Article

Advances in Computational Mathematics

, Volume 20, Issue 4, pp 385-399

First online:

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

  • Hwanho KimAffiliated withDepartment of Mathematics, The Pennsylvania State University
  • , Jinchao XuAffiliated withDepartment of Mathematics, The Pennsylvania State University
  • , Ludmil ZikatanovAffiliated withDepartment of Mathematics, The Pennsylvania State University

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Abstract

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 problems convection–diffusion equations multigrid method monotone finite element scheme EAFE scheme normal equation GMRES preconditioning