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Analysis of a multigrid preconditioner for Crouzeix–Raviart discretization of elliptic partial differential equation with jump coefficients
Author(s) -
Zhu Yunrong
Publication year - 2014
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.1856
Subject(s) - preconditioner , mathematics , multigrid method , discretization , elliptic partial differential equation , coefficient matrix , condition number , mathematical analysis , piecewise , partial differential equation , jump , eigenvalues and eigenvectors , linear system , physics , quantum mechanics
SUMMARY In this paper, we present a multigrid V ‐cycle preconditioner for the linear system arising from piecewise linear nonconforming Crouzeix–Raviart discretization of second‐order elliptic problems with jump coefficients. The preconditioner uses standard conforming subspaces as coarse spaces. We showed that the convergence rates of the (multiplicative) two‐grid and multigrid V ‐cycle algorithms will deteriorate rapidly because of large jumps in coefficient. However, the preconditioned systems have only a fixed number of small eigenvalues depending on the large jump in coefficient, and the effective condition numbers are independent of the coefficient and bounded logarithmically with respect to the mesh size. As a result, the two‐grid or multigrid preconditioned conjugate gradient algorithm converges nearly uniformly. We also comment on some major differences of the convergence theory between the nonconforming case and the standard conforming case. Numerical experiments support the theoretical results. Copyright © 2012 John Wiley & Sons, Ltd.