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.     

Fourier-Laplace analysis of the multigrid waveform relaxation method for hyperbolic equations

The multigrid waveform relaxation (WR) algorithm has been fairly studied and implemented for parabolic equations. It has been found that the performance of the multigrid WR method for a parabolic equation is practically the same as that of multigrid iteration for the associated steady state elliptic equation. However, the properties of the multigrid WR method for hyperbolic problems are relatively unknown. This paper studies the multigrid acceleration to the WR iteration for hyperbolic problems, with a focus on the convergence comparison between the multigrid WR iteration and the multigrid iteration for the corresponding steady state equations. Using a Fourier-Laplace analysis in two case studies, it is found that the multigrid performance on hyperbolic problems no longer shares the close resemblance in convergence factors between the WR iteration for parabolic equations and the iteration for the associated steady state equations.     

WEB-Spline–Based Multigrid Methods for the Stationary Stokes Problem

We discuss a multigrid technique in solving a large system of linear algebraic equations arising in the approximation of Stokes equations by a new strategy based on weighted extended B-spline (WEB-spline) methods. Three types of WEB-spline–based Stokes elements satisfying the inf-sup condition are considered. First for a linear-constant type of Stokes element, we give the detailed multigrid algorithm and its convergence proof. The convergence proof of the multigrid algorithm for a bubble-stabilized WEB-spline–based Stokes element is dealt with separately. Multigrid method in the case of bubble-condensed variational form is simplified using the techniques from the bubble-stabilized case.     

Acceleration and stabilization properties of minimal residual smoothing technique in multigrid

We analyze the standard multigrid method accelerated by a minimal residual smoothing (MRS) technique. We show that MRS can accelerate the convergence of the slow residual components, thus accelerates the overall multigrid convergence. We prove that, under certain hypotheses, MRS stabilizes the divergence of certain slow residual components and thus stabilizes the divergent multigrid iteration. The analysis is customarily conducted on the two-level method.     

An algebraic multigrid method for finite element systems on criss-cross grids

In this paper, we design and analyze an algebraic multigrid method for a condensed finite element system on criss-cross grids and then provide a convergence analysis. Criss-cross grid finite element systems represent a large class of finite element systems that can be reduced to a smaller system by first eliminating certain degrees of freedoms. The algebraic multigrid method that we construct is analogous to many other algebraic multigrid methods for more complicated problems such as unstructured grids, but, because of the specialty of our problem, we are able to provide a rigorous convergence analysis to our algebraic multigrid method. Dedicated to Professor Charles A. Micchelli on the occasion of his 60th birthday The work was supported in part by NSAF(10376031) and National Major Key Project for basic researches and by National High-Tech ICF Committee in China.     

The Convergence of Multigrid Methods for Nonsymmetric Elliptic Variational Inequalities

This paper is concerned with the convergence of multigrid methods (MGM) on nonsymmetric elliptic variational inequalities. On the basis of Wang and Zeng's work (1988), we develop the convergence results of the smoothing operator (i.e. PJOR and PSOR). We also extend the multigrid method of J.Mandel (1984) to nonsymmetric variational inequalities and obtain the convergence of MGM for these problems.     

Multigrid algorithms for a vertex–centered covolume method for elliptic problems

Summary. We analyze V–cycle multigrid algorithms for a class of perturbed problems whose perturbation in the bilinear form preserves the convergence properties of the multigrid algorithm of the original problem. As an application, we study the convergence of multigrid algorithms for a covolume method or a vertex–centered finite volume element method for variable coefficient elliptic problems on polygonal domains. As in standard finite element methods, the V–cycle algorithm with one pre-smoothing converges with a rate independent of the number of levels. Various types of smoothers including point or line Jacobi, and Gauss-Seidel relaxation are considered. Received August 19, 1999 / Revised version received July 10, 2000 / Published online June 7, 2001     

An Improvement of Multigrid Methods Using Multiple Grids on Each Layer for Parallel Computing

Multigrid methods are widely used and well studied for linear solvers and preconditioners of Krylov subspace methods. The multigrid method is one of the most powerful approaches for solving large scale linear systems;however, it may show low parallel efficiency on coarse grids. There are several kinds of research on this issue. In this paper, we intend to overcome this difficulty by proposing a novel multigrid algorithm that has multiple grids on each layer.Numerical results indicate that the proposed method shows a better convergence rate compared with the existing multigrid method.     

线性互补问题模系多重网格方法的AMSOR光滑算子

为了改进求解大型稀疏线性互补问题模系多重网格方法的收敛速度和计算时间,本文采用加速模系超松弛(AMSOR)迭代方法作为光滑算子.局部傅里叶分析和数值结果表明此光滑算子能有效地改进模系多重网格方法的收敛因子、迭代次数和计算时间.     

MULTIGRID ALGORITHM FOR THE COUPLING SYSTEM OF NATURAL BOUNDARY ELEMENT METHOD AND FINITE ELEMENT METHOD FOR UNBOUNDED DOMAIN PROBLEMS

In this paper, some V-cycle multigrid algorithms are presented for the coupling system arising from the discretization of the Dirichlet exterior problem by coupling the natural boundary element method and finite element method. The convergence of these multigrid algorithms is obtained even with only one smoothing on all levels. The rate of convergence is found uniformly bounded independent of the number of levels and the mesh sizes of all levels, which indicates that these multigrid algorithms are optimal. Some numerical results are also reported.     

