Schwarz methods with local refinement for the p-version finite element method

Summary. In some applications, the accuracy of the numerical solution of an elliptic problem needs to be increased only in certain parts of the domain. In this paper, local refinement is introduced for an overlapping additive Schwarz algorithm for the $-version finite element method. Both uniform and variable degree refinements are considered. The resulting algorithm is highly parallel and scalable. In two and three dimensions, we prove an optimal bound for the condition number of the iteration operator under certain hypotheses on the refinement region. This bound is independent of the degree $, the number of subdomains $ and the mesh size $. In the general two dimensional case, we prove an almost optimal bound with polylogarithmic growth in $. Received February 20, 1993 / Revised version received January 20, 1994     

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 cascadic multigrid algorithm for the Stokes equations

A variant of multigrid schemes for the Stokes problem is discussed. In particular, we propose and analyse a cascadic version for the Stokes problem. The analysis of the transfer between the grids requires special care in order to establish that the complexity is the same as that for classical multigrid algorithms. Received September 10, 1997 / Revised version received February 20, 1998     

Performance and analysis of saddle point preconditioners for the discrete steady-state Navier-Stokes equations

Summary. We examine the convergence characteristics of iterative methods based on a new preconditioning operator for solving the linear systems arising from discretization and linearization of the steady-state Navier-Stokes equations. With a combination of analytic and empirical results, we study the effects of fundamental parameters on convergence. We demonstrate that the preconditioned problem has an eigenvalue distribution consisting of a tightly clustered set together with a small number of outliers. The structure of these distributions is independent of the discretization mesh size, but the cardinality of the set of outliers increases slowly as the viscosity becomes smaller. These characteristics are directly correlated with the convergence properties of iterative solvers. Received August 5, 2000 / Published online June 20, 2001     

Substructuring preconditioners for the Q_1 mortar element method

Summary. The mortar element method is a non conforming finite element method with elements based on domain decomposition. For the Laplace equation, it yields an ill conditioned linear system. For solving the linear system, the so called preconditioned conjugate gradient method in a subspace is used. Preconditioners are proposed, and estimates on condition numbers and arithmetical complexity are given. Finally, numerical experiments are presented. Received June 22, 1994 / Revised version received February 6, 1995     

A boundary multiplier/fictitious domain method for the steady incompressible Navier-Stokes equations

Summary. We analyze the error of a fictitious-domain method with boundary Lagrange multiplier. It is applied to solve a non-homogeneous steady incompressible Navier-Stokes problem in a domain with a multiply-connected boundary. The interior mesh in the fictitious domain and the boundary mesh are independent, up to a mesh-length ratio. Received February 24, 1999 / Revised version received January 30, 2000 / Published online October 16, 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     

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     

Nonlinear Galerkin methods and mixed finite elements: two-grid algorithms for the Navier-Stokes equations

Summary. A nonlinear Galerkin method using mixed finite elements is presented for the two-dimensional incompressible Navier-Stokes equations. The scheme is based on two finite element spaces and for the approximation of the velocity, defined respectively on one coarse grid with grid size and one fine grid with grid size and one finite element space for the approximation of the pressure. Nonlinearity and time dependence are both treated on the coarse space. We prove that the difference between the new nonlinear Galerkin method and the standard Galerkin solution is of the order of $H^2$, both in velocity ( and pressure norm). We also discuss a penalized version of our algorithm which enjoys similar properties. Received October 5, 1993 / Revised version received November 29, 1993     

Multilevel diagonal scaling preconditioners for boundary element equations on locally refined meshes

Summary. We study a multilevel preconditioner for the Galerkin boundary element matrix arising from a symmetric positive-definite bilinear form. The associated energy norm is assumed to be equivalent to a Sobolev norm of positive, possibly fractional, order m on a bounded (open or closed) surface of dimension d, with . We consider piecewise linear approximation on triangular elements. Successive levels of the mesh are created by selectively subdividing elements within local refinement zones. Hanging nodes may be created and the global mesh ratio can grow exponentially with the number of levels. The coarse-grid correction consists of an exact solve, and the correction on each finer grid amounts to a simple diagonal scaling involving only those degrees of freedom whose associated nodal basis functions overlap the refinement zone. Under appropriate assumptions on the choice of refinement zones, the condition number of the preconditioned system is shown to be bounded by a constant independent of the number of degrees of freedom, the number of levels and the global mesh ratio. In addition to applying to Galerkin discretisation of hypersingular boundary integral equations, the theory covers finite element methods for positive-definite, self-adjoint elliptic problems with Dirichlet boundary conditions. Received October 5, 2001 / Revised version received December 5, 2001 / Published online April 17, 2002 The support of this work through Visiting Fellowship grant GR/N21970 from the Engineering and Physical Sciences Research Council of Great Britain is gratefully acknowledged. The second author was also supported by the Australian Research Council     

