Analysis of a damped nonlinear multilevel method

Summary In this paper, we present a new algorithm that is obtained by introducing a damping parameter in the classical Nonlinear Multilevel Method. We analyse this Damped Nonlinear Multilevel Method. In particular, we prove global convergence and local efficiency for a suitable class of problems.     

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

Summary The Lagrange-Galerkin method is a numerical technique for solving convection — dominated diffusion problems, based on combining a special discretisation of the Lagrangian material derivative along particle trajectories with a Galerkin finite element method. We present optimal error estimates for the Lagrange-Galerkin mixed finite element approximation of the Navier-Stokes equations in a velocity/pressure formulation. The method is shown to be nonlinearly stable.     

Approximation of tricomi problem with Neumann boundary condition

Summary The Tricomi problem with Neumann boundary condition is reduced to a degenerate problem in the elliptic region with a non-local boundary condition and to a Cauchy problem in the hyperbolic region. A variational formulation is given to the elliptic problem and a finite element approximation is studied. Also some regularity results in weighted Sobolev spaces are discussed.     

Convergence of mixed finite element approximations for the shallow arch problem

Summary The stability and convergence of mixed finite element methods are investigated, for an equilibrium problem for thin shallow elastic arches. The problem in its standard form contains two terms, corresponding to the contributions from the shear and axial strains, with a small parameter. Lagrange multipliers are introduced, to formulate the problem in an alternative mixed form. Questions of existence and uniqueness of solutions to the standard and mixed problems are addressed. It is shown that finite element approximations of the mixed problem are stable and convergent. Reduced integration formulations are equivalent to a mixed formulation which in general is distinct from the formulation shown to be stable and convergent, except when the order of polynomial interpolationt of the arch shape satisfies 1tmin (2,r) wherer is the order of polynomial approximation of the unknown variables.     

Approximation by finite differences of the propagation of acoustic waves in stratified media

Summary In this paper, we analyze the approximation of acoustic waves in a two layered media by a finite diffrences variational scheme. We examine in particular the approximation of the guided waves. We point out the existence of purely numerical parasitic phenomena and quantify the numerical dispersion relative to guided waves.     

Approximation of the solution of a fourth order boundary value problem with nonsmooth coefficient

Summary A class of generalized finite element methods for the approximate solution of fourth order two point boundary value problem with nonsmooth coefficient is presented. The methods are based on the use of problem dependentL-splines incorporating the nonsmoothness of the coefficient. Stability is proved and optimal error estimates in theH ² norm are derived for the solution and postprocessed solution, under the assumption that the coefficient is of bounded variation. The relation of these methods to mixed methods is discussed.This research was sponsored by the Senate Research Committee of Syracuse University, Syracuse, NY 13210     

Convergence and comparison analysis of some numerical Schwarz methods

Summary Domain decomposition methods are a natural means for solving partial differential equations on multi-processors. The spatial domain of the equation is expressed as a collection of overlapping subdomains and the solution of an associated equation is solved on each of these subdomains. The global solution is then obtained by piecing together the subsolutions in some manner. For elliptic equations, the global solution is obtained by iterating on the subdomains in a fashion that resembles the classical Schwarz alternating method. In this paper, we examine the convergence behavior of different subdomain iteration procedures as well as different subdomain approximations. For elliptic equations, it is shown that certain iterative procedures are equivalent to block Gauss-Siedel and Jacobi methods. Using different subdomain approximations, an inner-outer iterative procedure is defined.M-matrix analysis yields a comparison of different inner-outer iterations.Dedicated to the memory of Peter HenriciThis work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under contract No. W-7405-Eng-48     

Approximation of a bending plate problem with a boundary unilateral constraint

Summary We study a variational formulation of the unilaterally supported bent plate problem and we analyze the approximation of the problem by a mixed finite element method. We proveO(h) andO(h|lnh|^1/2) error bounds respectively for the moments and the displacement.Work partially supported by M.P.I., by G.N.I.M. of C.N.R. and by I.A.N. of C.N.R. of Pavia     

A multilevel algorithm for the biharmonic problem

Summary A finite element discretization of the mixed variable formulation of the biharmonic problem is considered. A multilevel algorithm for the numerical solution of the discrete equations is described. Convergence is proved under the assumption ofH ³-regularity.     

On the convergence of multi-grid methods with transforming smoothers

Summary In the present paper we give a convergence theory for multi-grid methods with transforming smoothers as introduced in [31] applied to a general system of partial differential equations. The theory follows Hackbusch's approach for scalar pde and allows a convergence proof for some well-known multi-grid methods for Stokes- and Navier-Stokes equations as DGS by Brandt-Dinar, [5], TILU from [31] and the SIMPLE-methods by Patankar-Spalding, [23].This work was supported in part by Deutsche Forschungsgemeinschaft     

Convergence properties of the Runge-Kutta-Chebyshev method

Summary The Runge-Kutta-Chebyshev method is ans-stage Runge-Kutta method designed for the explicit integration of stiff systems of ordinary differential equations originating from spatial discretization of parabolic partial differential equations (method of lines). The method possesses an extended real stability interval with a length proportional tos ². The method can be applied withs arbitrarily large, which is an attractive feature due to the proportionality of withs ². The involved stability property here is internal stability. Internal stability has to do with the propagation of errors over the stages within one single integration step. This internal stability property plays an important role in our examination of full convergence properties of a class of 1st and 2nd order schemes. Full convergence means convergence of the fully discrete solution to the solution of the partial differential equation upon simultaneous space-time grid refinement. For a model class of linear problems we prove convergence under the sole condition that the necessary time-step restriction for stability is satisfied. These error bounds are valid for anys and independent of the stiffness of the problem. Numerical examples are given to illustrate the theoretical results.Dedicated to Peter van der Houwen for his numerous contributions in the field of numerical integration of differential equations.Paper presented at the symposium Construction of Stable Numerical Methods for Differential and Integral Equations, held at CWI, March 29, 1989, in honor of Prof. Dr. P.J. van der Houwen to celebrate the twenty-fifth anniversary of his stay at CWI     

