The authors present an analysis of an a posteriori error estimator based on the use of hierarchical basis functions. The authors analyze nonlinear, nonselfadjoint and indefinite problems as well as the selfadjoint, positive-definite case. Because both the analysis and the estimator itself are quite simple, it is easy to see how various approximations affect the quality of the estimator. As examples, the authors apply the theory to some scalar elliptic equations and the Stokes system of equations.

. The multilevel iterative technique is a powerful technique for solving systems of equations associated with discretized partial differential equations. We describe how this techniques can be combined with a globally convergent approximate Newton method to solve nonlinear partial differential equations. We show that asymptotically only one Newton iteration per level is required; thus the complexity for linear and nonlinear problems is essentially equal. 1. Introduction In this discussion we present an extension of a multilevel iterative method for linear elliptic equations to nonlinear elliptic boundary value problems. In particular, we show how to use an approximate-Newton multilevel scheme to solve discrete nonlinear systems of equations which arise from a standard weak formulation of the nonlinear partial differential equation. The framework of our analysis combines the multilevel iterative methods for linear finite element equations discussed in Bank and Dupont [3] and Bank [2] w...

Iterative methods for linear systems of algebraic equations arising from the finite element discretization of nonsymmetric and indefinite elliptic problems are considered. Methods previously known to work well for positive definite, symmetric problems are extended to certain nonsymmetric problems, which can also have some eigenvalues in the left half plane. We first consider an additive Schwarz method applied to linear, second order, symmetric or nonsymmetric, indefinite elliptic boundary value problems in two and three dimensions. An alternative linear system, which has the same solution as the original problem, is derived and this system is then solved by using GMRES, an iterative method of conjugate gradient type. In each iteration step, a coarse mesh finite element problem and a number of local problems are solved on small, overlapping subregions into which the original region is subdivided. We show that the rate of convergence is independent of the number of degrees of freedom and the number of local problems if the coarse mesh is fine enough. The performance of the method in two dimensions is illustrated by results of several numerical experiments. We also consider two other iterative method for solving the same class of elliptic problems in two dimensions. Using an observation of Dryja and Widlund, we show that the rate of convergence of certain iterative substructuring methods deteriorates only quite slowly when the local problems increase in size. A similar result is established for Yserentant’s hierarchical basis method.

Abstract. We prove convergence of adaptive finite element methods (AFEM) for general (nonsymmetric) second order linear elliptic PDE, thereby extending the result of Morin et al [6, 7]. The proof relies on quasi-orthogonality, which accounts for the bilinear form not being a scalar product, together with novel error and oscillation reduction estimates, which now do not decouple. We show that AFEM is a contraction for the sum of energy error plus oscillation. Numerical experiments, including oscillatory coefficients and convection-diffusion PDE, illustrate the theory and yield optimal meshes.

ABSTRACT. Adaptive multilevel finite element methods are developed and analyzed for certain elliptic systems arising in geometric analysis and general relativity. This class of nonlinear elliptic systems of tensor equations on manifolds is first reviewed, and then adaptive multilevel finite element methods for approximating solutions to this class of problems are considered in some detail. Two a posteriori error indicators are derived, based on local residuals and on global linearized adjoint or dual problems. The design of Manifold Code (MC) is then discussed; MC is an adaptive multilevel finite element software package for 2- and 3-manifolds developed over several years at Caltech and UC San Diego. It employs a posteriori error estimation, adaptive simplex subdivision, unstructured algebraic multilevel methods, global inexact Newton methods, and numerical continuation methods for the numerical solution of nonlinear covariant elliptic systems on 2- and 3-manifolds. Some of the more interesting features of MC are described in detail, including some new ideas for topology and geometry representation in simplex meshes, and an unusual partition of unity-based method for exploiting parallel computers. A short example is then given which involves the Hamiltonian and momentum constraints in the Einstein equations, a representative nonlinear 4-component covariant elliptic system on a Riemannian 3-manifold which arises in general relativity. A number of operator properties and solvability results recently established are first summarized, making possible two quasi-optimal a priori error estimates for Galerkin approximations which are then derived. These two results complete the theoretical framework for effective use of adaptive multilevel finite element methods. A sample calculation using the MC software is then presented.

. This paper begins with an introduction to additive and multiplicative Schwarz methods. A two-level method is then reviewed and a new result on its rate of convergence is established for the case when the overlap is small. Recent results by Xuejun Zhang, on multi-level Schwarz methods, are formulated and discussed. The paper is concluded with a discussion of recent joint results with Xiao-Chuan Cai on nonsymmetric and indefinite problems. Key Words. domain decomposition, Schwarz methods, finite elements, nonsymmetric and indefinite elliptic problems AMS(MOS) subject classifications. 65F10, 65N30 1. Introduction. Over the last few years, a general theory has been developed for the study of additive and multiplicative Schwarz methods. Many domain decomposition and certain multigrid methods can now be successfully analyzed inside this framework. Early work by P.-L. Lions [23], [24] gave an important impetus to this effort. The additive Schwarz methods were then developed by Dryja and ...

Standard multigrid algorithms have proven ineffective for the solution of discretizations of Helmholtz equations. In this work we modify the standard algorithm by adding GMRES iterations at coarse levels and as an outer iteration. We demonstrate the algorithm's effectiveness through theoretical analysis of a model problem and experimental results. In particular, we show that the combined use of GMRES as a smoother and outer iteration produces an algorithm whose performance depends relatively mildly on wave number and is robust for normalized wave numbers as large as two hundred. For fixed wave numbers, it displays grid-independent convergence rates and has costs proportional to the number of unknowns.

Abstract. A simple technique is given in this paper for the construction and analysis of a class of finite element discretizations for convection-diffusion problems in any spatial dimension by properly averaging the PDE coefficients on element edges. The resulting finite element stiffness matrix is an M-matrix under some mild assumption for the underlying (generally unstructured) finite element grids. As a consequence the proposed edge-averaged finite element scheme is particularly interesting for the discretization of convection dominated problems. This scheme admits a simple variational formulation, it is easy to analyze, and it is also suitable for problems with a relatively smooth flux variable. Some simple numerical examples are given to demonstrate its effectiveness for convection dominated problems. 1.

Abstract. This paper is concerned with the derivation of a priori and a posteriori error bounds for a class of linear functionals arising in electromagnetics which represent the far-field pattern of the scattered electromagnetic field. The a posteriori error bound is implemented into an adaptive finite element algorithm, and a series of numerical experiments is presented.

Abstract. We analyze the use of edge finite element methods to approximate Maxwell’s equations in a bounded cavity. Using the theory of collectively compact operators, we prove h-convergence for the source and eigenvalue problems. This is the first proof of convergence of the eigenvalue problem for general edge elements, and it extends and unifies the theory for both problems. The convergence results are based on the discrete compactness property of edge element due to Kikuchi. We extend the original work of Kikuchi by proving that edge elements of all orders possess this property. 1.