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Convergence estimates for multigrid algorithms without regularity assumptions
Authors:
James H. Bramble, Joseph E. Pasciak, Jun Ping Wang and Jinchao Xu
Journal:
Math. Comp. 57 (1991), 23-45
MSC:
Primary 65J10; Secondary 65N55
MathSciNet review:
1079008
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Abstract: A new technique for proving rate of convergence estimates of multigrid algorithms for symmetric positive definite problems will be given in this paper. The standard multigrid theory requires a "regularity and approximation" assumption. In contrast, the new theory requires only an easily verified approximation assumption. This leads to convergence results for multigrid refinement applications, problems with irregular coefficients, and problems whose coefficients have large jumps. In addition, the new theory shows why it suffices to smooth only in the regions where new nodes are being added in multigrid refinement applications.
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Jan
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P. Vassilevski, Iterative methods for solving finite element equations based on multilevel splitting of the matrix, Bulgarian Academy of Sciences, Sofia, Bulgaria, (preprint).
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Jinchao
Xu, Convergence estimates for some multigrid algorithms,
Partial Differential Equations (Houston, TX, 1989) SIAM, Philadelphia,
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(91f:65194)
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J. Xu, Theory of multilevel methods, Ph.D. Thesis, Cornell University and Penn State University, Dept. Math. Rep AM-48, 1989.
- [1]
- O. Axelsson and P. S. Vassilevski, Algebraic multilevel preconditioning methods, II, (preprint).
- [2]
- D. Bai and A. Brandt, Local mesh refinement multilevel techniques, SIAM J. Sci. Statist. Comput. 8 (1987), 109-134. MR 879406 (88b:65144)
- [3]
- R. E. Bank, and C. C. Douglas, Sharp estimates for multigrid rates of convergence with general smoothing and acceleration, SIAM J. Numer. Anal. 22 (1985), 617-633. MR 795944 (86j:65037)
- [4]
- R. E. Bank and T. Dupont, An optimal order process for solving finite element equations, Math. Comp. 36 (1981), 35-51. MR 595040 (82b:65113)
- [5]
- D. Braess and W. Hackbusch, A new convergence proof for the multigrid method including the V-cycle, SIAM J. Numer. Anal. 20 (1983), 967-975. MR 714691 (85h:65233)
- [6]
- J. H. Bramble and J. E. Pasciak, New convergence estimates for multigrid algorithms, Math. Comp. 49 (1987), 311-329. MR 906174 (89b:65234)
- [7]
- J. H. Bramble, J. E. Pasciak, J. Wang, and J. Xu, Convergence estimates for product iterative methods with applications to domain decomposition and multigrid, (preprint). MR 1090464 (92d:65094)
- [8]
- J. H. Bramble, J. E. Pasciak, and J. Xu, The analysis of multigrid algorithms for nonsymmetric and indefinite elliptic problems, Math. Comp. 51 (1988), 389-414. MR 930228 (89b:65260)
- [9]
- J. H. Bramble, J. E. Pasciak, and J. Xu, Parallel multilevel preconditioners, Math. Comp. 55 (1990), 1-22. MR 1023042 (90k:65170)
- [10]
- J. H. Bramble, J. E. Pasciak, and J. Xu, The analysis of multigrid algorithms with nonnested spaces or noninherited quadratic forms, Math. Comp. 56 (1991), 1-34. MR 1052086 (91h:65159)
- [11]
- J. H. Bramble and J. Xu, Some estimates for a weighted
projection, Math. Comp. 56 (1991), 463-476. MR 1066830 (91k:65140)
- [12]
- A. Brandt, Algebraic multigrid theory: the symmetric case, Appl. Math. Comput. 19 (1986), 23-56. MR 849831 (87j:65042)
- [13]
- A. Brandt, Multi-level adaptive solutions to boundary-value problems, Math. Comp. 31 (1977), 333-390. MR 0431719 (55:4714)
- [14]
- W. Hackbusch, Multi-grid methods and applications, Springer-Verlag, New York, 1985.
- [15]
- R. B. Kellogg, Interpolation between subspaces of a Hilbert space, Tech. Note BN-719, Univ. of Maryland, Inst. Fluid Dynamics and Appl. Math., 1971.
- [16]
- M. Kočvara and J. Mandel, A multigrid method for three-dimensional elasticity and algebraic convergence estimates, Appl. Math. Comput. 23 (1987), 121-135. MR 896973 (89b:65268)
- [17]
- J. F. Maitre and F. Musy, Algebraic formalization of the multigrid method in the symmetric and positive definite case--a convergence estimation for the V-cycle, Multigrid Methods for Integral and Differential Equations (D. J. Paddon and H. Holstein, eds.), Clarendon Press, Oxford, 1985. MR 849375 (87i:65044)
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- J. Mandel, Multigrid convergence for nonsymmetric, indefinite variational problems and one smoothing step, (Proc. Copper Mtn. Conf. Multigrid Methods), Applied Math. Comput. 19 (1986), 201-216. MR 849837 (87i:65097)
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- J. Mandel, S. F. McCormick, and R. Bank, Variational multigrid theory, Multigrid Methods (S. McCormick, ed.), SIAM, Philadelphia, PA, 1987, pp. 131-178. MR 972757
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- P. Vassilevski, Iterative methods for solving finite element equations based on multilevel splitting of the matrix, Bulgarian Academy of Sciences, Sofia, Bulgaria, (preprint).
- [22]
- J. Xu, Convergence estimates for some multigrid algorithms, Proc. 1989 Houston Domain Decomp. Methods Conf. Third Internat. Sympos. Domain Decomposition Methods for Partial Differential Equations (T. Chan, R. Glowinski, J. Periaux, and O. Widlund, eds.), SIAM, Philadelphia, PA, 1990, pp. 174-187. MR 1064343 (91f:65194)
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- J. Xu, Theory of multilevel methods, Ph.D. Thesis, Cornell University and Penn State University, Dept. Math. Rep AM-48, 1989.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S0025-5718-1991-1079008-4
PII:
S 0025-5718(1991)1079008-4
Article copyright:
© Copyright 1991 American Mathematical Society
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