A robust hierarchical basis preconditioner on general meshes

Summary. In this paper, we introduce a multi-level direct sum space decomposition of general, possibly locally refined linear or multi-linear finite element spaces. The resulting additive Schwarz preconditioner is optimal for symmetric second order elliptic problems. Moreover, it turns out to be robust with respect to coefficient jumps over edges in the coarsest mesh, perturbations with positive zeroth order terms, and, after a further decomposition of the spaces, also with respect to anisotropy along the grid lines. Important for an efficient implementation is that stable bases of the subspaces defining our decomposition, consisting of functions having small supports can be easily constructed.

[1]  Xuejun Zhang,et al.  Multilevel Schwarz methods , 1992 .

[2]  Junping Wang,et al.  New convergence estimates for multilevel algorithms for finite-element approximations , 1994 .

[3]  Wolfgang Dahmen,et al.  Multiscale Methods for Pseudo-Differential Equations on Smooth Closed Manifolds , 1994 .

[4]  W. Dahmen Stability of Multiscale Transformations. , 1995 .

[5]  W. Dahmen,et al.  Multilevel preconditioning , 1992 .

[6]  P. Oswald,et al.  Remarks on the Abstract Theory of Additive and Multiplicative Schwarz Algorithms , 1995 .

[7]  Harry Yserentant,et al.  A basic norm equivalence for the theory of multilevel methods , 1993 .

[8]  Folkmar A. Bornemann,et al.  An adaptive multilevel approach to parabolic equations : II. Variable-order time discretization based on a multiplicative error correction , 1991, IMPACT Comput. Sci. Eng..

[9]  Jinchao Xu,et al.  Some Estimates for a Weighted L 2 Projection , 1991 .

[10]  Rob Stevenson,et al.  Robustness of multi-grid applied to anisotropic equations on convex domains and on domains with re-entrant corners , 1993 .

[11]  Wolfgang Hackbusch,et al.  The frequency decomposition multi-grid method , 1992 .

[12]  J. Pasciak,et al.  Parallel multilevel preconditioners , 1990 .

[13]  Wolfgang Hackbusch The frequency decomposition multi-grid method , 1989 .

[14]  H. Yserentant Old and new convergence proofs for multigrid methods , 1993, Acta Numerica.

[15]  H. Yserentant On the multi-level splitting of finite element spaces , 1986 .

[16]  GermanyNumerische Mathematik,et al.  Multilevel Preconditioning , 1992 .

[17]  Panayot S. Vassilevski,et al.  Stabilizing the Hierarchical Basis by Approximate Wavelets, I: Theory , 1997 .

[18]  Rob P. Stevenson The frequency decomposition multilevel method: A robust additive hierarchical basis preconditioner , 1996, Math. Comput..

[19]  Harry Yserentant,et al.  On the multi-level splitting of finite element spaces , 1986 .

[20]  R. Coifman,et al.  Fast wavelet transforms and numerical algorithms I , 1991 .

[21]  C.-C. Jay Kuo,et al.  Multilevel Filtering Preconditioners: Extensions to More General Elliptic Problems , 1992, SIAM J. Sci. Comput..

[22]  Jinchao Xu,et al.  Iterative Methods by Space Decomposition and Subspace Correction , 1992, SIAM Rev..

[23]  Jinchao Xu,et al.  Domain Decomposition Methods in Scientific and Engineering Computing , 1994 .

[24]  Michael Griebel,et al.  Tensor product type subspace splittings and multilevel iterative methods for anisotropic problems , 1995, Adv. Comput. Math..