elasticity and the Stokes problems: a unified approach

Summary. A unified approach to construct finite elements based on a dual-hybrid formulation of the linear elasticity problem is given. In this formulation the stress tensor is considered but its symmetry is relaxed by a Lagrange multiplier which is nothing else than the rotation. This construction is linked to the approximations of the Stokes problem in the primitive variables and it leads to a new interpretation of known elements and to new finite elements. Moreover all estimates are valid uniformly with respect to compressibility and apply in the incompressible case which is close to the Stokes problem. Received June 20, 1994 / Revised version received February 16, 1996     

An unusual stabilized finite element method for a generalized Stokes problem

Summary. An unusual stabilized finite element is presented and analyzed herein for a generalized Stokes problem with a dominating zeroth order term. The method consists in subtracting a mesh dependent term from the formulation without compromising consistency. The design of this mesh dependent term, as well as the stabilization parameter involved, are suggested by bubble condensation. Stability is proven for any combination of velocity and pressure spaces, under the hypotheses of continuity for the pressure space. Optimal order error estimates are derived for the velocity and the pressure, using the standard norms for these unknowns. Numerical experiments confirming these theoretical results, and comparisons with previous methods are presented. Received April 26, 2001 / Revised version received July 30, 2001 / Published online October 17, 2001 Correspondence to: Gabriel R. Barrenechea     

On the approximation of the unsteady Navier–Stokes equations by finite element projection methods

This paper provides an analysis of a fractional-step projection method to compute incompressible viscous flows by means of finite element approximations. The analysis is based on the idea that the appropriate functional setting for projection methods must accommodate two different spaces for representing the velocity fields calculated respectively in the viscous and the incompressible half steps of the method. Such a theoretical distinction leads to a finite element projection method with a Poisson equation for the incremental pressure unknown and to a very practical implementation of the method with only the intermediate velocity appearing in the numerical algorithm. Error estimates in finite time are given. An extension of the method to a problem with unconventional boundary conditions is also considered to illustrate the flexibility of the proposed method. Received October 2, 1995 / Revised version received July 9, 1997     

Discrete harmonics for stream function-vorticity Stokes problem

Summary. We consider the bidimensional Stokes problem for incompressible fluids in stream function-vorticity. For this problem, the classical finite element method of degree one converges only in for the norm of the vorticity. We propose to use harmonic functions to approach the vorticity along the boundary. Discrete harmonics are functions that are used in practice to derive a new numerical method. We prove that we obtain with this numerical scheme an error of order for the norm of the vorticity. Received January, 2000 / Revised version received May 15, 2001 / Published online December 18, 2001     

Mixed hp finite element methods for problems in elasticity and Stokes flow

Summary. We consider the mixed formulation for the elasticity problem and the limiting Stokes problem in , . We derive a set of sufficient conditions under which families of mixed finite element spaces are simultaneously stable with respect to the mesh size and, subject to a maximum loss of , with respect to the polynomial degree . We obtain asymptotic rates of convergence that are optimal up to in the displacement/velocity and up to in the "pressure", with arbitrary (both rates being optimal with respect to ). Several choices of elements are discussed with reference to properties desirable in the context of the -version. Received March 4, 1994 / Revised version received February 12, 1995     

Error indicators for the Navier-Stokes equations in stream function and vorticity formulation

This paper deals with a posteriori estimates for the finite element solution of the Stokes problem in stream function and vorticity formulation. For two different discretizations, we propose error indicators and we prove estimates in order to compare them with the local error. In a second step, these results are extended to the Navier-Stokes equations. Received March 25, 1996 / Revised version received April 7, 1997     

Convergence and stability of finite element nonlinear Galerkin method for the Navier-Stokes equations

In this article, we present a new fully discrete finite element nonlinear Galerkin method, which are well suited to the long time integration of the Navier-Stokes equations. Spatial discretization is based on two-grid finite element technique; time discretization is based on Euler explicit scheme with variable time step size. Moreover, we analyse the boundedness, convergence and stability condition of the finite element nonlinear Galerkin method. Our discussion shows that the time step constraints of the method depend only on the coarse grid parameter and the time step constraints of the finite element Galerkin method depend on the fine grid parameter under the same convergence accuracy. Received February 2, 1994 / Revised version received December 6, 1996     

A term by term stabilization algorithm for finite element solution of incompressible flow problems

This paper introduces a stabilization technique for Finite Element numerical solution of 2D and 3D incompressible flow problems. It may be applied to stabilize the discretization of the pressure gradient, and also of any individual operator term such as the convection, curl or divergence operators, with specific levels of numerical diffusion for each one of them. Its computational complexity is reduced with respect to usual (residual-based) stabilization techniques. We consider piecewise affine Finite Elements, for which we obtain optimal error bounds for steady Navier-Stokes and also for generalized Stokes equations (including convection). We include some numerical experiment in well known 2D test cases, that show its good performances. Received March 15, 1996 / Revised version received January 17, 1997     

A characteristic-Galerkin approximation to a system of shallow water equations

Summary. Characteristic methods are known to handle advective flow better than traditional Galerkin methods and allow large time steps to be taken when compared to standard time-stepping methods. In this paper, we investigate a characteristic-Galerkin approximation to the 2-dimensional system of shallow water equations. We derive bounds for elevation and velocity, showing these to be optimal for velocity in . Received October 15, 1998 / Revised version received March 13, 1999 / Published online April 20, 2000     

Overlapping Schwarz methods for Maxwell's equations in three dimensions

Summary. A two-level overlapping Schwarz method is considered for a Nédélec finite element approximation of 3D Maxwell's equations. For a fixed relative overlap, the condition number of the method is bounded, independently of the mesh size of the triangulation and the number of subregions. Our results are obtained with the assumption that the coarse triangulation is quasi-uniform and, for the Dirichlet problem, that the domain is convex. Our work generalizes well–known results for conforming finite elements for second order elliptic scalar equations. Numerical results for one and two-level algorithms are also presented. Received November 11, 1997 / Revised version received May 26, 1999 / Published online June 21, 2000     

Adaptive finite element methods for elliptic equations with non-smooth coefficients

Summary. We consider a second-order elliptic equation with discontinuous or anisotropic coefficients in a bounded two- or three dimensional domain, and its finite-element discretization. The aim of this paper is to prove some a priori and a posteriori error estimates in an appropriate norm, which are independent of the variation of the coefficients. Received February 5, 1999 / Published online March 16, 2000