A dual iterative substructuring method with a penalty term

An iterative substructuring method with Lagrange multipliers is considered for second order elliptic problems, which is a variant of the FETI-DP method. The standard FETI-DP formulation is associated with the saddle-point problem which is induced from the minimization problem with a constraint for imposing the continuity across the interface. Starting from the slightly changed saddle-point problem by addition of a penalty term with a positive penalization parameter η, we propose a dual substructuring method which is implemented iteratively by the conjugate gradient method. In spite of the absence of any preconditioners, it is shown that the proposed method is numerically scalable in the sense that for a large value of η, the condition number of the resultant dual problem is bounded by a constant independent of both the subdomain size H and the mesh size h. Computational issues and numerical results are presented. This work was partially supported by the SRC/ERC program of MOST/KOSEF(R11-2002-103).     

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     

Discontinuous Galerkin least-squares finite element methods for singularly perturbed reaction-diffusion problems with discontinuous coefficients and boundary singularities

In this paper, a discontinuous Galerkin least-squares finite element method is developed for singularly perturbed reaction-diffusion problems with discontinuous coefficients and boundary singularities by recasting the second-order elliptic equations as a system of first-order equations. In a companion paper (Lin in SIAM J Numer Anal 47:89–108, 2008) a similar method has been developed for problems with continuous data and shown to be well-posed, uniformly convergent, and optimal in convergence rate. In this paper the method is modified to take care of conditions that arise at interfaces and boundary singularities. Coercivity and uniform error estimates for the finite element approximation are established in an appropriately scaled norm. Numerical examples confirm the theoretical results.     

Analysis of linear and quadratic simplicial finite volume methods for elliptic equations

This paper is devoted to analysis of some convergent properties of both linear and quadratic simplicial finite volume methods (FVMs) for elliptic equations. For linear FVM on domains in any dimensions, the inf-sup condition is established in a simple fashion. It is also proved that the solution of a linear FVM is super-close to that of a relevant finite element method (FEM). As a result, some a posterior error estimates and also algebraic solvers for FEM are extended to FVM. For quadratic FVM on domains in two dimensions, the inf-sup condition is established under some weak condition on the grid.     

The rate of convergence of GMRES on a tridiagonal Toeplitz linear system

The Generalized Minimal Residual method (GMRES) is often used to solve a nonsymmetric linear system Ax = b. But its convergence analysis is a rather difficult task in general. A commonly used approach is to diagonalize A = XΛ X ⁻¹ and then separate the study of GMRES convergence behavior into optimizing the condition number of X and a polynomial minimization problem over A’s spectrum. This artificial separation could greatly overestimate GMRES residuals and likely yields error bounds that are too far from the actual ones. On the other hand, considering the effects of both A’s spectrum and the conditioning of X at the same time poses a difficult challenge, perhaps impossible to deal with in general but only possible for certain particular linear systems. This paper will do so for a (nonsymmetric) tridiagonal Toeplitz system. Sharp error bounds on and sometimes exact expressions for residuals are obtained. These expressions and/or bounds are in terms of the three parameters that define A and Chebyshev polynomials of the first kind.     

Convergence analysis of the high-order mimetic finite difference method

We prove second-order convergence of the conservative variable and its flux in the high-order MFD method. The convergence results are proved for unstructured polyhedral meshes and full tensor diffusion coefficients. For the case of non-constant coefficients, we also develop a new family of high-order MFD methods. Theoretical result are confirmed through numerical experiments.     

A new iterative method for discrete HJB equations

A successive relaxation iterative algorithm for discrete HJB equations is proposed. Monotone convergence has been proved for the algorithm. This work was supported by NNSF of China (no. 10571046).     

