Analysis of a multigrid preconditioner for Crouzeix-Raviart discretization of elliptic PDE with jump coefficient

Mathematics – Numerical Analysis

Scientific paper

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15 pages, 4 figures, Submitted to NLAA

Scientific paper

In this paper, we present a multigrid $V$-cycle preconditioner for the linear system arising from piecewise linear nonconforming Crouzeix-Raviart discretization of second order elliptic problems with jump coefficients. The preconditioner uses standard conforming subspaces as coarse spaces. We showed that the convergence rate of the multigrid $V$-cycle algorithm will deteriorate rapidly due to large jumps in coefficient. However, the preconditioned system has only a fixed number of small eigenvalues, which are deteriorated due to the large jump in coefficient, and the effective condition number is bounded logarithmically with respect to the mesh size. As a result, the multigrid $V$-cycle preconditioned conjugate gradient algorithm converges nearly uniformly. Numerical tests show both robustness with respect to jumps in the coefficient and the mesh size.

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