A multigrid optimization algorithm for the numerical solution of quasilinear variational inequalities involving the p-Laplacian

Abstract In this paper we propose a multigrid optimization algorithm (MG/OPT) for the numerical solution of a class of quasilinear variational inequalities of the second kind. This approach is enabled by the fact that the solution of the variational inequality is given by the minimizer of a nonsmooth energy functional, involving the p -Laplace operator. We propose a Huber regularization of the functional and a finite element discretization for the problem. Further, we analyze the regularity of the discretized energy functional, and we are able to prove that its Jacobian is slantly differentiable. This regularity property is useful to analyze the convergence of the MG/OPT algorithm. In fact, we demonstrate that the algorithm is globally convergent by using a mean value theorem for semismooth functions. Finally, we apply the MG/OPT algorithm to the numerical simulation of the viscoplastic flow of Bingham, Casson and Herschel–Bulkley fluids in a pipe. Several experiments are carried out to show the efficiency of the proposed algorithm when solving this kind of fluid mechanics problems.

[1]  R. Kornhuber Monotone multigrid methods for elliptic variational inequalities I , 1994 .

[2]  Zhenjiang You,et al.  Application of the augmented Lagrangian method to steady pipe flows of Bingham, Casson and Herschel-Bulkley fluids , 2005 .

[3]  Rodolfo Bermejo,et al.  A Multigrid Algorithm for the p-Laplacian , 1999, SIAM J. Sci. Comput..

[4]  Raja R. Huilgol,et al.  Fluid Mechanics of Viscoplasticity , 2015 .

[5]  John W. Barrett,et al.  Finite element approximation of the p-Laplacian , 1993 .

[6]  Ralf Kornhuber,et al.  On constrained Newton linearization and multigrid for variational inequalities , 2002, Numerische Mathematik.

[7]  D. Brandt,et al.  Multi-level adaptive solutions to boundary-value problems math comptr , 1977 .

[8]  S. Scholtes Introduction to Piecewise Differentiable Equations , 2012 .

[9]  S. Nash A multigrid approach to discretized optimization problems , 2000 .

[10]  R. Glowinski,et al.  Sur l'approximation, par éléments finis d'ordre un, et la résolution, par pénalisation-dualité d'une classe de problèmes de Dirichlet non linéaires , 1975 .

[11]  Mark S. Gockenbach,et al.  Understanding and implementing the finite element method , 1987 .

[12]  W. Walawender,et al.  An approximate Casson fluid model for tube flow of blood. , 1975, Biorheology.

[13]  R. P. Chhabra,et al.  Non-Newtonian Flow and Applied Rheology: Engineering Applications , 2008 .

[14]  Sergio González Andrade,et al.  A preconditioned descent algorithm for variational inequalities of the second kind involving the p-Laplacian operator , 2015, Comput. Optim. Appl..

[15]  Xiaojun Chen,et al.  Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations , 2000, SIAM J. Numer. Anal..

[16]  John W. Barrett,et al.  A further remark on the regularity of the solutions of the p -Laplacian and its applications to their finite element approximations , 1993 .

[17]  Stephen G. Nash,et al.  Model Problems for the Multigrid Optimization of Systems Governed by Differential Equations , 2005, SIAM J. Sci. Comput..

[18]  J. Lions,et al.  Inequalities in mechanics and physics , 1976 .

[19]  Ruo Li,et al.  Preconditioned Descent Algorithms for p-Laplacian , 2007, J. Sci. Comput..

[20]  John E. Dennis,et al.  Numerical methods for unconstrained optimization and nonlinear equations , 1983, Prentice Hall series in computational mathematics.

[21]  Oliver Lass,et al.  Implementation and analysis of multigrid schemes with finite elements for elliptic optimal control problems , 2009, Computing.

[22]  Ivan P. Gavrilyuk,et al.  Lagrange multiplier approach to variational problems and applications , 2010, Math. Comput..

[23]  M. Giaquinta,et al.  Mathematical Analysis: An Introduction to Functions of Several Variables , 2004 .

[24]  Georg Stadler,et al.  Solution of Nonlinear Stokes Equations Discretized By High-Order Finite Elements on Nonconforming and Anisotropic Meshes, with Application to Ice Sheet Dynamics , 2014, SIAM J. Sci. Comput..

[25]  Alfio Borzì,et al.  Multigrid optimization methods for linear and bilinear elliptic optimal control problems , 2008, Computing.

[26]  Kazufumi Ito,et al.  The Primal-Dual Active Set Strategy as a Semismooth Newton Method , 2002, SIAM J. Optim..

[27]  Stephen J. Wright,et al.  Numerical Optimization , 2018, Fundamental Statistical Inference.

[28]  R. Kornhuber Monotone multigrid methods for elliptic variational inequalities II , 1996 .

[29]  Alfio Borzì On the convergence of the MG/OPT method , 2005 .