Approximation numérique du cisaillement transverse dans les plaques minces en flexion

Summary After a brief review of the main numerical methods for approximating the bending of plates, we discuss the difficulties met in the computation of the transverse shearing stress. Introducing mixed variational formulations, we propose several numerical schemes leading to a good approximation of this quantity. Finally, the opportunity of using such schemes is discussed.

     

Numerical solutions for some coupled systems of nonlinear boundary value problems

Summary In the well-known Volterra-Lotka model concerning two competing species with diffusion, the densities of the species are governed by a coupled system of reaction diffusion equations. The aim of this paper is to present an iterative scheme for the steady state solutions of a finite difference system which corresponds to the coupled nonlinear boundary value problems. This iterative scheme is based on the method of upper-lower solutions which leads to two monotone sequences from some uncoupled linear systems. It is shown that each of the two sequences converges to a nontrivial solution of the discrete equations. The model under consideration may have one, two or three nonzero solutions and each of these solutions can be computed by a suitable choice of initial iteration. Numerical results are given for these solutions under both the Dirichlet boundary condition and the mixed type boundary condition.     

Steplength optimization and linear multigrid methods

Summary Recently steplength parameters have been used in linear multigrid methods. In this paper we give a theoretical analysis of the effects of steplength optimization in a rather general framework which covers two different implementations of steplength optimization in standard multigrid methods.     

Multi-grid methods for Hamilton-Jacobi-Bellman equations

Summary In this paper we develop multi-grid algorithms for the numerical solution of Hamilton-Jacobi-Bellman equations. The proposed schemes result from a combination of standard multi-grid techniques and the iterative methods used by Lions and mercier in [11]. A convergence result is given and the efficiency of the algorithms is illustrated by some numerical examples.     

Estimates for multigrid methods based on red-black Gauss-Seidel smoothings

Summary TheMGR[v] algorithms of Ries, Trottenberg and Winter, the Algorithms 2.1 and 6.1 of Braess and the Algorithm 4.1 of Verfürth are all multigrid algorithms for the solution of the discrete Poisson equation (with Dirichlet boundary conditions) based on red-black Gauss-Seidel smoothing. Both Braess and Verfürth give explicit numerical upper bounds on the rate of convergence of their methods in convex polygonal domains. In this work we reconsider these problems and obtain improved estimates for theh–2h Algorithm 4.1 as well asW-cycle estimates for both schemes in non-convex polygonal domains. The proofs do not depend on the strengthened Cauchy inequality.Sponsored by the Air Force Office of Scientific Research under Contract No. AFOSR-86-0163     

Multi-grid methods for stokes and navier-stokes equations

Summary In the present paper we introduce transforming iterations, an approach to construct smoothers for indefinite systems. This turns out to be a convenient tool to classify several well-known smoothing iterations for Stokes and Navier-Stokes equations and to predict their convergence behaviour, epecially in the case of high Reynolds-numbers. Using this approach, we are able to construct a new smoother for the Navier-Stokes equations, based on incomplete LU-decompositions, yielding a highly effective and robust multi-grid method. Besides some qualitative theoretical convergence results, we give large numerical comparisons and tests for the Stokes as well as for the Navier-Stokes equations. For a general convergence theory we refer to [29].This work was supported in part by Deutsche Forschungsgemeinschaft     

The frequency decomposition multi-grid method

Summary A new variant of the multi-grid algorithms is presented. It uses multiple coarse-grid corrections with particularly associated prolongations and restrictions. In this paper the robustness with respect to anisotropic problems is considered.Dedicated to the memory of Peter Henrici     

A fast iterative method for solving stationary heat conduction problems on regions partitioned into rectangles

Summary The paper deals with some finite element approximation of stationary heat conduction problems on regions which can be partitioned into rectangular subregions. By a special superelement-technique employing fast elimination of the inner nodal parameters, the original finite element problem is reduced to a smaller problem, which is only connected with the nodes on the boundary of the superelements. To solve the reduced system of finite element equations, an efficient iterative algorithm is proposed. This algorithm is based either on the conjugate gradient method or the Tshebysheff method, using a special matrix by vector multiplication procedure. The explicit form of the matrix is not used. The presented numerical method is asymptotically optimal with respect to the memory requirement as well as to the operation count.     

Applications of fixed-point methods to discrete variational and quasi-variational inequalities

Summary In this paper, discrete analogues of variational inequalities (V.I.) and quasi-variational inequalities (Q.V.I.), encountered in stochastic control and mathematical physics, are discussed.It is shown that those discrete V.I.'s and Q.V.I.'s can be written in the fixed point formx=Tx such that eitherT or some power ofT is a contraction. This leads to globally convergent iterative methods for the solution of discrete V.I.'s and Q.V.I.'s, which are very suitable for implementation on parallel computers with single-instruction, multiple-data architecture, particularly on massively parallel processors (M.P.P.'s).This research is in part supported by the U.S. Department of Energy, Engineering Research Program, under Contract No. DE-AS05-84EH13145