板问题多重网格法收敛性的低模估计

１．引言 近年来,多重网格法已成为行之有效的偏微分方程数值解法．对板问题有限元离散系统的多重网格法,也有不少的研究工作,如［４］,［５］,［１０］,［１３－１７］．在［４］,［１４－１７］中,作者讨论了Ｃ１协调元离散板问题的多重网格法,并在能量模（即 Ｈ２模）意义下获得了最优的收敛率．在［５］,［１０］中,作者讨论了非协调元离散问题的多重网格法,并在能量模意义下获得了最优的收敛率,同时在能量模意义下证明了套迭代多重网格法一阶收敛．但对板问题多重网格法的低模估计,即 Ｈ１模估计,至今尚未见研究,本文…     

Multigrid for the Galerkin least squares method in linear elasticity

In SIAM J. Numer. Anal. 28 (1991) 1680-1697, Franca and Stenberg developed several Galerkin least squares methods for the solution of the problem of linear elasticity. That work concerned itself only with the error estimates of the method. It did not address the related problem of finding effective methods for the solution of the associated linear systems. In this work, we prove the convergence of a multigrid method. This multigrid is robust in that the convergence is uniform as the parameter ν goes to 1/2. Computational experiments are included.     

Uniform Convergence of Adaptive Multigrid Methods for Elliptic Problems and Maxwell's Equations

We consider the convergence theory of adaptive multigrid methods for second-order elliptic problems and Maxwell's equations. The multigrid algorithm only performs pointwise Gauss-Seidel relaxations on new degrees of freedom and their "immediate" neighbors. In the context of lowest order conforming finite element approximations, we present a unified proof for the convergence of adaptive multigrid V-cycle algorithms. The theory applies to any hierarchical tetrahedral meshes with uniformly bounded shape-regularity measures. The convergence rates for both problems are uniform with respect to the number of mesh levels and the number of degrees of freedom. We demonstrate our convergence theory by two numerical experiments.     

The contraction number of a multigrid method for solving the Poisson equation

Summary The treatment of a multigrid method in the framework of numerical analysis elucidates that regularity of the solution is not necessary for the convergence of the multigrid algorithm but only for fast convergence. For the linear equations which arise from the discretization of the Poisson equation, a convergence factor 0,5 is established independent of the shape of the domain and of the regularity of the solution.Dedicated to Professor Dr.Dr.h.c. Lothar Collatz on the occasion of his 70 th birthday     

A multigrid method for a Petrov-Galerkin discretization of the Stokes equations

Summary We introduce a multigrid method for the solution of the discrete Stokes equations, arising from a Petrov-Galerkin formulation. The stiffness matrix is nonsymmetric but coercive, hence we consider smoothing iterations which are not suitable for usual indefinite problems. In this report, we prove convergence for a multigrid method with Richardson iteration in the smoothing part.     

A smooth penalty approach and a nonlinear multigrid algorithm for elliptic MPECs

An optimal control problem governed by an elliptic variational inequality of the first kind and bilateral control constraints is studied. A smooth penalization technique for the variational inequality is applied and convergence of stationary points of the subproblems to an E-almost C-stationary point of the limit problem is shown. The subproblems are solved using a full approximation multigrid scheme (FAS) and alternatively a multigrid method of the second kind for which a convergence result is given. An overall algorithmic concept is provided and its performance is discussed by means of examples.     

双参数Morley有限元多重网格法

1、引言 多重网格方法是求解偏微分方程的高效快速算法,在实际中得到广泛应用．[2][6]中考察了Morley元的多重网格方法,并用于双调和方程问题。     

Nonlinear multigrid method for solving the anisotropic image denoising models

In this paper, we study a nonlinear multigrid method for solving a general image denoising model with two L ¹-regularization terms. Different from the previous studies, we give a simpler derivation of the dual formulation of the general model by augmented Lagrangian method. In order to improve the convergence rate of the proposed multigrid method, an improved dual iteration is proposed as its smoother. Furthermore, we apply the proposed method to the anisotropic ROF model and the anisotropic LLT model. We also give the local Fourier analysis (LFAs) of the Chambolle’s dual iterations and a modified smoother for solving these two models, respectively. Numerical results illustrate the efficiency of the proposed method and indicate that such a multigrid method is more suitable to deal with large-sized images.     

MORTAR型旋转Q_1元的多重网格方法

本文讨论了mortar型旋转Q_1元的多重网格方法.证明了W循环的多重网格法是最优的,即收敛率与网格尺寸及层数无关.同时给出了一种可变的V循环多重网格算法,得到了一个条件数一致有界的预条件子.最后,数值试验验证了我们的理论结果.     

A sharp convergence estimate for the method of subspace corrections for singular systems of equations

This paper is devoted to the convergence rate estimate for the method of successive subspace corrections applied to symmetric and positive semidefinite (singular) problems. In a general Hilbert space setting, a convergence rate identity is obtained for the method of subspace corrections in terms of the subspace solvers. As an illustration, the new abstract theory is used to show uniform convergence of a multigrid method applied to the solution of the Laplace equation with pure Neumann boundary conditions.