Multigrid methods for bifurcation problems: The self adjoint case

This paper deals with multigrid methods for computational problems that arise in the theory of bifurcation and is restricted to the self adjoint case. The basic problem is to solve for arcs of solutions, a task that is done successfully with an arc length continuation method. Other important issues are, for example, detecting and locating singular points as part of the continuation process, switching branches at bifurcation points, etc. Multigrid methods have been applied to continuation problems. These methods work well at regular points and at limit points, while they may encounter difficulties in the vicinity of bifurcation points. A new continuation method that is very efficient also near bifurcation points is presented here. The other issues mentioned above are also treated very efficiently with appropriate multigrid algorithms. For example, it is shown that limit points and bifurcation points can be solved for directly by a multigrid algorithm. Moreover, the algorithms presented here solve the corresponding problems in just a few work units (about 10 or less), where a work unit is the work involved in one local relaxation on the finest grid

One shot methods for optimal control of distributed parameter systems 1: Finite dimensional control

The efficient numerical treatment of optimal control problems governed by elliptic partial differential equations (PDEs) and systems of elliptic PDEs, where the control is finite dimensional is discussed. Distributed control as well as boundary control cases are discussed. The main characteristic of the new methods is that they are designed to solve the full optimization problem directly, rather than accelerating a descent method by an efficient multigrid solver for the equations involved. The methods use the adjoint state in order to achieve efficient smoother and a robust coarsening strategy. The main idea is the treatment of the control variables on appropriate scales, i.e., control variables that correspond to smooth functions are solved for on coarse grids depending on the smoothness of these functions. Solution of the control problems is achieved with the cost of solving the constraint equations about two to three times (by a multigrid solver). Numerical examples demonstrate the effectiveness of the method proposed in distributed control case, pointwise control and boundary control problems

Multigrid method for stability problems

The problem of calculating the stability of steady state solutions of differential equations is treated. Leading eigenvalues (i.e., having maximal real part) of large matrices that arise from discretization are to be calculated. An efficient multigrid method for solving these problems is presented. The method begins by obtaining an initial approximation for the dominant subspace on a coarse level using a damped Jacobi relaxation. This proceeds until enough accuracy for the dominant subspace has been obtained. The resulting grid functions are then used as an initial approximation for appropriate eigenvalue problems. These problems are being solved first on coarse levels, followed by refinement until a desired accuracy for the eigenvalues has been achieved. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a non-standard way in which the right hand side of the coarse grid equations involves unknown parameters to be solved for on the coarse grid. This in particular leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem demonstrate the effectiveness of the method proposed. Using an FMG algorithm a solution to the level of discretization errors is obtained in just a few work units (less than 10), where a work unit is the work involved in one Jacobi relization on the finest level

On waveform multigrid method

Waveform multigrid method is an efficient method for solving certain classes of time dependent PDEs. This paper studies the relationship between this method and the analogous multigrid method for steady-state problems. Using a Fourier-Laplace analysis, practical convergence rate estimates of the waveform multigrid iterations are obtained. Experimental results show that the analysis yields accurate performance prediction

Implementation of multigrid methods for solving Navier-Stokes equations on a multiprocessor system

Presented are schemes for implementing multigrid algorithms on message based MIMD multiprocessor systems. To address the various issues involved, a nontrivial problem of solving the 2-D incompressible Navier-Stokes equations is considered as the model problem. Three different multigrid algorithms are considered. Results from implementing these algorithms on an Intel iPSC are presented

Canonical forms of multidimensional steady inviscid flows

Canonical forms and canonical variables for inviscid flow problems are derived. In these forms the components of the system governed by different types of operators (elliptic and hyperbolic) are separated. Both the incompressible and compressible cases are analyzed, and their similarities and differences are discussed. The canonical forms obtained are block upper triangular operator form in which the elliptic and non-elliptic parts reside in different blocks. The full nonlinear equations are treated without using any linearization process. This form enables a better analysis of the equations as well as better numerical treatment. These forms are the analog of the decomposition of the one dimensional Euler equations into characteristic directions and Riemann invariants

A simplified analysis of the multigrid V-cycle as a fast elliptic solver

For special model problems, Fourier analysis gives exact convergence rates for the two-grid multigrid cycle and, for more general problems, provides estimates of the two-grid convergence rates via local mode analysis. A method is presented for obtaining mutigrid convergence rate estimates for cycles involving more than two grids (using essentially the same analysis as for the two-grid cycle). For the simple cast of the V-cycle used as a fast Laplace solver on the unit square, the k-grid convergence rate bounds obtained by this method are sharper than the bounds predicted by the variational theory. Both theoretical justification and experimental evidence are presented

Multigrid techniques for nonlinear eigenvalue probems: Solutions of a nonlinear Schroedinger eigenvalue problem in 2D and 3D

This paper presents multigrid (MG) techniques for nonlinear eigenvalue problems (EP) and emphasizes an MG algorithm for a nonlinear Schrodinger EP. The algorithm overcomes the mentioned difficulties combining the following techniques: an MG projection coupled with backrotations for separation of solutions and treatment of difficulties related to clusters of close and equal eigenvalues; MG subspace continuation techniques for treatment of the nonlinearity; an MG simultaneous treatment of the eigenvectors at the same time with the nonlinearity and with the global constraints. The simultaneous MG techniques reduce the large number of self consistent iterations to only a few or one MG simultaneous iteration and keep the solutions in a right neighborhood where the algorithm converges fast

The algebraic multigrid projection for eigenvalue problems; backrotations and multigrid fixed points

The periods of the theorem for the algebraic multigrid projection (MGP) for eigenvalue problems, and of the multigrid fixed point theorem for multigrid cycles combining MGP with backrotations, are presented. The MGP and the backrotations are central eigenvector separation techniques for multigrid eigenvalue algorithms. They allow computation on coarse levels of eigenvalues of a given eigenvalue problem, and are efficient tools in the computation of eigenvectors

Multigrid one shot methods for optimal control problems: Infinite dimensional control

The multigrid one shot method for optimal control problems, governed by elliptic systems, is introduced for the infinite dimensional control space. ln this case, the control variable is a function whose discrete representation involves_an increasing number of variables with grid refinement. The minimization algorithm uses Lagrange multipliers to calculate sensitivity gradients. A preconditioned gradient descent algorithm is accelerated by a set of coarse grids. It optimizes for different scales in the representation of the control variable on different discretization levels. An analysis which reduces the problem to the boundary is introduced. It is used to approximate the two level asymptotic convergence rate, to determine the amplitude of the minimization steps, and the choice of a high pass filter to be used when necessary. The effectiveness of the method is demonstrated on a series of test problems. The new method enables the solutions of optimal control problems at the same cost of solving the corresponding analysis problems just a few times