Multigrid Methods for Saddle Point Problems: Darcy Systems

We design and analyze multigrid methods for the saddle point problems resulting from Raviart-Thomas-N\'ed\'elec mixed finite element methods (of order at least 1) for the Darcy system in porous media flow. Uniform convergence of the $W$-cycle algorithm in a nonstandard energy norm is established. Extensions to general second order elliptic problems are also addressed

Multigrid Methods for Hellan-Herrmann-Johnson Mixed Method of Kirchhoff Plate Bending Problems

A V-cycle multigrid method for the Hellan-Herrmann-Johnson (HHJ) discretization of the Kirchhoff plate bending problems is developed in this paper. It is shown that the contraction number of the V-cycle multigrid HHJ mixed method is bounded away from one uniformly with respect to the mesh size. The uniform convergence is achieved for the V-cycle multigrid method with only one smoothing step and without full elliptic regularity. The key is a stable decomposition of the kernel space which is derived from an exact sequence of the HHJ mixed method, and the strengthened Cauchy Schwarz inequality. Some numerical experiments are provided to confirm the proposed V-cycle multigrid method. The exact sequences of the HHJ mixed method and the corresponding commutative diagram is of some interest independent of the current context.Comment: 23 page

Solution of nonlinear Stokes equations discretized by high-order finite elements on nonconforming and anisotropic meshes, with application to ice sheet dynamics

Motivated by the need for efficient and accurate simulation of the dynamics of the polar ice sheets, we design high-order finite element discretizations and scalable solvers for the solution of nonlinear incompressible Stokes equations. We focus on power-law, shear thinning rheologies used in modeling ice dynamics and other geophysical flows. We use nonconforming hexahedral meshes and the conforming inf-sup stable finite element velocity-pressure pairings $\mathbb{Q}_k\times \mathbb{Q}^\text{disc}_{k-2}$ or $\mathbb{Q}_k \times \mathbb{P}^\text{disc}_{k-1}$. To solve the nonlinear equations, we propose a Newton-Krylov method with a block upper triangular preconditioner for the linearized Stokes systems. The diagonal blocks of this preconditioner are sparse approximations of the (1,1)-block and of its Schur complement. The (1,1)-block is approximated using linear finite elements based on the nodes of the high-order discretization, and the application of its inverse is approximated using algebraic multigrid with an incomplete factorization smoother. This preconditioner is designed to be efficient on anisotropic meshes, which are necessary to match the high aspect ratio domains typical for ice sheets. We develop and make available extensions to two libraries---a hybrid meshing scheme for the p4est parallel AMR library, and a modified smoothed aggregation scheme for PETSc---to improve their support for solving PDEs in high aspect ratio domains. In a numerical study, we find that our solver yields fast convergence that is independent of the element aspect ratio, the occurrence of nonconforming interfaces, and of mesh refinement, and that depends only weakly on the polynomial finite element order. We simulate the ice flow in a realistic description of the Antarctic ice sheet derived from field data, and study the parallel scalability of our solver for problems with up to 383M unknowns.Comment: 31 page

A two-level algorithm for the weak Galerkin discretization of diffusion problems

This paper analyzes a two-level algorithm for the weak Galerkin (WG) finite element methods based on local Raviart-Thomas (RT) and Brezzi-Douglas-Marini (BDM) mixed elements for two- and three-dimensional diffusion problems with Dirichlet condition. We first show the condition numbers of the stiffness matrices arising from the WG methods are of $O(h^{-2})$. We use an extended version of the Xu-Zikatanov (XZ) identity to derive the convergence of the algorithm without any regularity assumption. Finally we provide some numerical results

Unified geometric multigrid algorithm for hybridized high-order finite element methods

We consider a standard elliptic partial differential equation and propose a geometric multigrid algorithm based on Dirichlet-to-Neumann (DtN) maps for hybridized high-order finite element methods. The proposed unified approach is applicable to any locally conservative hybridized finite element method including multinumerics with different hybridized methods in different parts of the domain. For these methods, the linear system involves only the unknowns residing on the mesh skeleton, and constructing intergrid transfer operators is therefore not trivial. The key to our geometric multigrid algorithm is the physics-based energy-preserving intergrid transfer operators which depend only on the fine scale DtN maps. Thanks to these operators, we completely avoid upscaling of parameters and no information regarding subgrid physics is explicitly required on coarse meshes. Moreover, our algorithm is agglomeration-based and can straightforwardly handle unstructured meshes. We perform extensive numerical studies with hybridized mixed methods, hybridized discontinuous Galerkin method, weak Galerkin method, and a hybridized version of interior penalty discontinuous Galerkin methods on a range of elliptic problems including subsurface flow through highly heterogeneous porous media. We compare the performance of different smoothers and analyze the effect of stabilization parameters on the scalability of the multigrid algorithm