An algorithm for the fast solution of symmetric linear complementarity problems

This paper studies algorithms for the solution of mixed symmetric linear complementarity problems. The goal is to compute fast and approximate solutions of medium to large sized problems, such as those arising in computer game simulations and American options pricing. The paper proposes an improvement of a method described by Kocvara and Zowe (Numer Math 68:95–106, 1994) that combines projected Gauss–Seidel iterations with subspace minimization steps. The proposed algorithm employs a recursive subspace minimization designed to handle severely ill-conditioned problems. Numerical tests indicate that the approach is more efficient than interior-point and gradient projection methods on some physical simulation problems that arise in computer game scenarios. The research of J. L. Morales was supported by Asociación Mexicana de Cultura AC and CONACyT-NSF grant J110.388/2006. The research of J. Nocedal was supported by National Science Foundation grant CCF-0514772, Department of Energy grant DE-FG02-87ER25047-A004 and a grant from the Intel Corporation.     

Analysis of FETI methods for multiscale PDEs

In this paper, we study a variant of the finite element tearing and interconnecting (FETI) method which is suitable for elliptic PDEs with highly heterogeneous (multiscale) coefficients α(x); in particular, coefficients with strong variation within subdomains and/or jumps that are not aligned with the subdomain interfaces. Using energy minimisation and cut-off arguments we can show rigorously that for an arbitrary (positive) coefficient function the condition number of the preconditioned FETI system can be bounded by C(α) (1 + log(H/h))² where H is the subdomain diameter and h is the mesh size, and where the function C(α) depends only on the coefficient variation in the vicinity of subdomain interfaces. In particular, if varies only mildly in a layer Ω _i,η of width η near the boundary of each of the subdomains Ω _i , then , independent of the variation of α in the remainder Ω _i \Ω _i,η of each subdomain and independent of any jumps of α across subdomain interfaces. The quadratic dependence of C(α) on H/η can be relaxed to a linear dependence under stronger assumptions on the behaviour of α in the interior of the subdomains. Our theoretical findings are confirmed in numerical tests. C. Pechstein was supported by the Austrian Science Funds (FWF) under grant F1306.     

Domain decomposition for multiscale PDEs

We consider additive Schwarz domain decomposition preconditioners for piecewise linear finite element approximations of elliptic PDEs with highly variable coefficients. In contrast to standard analyses, we do not assume that the coefficients can be resolved by a coarse mesh. This situation arises often in practice, for example in the computation of flows in heterogeneous porous media, in both the deterministic and (Monte–Carlo simulated) stochastic cases. We consider preconditioners which combine local solves on general overlapping subdomains together with a global solve on a general coarse space of functions on a coarse grid. We perform a new analysis of the preconditioned matrix, which shows rather explicitly how its condition number depends on the variable coefficient in the PDE as well as on the coarse mesh and overlap parameters. The classical estimates for this preconditioner with linear coarsening guarantee good conditioning only when the coefficient varies mildly inside the coarse grid elements. By contrast, our new results show that, with a good choice of subdomains and coarse space basis functions, the preconditioner can still be robust even for large coefficient variation inside domains, when the classical method fails to be robust. In particular our estimates prove very precisely the previously made empirical observation that the use of low-energy coarse spaces can lead to robust preconditioners. We go on to consider coarse spaces constructed from multiscale finite elements and prove that preconditioners using this type of coarsening lead to robust preconditioners for a variety of binary (i.e., two-scale) media model problems. Moreover numerical experiments show that the new preconditioner has greatly improved performance over standard preconditioners even in the random coefficient case. We show also how the analysis extends in a straightforward way to multiplicative versions of the Schwarz method. We would like to thank Bill McLean for very useful discussions concerning this work. We would also like to thank Maksymilian Dryja for helping us to improve the result in Theorem 4.3.     

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     

Mathematical and numerical study of a corrosion model

In this paper, we consider a PDE system arising in corrosion modelling. This system consists in two convection-diffusion equations on the densities of charge carriers and a Poisson equation on the electric potential. Boundary conditions are Robin boundary conditions. We discretize each equation by a finite volume scheme and we prove the convergence of the scheme towards a weak solution to the initial system. Finally, we provide numerical results describing the behaviour of the solutions with respect to an applied voltage.     

