Advances in Computational Mathematics

, Volume 20, Issue 4, pp 385–399

Uniformly Convergent Multigrid Methods for Convection–Diffusion Problems without Any Constraint on Coarse Grids


  • Hwanho Kim
    • Department of MathematicsThe Pennsylvania State University
  • Jinchao Xu
    • Department of MathematicsThe Pennsylvania State University
  • Ludmil Zikatanov
    • Department of MathematicsThe Pennsylvania State University

DOI: 10.1023/A:1027378015262

Cite this article as:
Kim, H., Xu, J. & Zikatanov, L. Advances in Computational Mathematics (2004) 20: 385. doi:10.1023/A:1027378015262


We construct a class of multigrid methods for convection–diffusion problems. The proposed algorithms use first order stable monotone schemes to precondition the second order standard Galerkin finite element discretization. To speed up the solution process of the lower order schemes, cross-wind-block reordering of the unknowns is applied. A V-cycle iteration, based on these algorithms, is then used as a preconditioner in GMRES. The numerical examples show that this method is convergent without imposing any constraint on the coarsest grid and the convergence of the preconditioned method is uniform.

nonsymmetric and indefinite problemsconvection–diffusion equationsmultigrid methodmonotone finite element schemeEAFE schemenormal equationGMRESpreconditioning
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© Kluwer Academic Publishers 2004