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
  • Jinchao Xu
  • Ludmil Zikatanov
Article

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 

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Copyright information

© Kluwer Academic Publishers 2004

Authors and Affiliations

  • Hwanho Kim
    • 1
  • Jinchao Xu
    • 1
  • Ludmil Zikatanov
    • 1
  1. 1.Department of MathematicsThe Pennsylvania State UniversityUniversity ParkUSA

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