Theoretical aspects of the application of convolution quadrature to scattering of acoustic waves

In this paper we address several theoretical questions related to the numerical approximation of the scattering of acoustic waves in two or three dimensions by penetrable non-homogeneous obstacles using convolution quadrature (CQ) techniques for the time variable and coupled boundary element method/finite element method for the space variable. The applicability of CQ to waves requires polynomial type bounds for operators related to the operator Δ − s ² in the right half complex plane. We propose a new systematic way of dealing with this problem, both at the continuous and semidiscrete-in-space cases. We apply the technique to three different situations: scattering by a group of sound-soft and -hard obstacles, by homogeneous and non-homogeneous obstacles.     

On Schwarz-type smoothers for saddle point problems with applications to PDE-constrained optimization problems

In this paper we consider a (one-shot) multigrid strategy for solving the discretized optimality system (KKT system) of a PDE-constrained optimization problem. In particular, we discuss the construction of an additive Schwarz-type smoother for a certain class of optimal control problems. A rigorous multigrid convergence analysis is presented. Numerical experiments are shown which confirm the theoretical results. The work was supported by the Austrian Science Fund (FWF) under grant SFB 013/F1309.     

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

An optimally convergent adaptive mixed finite element method

We prove convergence and optimal complexity of an adaptive mixed finite element algorithm, based on the lowest-order Raviart–Thomas finite element space. In each step of the algorithm, the local refinement is either performed using simple edge residuals or a data oscillation term, depending on an adaptive marking strategy. The inexact solution of the discrete system is controlled by an adaptive stopping criterion related to the estimator.     

Domain decomposition based $${\mathcal H}$$ -LU preconditioning

Hierarchical matrices provide a data-sparse way to approximate fully populated matrices. The two basic steps in the construction of an -matrix are (a) the hierarchical construction of a matrix block partition, and (b) the blockwise approximation of matrix data by low rank matrices. In this paper, we develop a new approach to construct the necessary partition based on domain decomposition. Compared to standard geometric bisection based -matrices, this new approach yields -LU factorizations of finite element stiffness matrices with significantly improved storage and computational complexity requirements. These rigorously proven and numerically verified improvements result from an -matrix block structure which is naturally suited for parallelization and in which large subblocks of the stiffness matrix remain zero in an LU factorization. We provide numerical results in which a domain decomposition based -LU factorization is used as a preconditioner in the iterative solution of the discrete (three-dimensional) convection-diffusion equation. This work was supported in part by the US Department of Energy under Grant No. DE-FG02-04ER25649 and by the National Science Foundation under grant No. DMS-0408950.     

Crouzeix–Raviart boundary elements

This paper establishes a foundation of non-conforming boundary elements. We present a discrete weak formulation of hypersingular integral operator equations that uses Crouzeix–Raviart elements for the approximation. The cases of closed and open polyhedral surfaces are dealt with. We prove that, for shape regular elements, this non-conforming boundary element method converges and that the usual convergence rates of conforming elements are achieved. Key ingredient of the analysis is a discrete Poincaré–Friedrichs inequality in fractional order Sobolev spaces. A numerical experiment confirms the predicted convergence of Crouzeix–Raviart boundary elements. Norbert Heuer is supported by Fondecyt-Chile under grant no. 1080044. F.-J. Sayas is partially supported by MEC-FEDER Project MTM2007-63204 and Gobierno de Aragón (Grupo Consolidado PDIE).     

Function classes for double exponential integration formulas

The double exponential (DE) formulas for numerical integration are known to be highly efficient, more efficient than the single exponential (SE) formulas in many cases. Function classes suited to the SE formulas have already been investigated in the literature through rigorous mathematical analysis, whereas this is not the case with the DE formulas. This paper identifies function classes suited to the DE formulas in a way compatible with the existing theoretical results for the SE formulas. The DE formulas are good for more restricted classes of functions, but more efficient for such functions. Two concrete examples demonstrate the subtlety in the behavior of the DE formulas that is revealed by our theoretical analysis.     

High accuracy analysis of two nonconforming plate elements

We prove the superconvergence of Morley element and the incomplete biquadratic nonconforming element for the plate bending problem. Under uniform rectangular meshes, we obtain a superconvergence property at the symmetric points of the elements and a global superconvergent result by a proper postprocessing method. The research is supported by the Special Funds For Major State Basic Research Project (No. 2005CB321701).