The analysis of multigrid algorithms with nonnested spaces or noninherited quadratic forms

Abstract:

We provide a theory for the analysis of multigrid algorithms for symmetric positive definite problems with nonnested spaces and noninherited quadratic forms. By this we mean that the form on the coarser grids need not be related to that on the finest, i.e., we do not stay within the standard variational setting. In this more general setting, we give new estimates corresponding to the $\mathcal {V}$ cycle, $\mathcal {W}$ cycle and a $\mathcal {V}$ cycle algorithm with a variable number of smoothings on each level. In addition, our algorithms involve the use of nonsymmetric smoothers in a novel way. We apply this theory to various numerical approximations of second-order elliptic boundary value problems. In our first example, we consider certain finite difference multigrid algorithms. In the second example, we consider a finite element multigrid algorithm with nested spaces, which however uses a prolongation operator that does not coincide with the natural subspace imbedding. The third example gives a multigrid algorithm derived from a loosely coupled sequence of approximation grids. Such a loosely coupled grid structure results from the most natural standard finite element application on a domain with curved boundary. The fourth example develops and analyzes a multigrid algorithm for a mixed finite element method using the so-called Raviart-Thomas elements.