抛物问题非协调元多重网格法

抛物问题非协调元多重网格法周叔子,文承标（湖南大学应用数学系）ＮＯＮＣＯＮＦＯＲＭＩＮＧＥＬＥＭＥＮＴＭＵＬＴＩＧＲＩＤＭＥＴＨＯＤＦＯＲＭＲＡＢＯＬＩＣＥＱＵＡＴＩＯＮＳ￥ＺｈｏｕＳｈｕ－ｚｉ;ＷｅｎＣｈｅｎｇ－ｂｉａｏ（ＨｕｎａｎＵｎｉｖｅｒｓｉ...     

一类新的瀑布型多重网格法

对椭圆问题提出了一类新的瀑布型多重网格法.     

一个高精度矩形板元

用双参数法构造出 1 2参高精度矩形板元 ,其能量模误差为O(h² ) ,比非协调 1 2参Adini元高一阶     

半线性问题的瀑布型多重网格法

本文提出了求解半线性椭圆问题的一类新的瀑布型多重网格法，在网格层数固定的条件下证明了此法的最优阶收敛性。     

一个改进的Reissner-Mindlin矩形元

本文提出了一个改进的Reissner-Mindlin矩形非协调元方法：旋度用连续双线性元逼近，横向位移用旋转矩形非协调元逼近，而作为中间变量的剪切力用增广的分片常数元逼近，我们证明：该方法具有关于板厚一致稳定性和一致最优收敛性。     

Wilson非协调元的V循环多重网格法 *

非协调有限元V循环多重网格法的收敛性至今仍是一个没有很好解决的问题 .给出了Wilson非协调有限元的两类V循环多重网格法的收敛性证明 .     

一类非对称椭圆问题瀑布型多重网格法

本将瀑布型多重网格法用于求解非对称椭圆边值问题，数值结果表明算法是有效的。     

一个新十二参矩形元

本文用“双参数法”提出了一个新的十二参矩形元，并证明了其收敛性，同时分析了该元与著名的ＡＣＭ元及十二参广义协调元之间的关系。     

A generalized BPX multigrid framework covering nonnested V-cycle methods

More than a decade ago, Bramble, Pasciak and Xu developed a framework in analyzing the multigrid methods with nonnested spaces or noninherited quadratic forms. It was subsequently known as the BPX multigrid framework, which was widely used in the analysis of multigrid and domain decomposition methods. However, the framework has an apparent limit in the analysis of nonnested V-cycle methods, and it produces a variable V-cycle, or nonuniform convergence rate V-cycle methods, or other nonoptimal results in analysis thus far.

This paper completes a long-time effort in extending the BPX multigrid framework so that it truly covers the nonnested V-cycle. We will apply the extended BPX framework to the analysis of many V-cycle nonnested multigrid methods. Some of them were proven previously only for two-level and W-cycle iterations. Some numerical results are presented to support the theoretical analysis of this paper.

     

V-cycle multigrid methods for Wilson nonconforming element

Here two types of optimal V-cycle multigrid algorithms are presented for Wilson nonconforming finite element.     

半线性椭圆型问题Mortar有限元逼近的瀑布型多重网格法

Mortar有限元法作为一个非协调的区域分解技术已得到许多研究者的关注(如文献[2]、[5]等)。本文对半线性椭圆型问题的Mortar有限元逼近提出了瀑布型多重网格法,并给出了此法的误差估计和计算复杂度估计定理。     

Cascadic Multigrid Method for Isoparametric Finite Element with Numerical Integration

The purpose of this paper is to study the cascadic multigrid method for the secondorder elliptic problems with curved boundary in two-dimension which are discretized by the isoparametric finite element method with numerical integration. We show that the CCG method is accurate with optimal complexity and traditional multigrid smoother (likesymmetric Gauss-Seidel, SSOR or damped Jacobi iteration) is accurate with suboptimal complexity.     

非线性色散耗散波动方程的 Hermite型有限元分析(英文)

在半离散和全离散格式下对一类非线性色散耗散波动方程给出了 Hermite型有限元方法.利用已有高精度结果和插值后处理技巧,分别导出了超逼近和整体超收敛,通过构造新的辅助问题,得到了四阶精度的外推解.     

抛物问题的mortar有限元逼近的瀑布型多重网格法

用瀑布型多重网格法解决椭圆、抛物问题，已有不少研究工作[1-2]，本文对抛物问题的mortar有限元的全离散格式提出瀑布型多重网格法，证明了该方法是最优的，即具有最优精确度和复杂度．     

Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function

This paper deals with the task of pricing European basket options in the presence of transaction costs. We develop a model that incorporates the illiquidity of the market into the classical two-assets Black-Scholes framework. We perform a numerical simulation using finite difference method. We consider a nonlinear multigrid method in order to reduce computational costs. The objective of this paper is to investigate a deterministic extension for the Barles' and Soner's model and to demonstrate the effectiveness of multigrid approach to solving a fully nonlinear two dimensional Black-Scholes problem.     

Optimized partial semicoarsening multigrid algorithm for heat diffusion problems and anisotropic grids

The purpose of this work is to reduce the CPU time necessary to solve three two-dimensional linear diffusive problems governed by Laplace and Poisson equations, discretized with anisotropic grids. The Finite Difference Method is used to discretizate the differential equations with central differencing scheme. The systems of equations are solved with the lexicographic and red–black Gauss–Seidel methods associated to the geometric multigrid with correction scheme and V-cycle. The anisotropic grids considered have aspect ratios varying from 1/1024 up to 16,384. Four algorithms are compared: full coarsening, semicoarsening, full coarsening followed by semicoarsening and partial semicoarsening. Three new restriction schemes for anisotropic grids are proposed: geometric half weighting, geometric full weighting and partial weighting. Comparisons are made among these three new schemes and some restriction schemes presented in literature: injection, half weighting and full weighting. The prolongation process used is the bilinear interpolation. It is also investigated the effects on the CPU time caused by: the number of inner iterations of the smoother, the number of grids and the number of grid elements. It was verified that the partial semicoarsening algorithm is the fastest. This work also provides the optimum values of the multigrid components for this algorithm.