Additive Schwarz algorithms for the p version of the Galerkin boundary element method

Summary. We study some additive Schwarz algorithms for the version Galerkin boundary element method applied to some weakly singular and hypersingular integral equations of the first kind. Both non-overlapping and overlapping methods are considered. We prove that the condition numbers of the additive Schwarz operators grow at most as independently of h, where p is the degree of the polynomials used in the Galerkin boundary element schemes and h is the mesh size. Thus we show that additive Schwarz methods, which were originally designed for finite element discretisation of differential equations, are also efficient preconditioners for some boundary integral operators, which are non-local operators. Received June 15, 1997 / Revised version received July 7, 1998 / Published online February 17, 2000     

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     

A two-level additive Schwarz preconditioner for nonconforming plate elements

Summary. A two-level additive Schwarz preconditioner is developed for the systems resulting from the discretizations of the plate bending problem by the Morley finite element, the Fraeijs de Veubeke finite element, the Zienkiewicz finite element and the Adini finite element. The condition numbers of the preconditioned systems are shown to be bounded independent of mesh sizes and the number of subdomains in the case of a generous overlap. Received February 1, 1994 / Revised version received October 24, 1994     

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     

An additive Schwarz preconditioner for p-version boundary element approximation of the hypersingular operator in three dimensions

Summary. Additive Schwarz preconditioners are developed for the p-version of the boundary element method for the hypersingular integral equation on surfaces in three dimensions. The principal preconditioner consists of decomposing the subspace into local spaces associated with the element interiors supplemented with a wirebasket space associated with the the element interfaces. The wirebasket correction involves inverting a diagonal matrix. If exact solvers are used on the element interiors then theoretical analysis shows that growth of the condition number of the preconditioned system is bounded by for an open surface and for a closed surface. A modified form of the preconditioner only requires the inversion of a diagonal matrix but results in a further degradation of the condition number by a factor . Received December 15, 1998 / Revised version received March 26, 1999 / Published online March 16, 2000     

Multilevel Schwarz methods for elliptic problems with discontinuous coefficients in three dimensions

Summary. Multilevel Schwarz methods are developed for a conforming finite element approximation of second order elliptic problems. We focus on problems in three dimensions with possibly large jumps in the coefficients across the interface separating the subregions. We establish a condition number estimate for the iterative operator, which is independent of the coefficients, and grows at most as the square of the number of levels. We also characterize a class of distributions of the coefficients, called quasi-monotone, for which the weighted -projection is stable and for which we can use the standard piecewise linear functions as a coarse space. In this case, we obtain optimal methods, i.e. bounds which are independent of the number of levels and subregions. We also design and analyze multilevel methods with new coarse spaces given by simple explicit formulas. We consider nonuniform meshes and conclude by an analysis of multilevel iterative substructuring methods. Received April 6, 1994 / Revised version received December 7, 1994     

Analysis of a pressure-stabilized finite element approximation of the stationary Navier-Stokes equations

Summary. The purpose of this paper is to analyze a finite element approximation of the stationary Navier-Stokes equations that allows the use of equal velocity-pressure interpolation. The idea is to introduce as unknown of the discrete problem the projection of the pressure gradient (multiplied by suitable algorithmic parameters) onto the space of continuous vector fields. The difference between these two vectors (pressure gradient and projection) is introduced in the continuity equation. The resulting formulation is shown to be stable and optimally convergent, both in a norm associated to the problem and in the norm for both velocities and pressure. This is proved first for the Stokes problem, and then it is extended to the nonlinear case. All the analysis relies on an inf-sup condition that is much weaker than for the standard Galerkin approximation, in spite of the fact that the present method is only a minor modification of this. Received May 25, 1998 / Revised version received August 31, 1999 / Published online July 12, 2000     

Nonstandard coarse spaces and Schwarz methods for elliptic problems with discontinuous coefficients using non-conforming elements

Summary. Two-level domain decomposition methods are developed for a simple nonconforming approximation of second order elliptic problems. A bound is established for the condition number of these iterative methods, that grows only logarithmically with the number of degrees of freedom in each subregion. This bound holds for two and three dimensions and is independent of jumps in the value of the coefficients and number of subregions. We introduce face coarse spaces, and isomorphisms to map between conforming and nonconforming spaces. ReceivedMarch 1, 1995 / Revised version received January 16, 1996     

Boundary element discretization of Poincar\'e--Steklov operators

Summary. The construction of a discretization of Poincar\'e--Steklov operators with the boundary element method is given providing the same mapping properties as the finite element discretization of these operators. Received October 1992 / Revised version received April 14, 1994     

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