Fast multilevel solvers for a class of discrete fourth order parabolic problems

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to construct efficient preconditioners. We provide eigenvalue analysis for the preconditioned system and estimate the convergence rate of the preconditioned GMRes method. Furthermore, we show that these preconditioners only need to be solved inexactly by optimal multigrid algorithms. Our numerical examples indicate that the proposed preconditioners are very efficient and robust with respect to both discretization parameters and diffusion coefficients. We also investigate the performance of multigrid algorithms with either collective smoothers or distributive smoothers when solving the preconditioner systems.Comment: 27 page

Fast Auxiliary Space Preconditioner for Linear Elasticity in Mixed Form

A block diagonal preconditioner with the minimal residual method and a block triangular preconditioner with the generalized minimal residual method are developed for Hu-Zhang mixed finite element methods of linear elasticity. They are based on a new stability result of the saddle point system in mesh-dependent norms. The mesh-dependent norm for the stress corresponds to the mass matrix which is easy to invert while the displacement it is spectral equivalent to Schur complement. A fast auxiliary space preconditioner based on the $H^1$ conforming linear element of the linear elasticity problem is then designed for solving the Schur complement. For both diagonal and triangular preconditioners, it is proved that the conditioning numbers of the preconditioned systems are bounded above by a constant independent of both the crucial Lam\'e constant and the mesh-size. Numerical examples are presented to support theoretical results. As byproducts, a new stabilized low order mixed finite element method is proposed and analyzed and superconvergence results of Hu-Zhang element are obtained.Comment: 25 page

V-cycle multigrid algorithms for discontinuous Galerkin methods on non-nested polytopic meshes

In this paper we analyse the convergence properties of V-cycle multigrid algorithms for the numerical solution of the linear system of equations arising from discontinuous Galerkin discretization of second-order elliptic partial differential equations on polytopal meshes. Here, the sequence of spaces that stands at the basis of the multigrid scheme is possibly non nested and is obtained based on employing agglomeration with possible edge/face coarsening. We prove that the method converges uniformly with respect to the granularity of the grid and the polynomial approximation degree p, provided that the number of smoothing steps, which depends on p, is chosen sufficiently large.Comment: 26 pages, 23 figures, submitted to Journal of Scientific Computin

A new extrapolation cascadic multigrid method for 3D elliptic boundary value problems on rectangular domains

In this paper, we develop a new extrapolation cascadic multigrid (ECMG$_{jcg}$) method, which makes it possible to solve 3D elliptic boundary value problems on rectangular domains of over 100 million unknowns on a desktop computer in minutes. First, by combining Richardson extrapolation and tri-quadratic Serendipity interpolation techniques, we introduce a new extrapolation formula to provide a good initial guess for the iterative solution on the next finer grid, which is a third order approximation to the finite element (FE) solution. And the resulting large sparse linear system from the FE discretization is then solved by the Jacobi-preconditioned Conjugate Gradient (JCG) method. Additionally, instead of performing a fixed number of iterations as cascadic multigrid (CMG) methods, a relative residual stopping criterion is used in iterative solvers, which enables us to obtain conveniently the numerical solution with the desired accuracy. Moreover, a simple Richardson extrapolation is used to cheaply get a fourth order approximate solution on the entire fine grid. Test results are reported to show that ECMG$_{jcg}$ has much better efficiency compared to the classical MG methods. Since the initial guess for the iterative solution is a quite good approximation to the FE solution, numerical results show that only few number of iterations are required on the finest grid for ECMG$_{jcg}$ with an appropriate tolerance of the relative residual to achieve full second order accuracy, which is particularly important when solving large systems of equations and can greatly reduce the computational cost. It should be pointed out that when the tolerance becomes smaller, ECMG$_{jcg}$ still needs only few iterations to obtain fourth order extrapolated solution on each grid, except on the finest grid. Finally, we present the reason why our ECMG algorithms are so highly efficient for solving such problems.Comment: 20 pages, 4 figures, 10 tables; abbreviated abstrac

A Multilevel Approach for Trace System in HDG Discretizations

We propose a multilevel approach for trace systems resulting from hybridized discontinuous Galerkin (HDG) methods. The key is to blend ideas from nested dissection, domain decomposition, and high-order characteristic of HDG discretizations. Specifically, we first create a coarse solver by eliminating and/or limiting the front growth in nested dissection. This is accomplished by projecting the trace data into a sequence of same or high-order polynomials on a set of increasingly $h-$coarser edges/faces. We then combine the coarse solver with a block-Jacobi fine scale solver to form a two-level solver/preconditioner. Numerical experiments indicate that the performance of the resulting two-level solver/preconditioner depends only on the smoothness of the solution and is independent of the nature of the PDE under consideration. While the proposed algorithms are developed within the HDG framework, they are applicable to other hybrid(ized) high-order finite element methods. Moreover, we show that our multilevel algorithms can be interpreted as a multigrid method with specific intergrid transfer and smoothing operators. With several numerical examples from Poisson, pure transport, and convection-diffusion equations we demonstrate the robustness and scalability of the algorithms