mathematics of computation
volume 47, number 176
october 1986,pages 399-409
The Convergence of Multi-Level Methods
for Solving Finite-Element Equations
in the Presence of Singularities
By Harry Yserentant
Abstract. The known convergence proofs for multi-level methods assume the quasi-uniformity
of the family of domain triangulations used. Such triangulations are not suitable for problems
with singularities caused by re-entrant corners and abrupt changes in the boundary condi-
tions. In this paper it is shown that families of properly refined grids yield the same
convergence behavior of multi-level methods for such singular problems as quasi-uniform
subdivisions do for r72-regular problems.
1. The Continuous Problem, Its Discretization and the Multi-Level Method. Using
multi-level techniques ([1], [3], [4], [6], [7], [8], [10]), it is possible to solve the large
systems of linear equations arising in connection with finite-element methods with
an amount of work roughly proportional to the number of unknowns. This property
makes multi-level methods at least theoretically superior to all other solution
methods, including fast solvers based on FFT-like algorithms which may be directly
applied to special problems only.
The convergence of multi-level methods was proved, for example, by Nicolaides
[10], Bank and Dupont [4] and Hackbusch [8]. All these proofs assume a certain
amount of elliptic regularity of the continuous problem to be solved approximately,
and quasi-uniform subdivisions of the domain in finite elements. Assuming H1+a-
regularity, such quasi-uniform triangulations and a Jacobi-like smoothing procedure,
Bank and Dupont [4] and Hackbusch [8] showed the following result: The rate of
convergence of a full iteration step of the multi-level method behaves like 0(m'a/2),
uniformly in the number of levels, for a growing number m of smoothing steps per
level. In the optimal case a = 1, the problem has to be i/2-regular. This means, for
example, that the region is not allowed to have re-entrant corners. If this condition is
violated, the convergence rate of the multi-level procedure decreases, and, in
addition, the approximation properties of the finite-element discretization itself
change for the worse because of the presence of singularities in the solution not
captured by the quasi-uniform grids. The strongly nonuniform, systematically re-
fined triangulations suitable for these problems are not included in the theory so far.
The aim of the present paper is to fill this gap.
Received August 31, 1982; revised November 16, 1983.
1980 Mathematics Subject Classification. Primary 65N30, 65F10.
©1986 American Mathematical Society
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