Newton Multigrid Method Research Articles

Truncated nonsmooth Newton multigrid for phase-field brittle-fracture problems, with analysis

AbstractWe propose the truncated nonsmooth Newton multigrid method (TNNMG) as a solver for the spatial problems of the small-strain brittle-fracture phase-field equations. TNNMG is a nonsmooth multigrid method that can solve biconvex, block-separably nonsmooth minimization problems with linear time complexity. It exploits the variational structure inherent in the problem, and handles the pointwise irreversibility constraint on the damage variable directly, without regularization or the introduction of a local history field. In the paper we introduce the method and show how it can be applied to several established models of phase-field brittle fracture. We then prove convergence of the solver to a solution of the nonsmooth Euler–Lagrange equations of the spatial problem for any load and initial iterate. On the way, we show several crucial convexity and regularity properties of the models considered here. Numerical comparisons to an operator-splitting algorithm show a considerable speed increase, without loss of robustness.

An extrapolation accelerated multiscale Newton-MG method for fourth-order compact discretizations of semilinear Poisson equations

An extrapolation accelerated multiscale Newton-multigrid (EMNMG) method is proposed to solve two-dimensional semilinear Poisson equations. The nine-point fourth-order compact schemes are used to approximate the nonlinear Poisson equations. In order to accelerate Newton-MG method for calculating the finite difference (FD) solution on the finest grid, a quite good initial guess is constructed from the fourth-order FD solutions at two coarse levels by using Richardson extrapolation and bi-quartic polynomial interpolation, which greatly reduces the number of Newton iterations required. A completed extrapolation technique is adopted to generate a sixth-order extrapolated solution on entire finest grid cheaply. Numerical results are given to show that our proposed EMNMG algorithm can achieve high accuracy and keep less cost simultaneously.

An efficient nonlinear multigrid scheme for 2D boundary value problems

In this article, a two-dimensional nonlinear boundary value problem which is strongly related to the well-known Gelfand–Bratu model is solved numerically. The numerical results are obtained by employing three different numerical strategies namely: finite difference based method, a Newton multigrid method and a nonlinear multigrid full approximation storage (FAS). We are able to handle the difficulty of unstable convergence behaviour by using MINRES method as a relaxation smoother in multigrid approach with an appropriate sinusoidal approximation as an initial guess. A comparison, in terms of convergence, accuracy and efficiency among the three numerical methods demonstrate an improvement for the values of λ ∈ (0, λc]. Numerical results illustrate the performance of the proposed numerical methods wherein FAS-MG method is shown to be the most efficient. Further, we present the numerical bifurcation behaviour for two-dimensional Gelfand-Bratu models and find new multiplicity of solutions in the case of a quadratic and cubic approximation of the nonlinear exponential term. Numerical experiments confirm the convergence of the solutions for different values of λ and prove the effectiveness of the nonlinear FAS-MG scheme.

Solving primal plasticity increment problems in the time of a single predictor–corrector iteration

The Truncated Nonsmooth Newton Multigrid (TNNMG) method is a well-established method for the solution of strictly convex block-separably nondifferentiable minimization problems. It achieves multigrid-like performance even for non-smooth nonlinear problems, while at the same time being globally convergent and without employing penalty parameters. We show that the algorithm can be applied to the primal problem of classical small-strain elastoplasticity with hardening. Numerical experiments show that the method is considerably faster than classical predictor–corrector methods. Indeed, solving an entire increment problem with TNNMG can take less time than a single predictor–corrector iteration for the same problem. At the same time, memory consumption is reduced considerably, in particular for three-dimensional problems. Since the algorithm does not rely on differentiability of the objective functional, nonsmooth yield laws can be easily incorporated. The method is closely related to a predictor–corrector scheme with a consistent tangent predictor and line search. We explain the algorithm, prove global convergence, and show its efficiency using standard benchmarks from the literature.

A Globally Convergent Filter-Trust-Region Method for Large Deformation Contact Problems

We present a globally convergent method for the solution of frictionless large deformation contact problems for hyperelastic materials. The discretization uses the mortar method which is known to be more stable than node-to-segment approaches. The resulting nonconvex constrained minimization problems are solved using a filter--trust-region scheme, and we prove global convergence towards first-order optimal points. The constrained Newton problems are solved robustly and efficiently using a truncated nonsmooth Newton multigrid method with a monotone multigrid linear correction step. For this we introduce a cheap basis transformation that decouples the contact constraints. Numerical experiments confirm the stability and efficiency of our approach.

Truncated nonsmooth Newton multigrid methods for block-separable minimization problems

The Truncated Nonsmooth Newton Multigrid (TNNMG) method is a robust and efficient solution method for a wide range of block-separable convex minimization problems, typically stemming from discretizations of nonlinear and nonsmooth partial differential equations. This paper proves global convergence of the method under weak conditions both on the objective functional, and on the local inexact subproblem solvers that are part of the method. It also discusses a range of algorithmic choices that allows to customize the algorithm for many specific problems. Numerical examples are deliberately omitted, because many such examples have already been published elsewhere.

A novel numerical scheme for the analysis of effects of surface roughness on EHL line contact with couple stress fluid as lubricant

In this article, a Jacobian-free Newton Multigrid (JFNMG) method is used for obtaining the solution of isothermal, steady and compressible elastohydrodynamic lubrication (EHL) line contact problem with surface roughness. The lubricant is a couple stress fluid. A finite difference scheme is used for the solution of EHL equations. The proposed JFNMG method, for the solution of resulting nonlinear system of algebraic equations, comprises nonlinear Newton iterations on the outer loop and linear multigrid iterations on the inner loop. It overcomes the limitations of conventional schemes for the investigation of the problems covering wide range of physical parameters of interest. For increasing values of couple stress parameter, there is an increase in minimum film thickness and considerable decrease (in height as well as spread) of pressure spike. Also, the sensitivity of height and spread of pressure spike as a function of load, couple stress parameter and other parameters are investigated.

A Newton multigrid method for steady-state shallow water equations with topography and dry areas

The paper develops a Newton multigrid (MG) method for one- and two-dimensional steady-state shallow water equations (SWEs) with topography and dry areas.It solves the nonlinear system arising from the well-balanced finite volume discretization of the steady-state SWEs by using Newton's method as the outer iteration and a geometric MG method with the block symmetric Gauss-Seidel smoother as the inner iteration. The proposed Newton MG method makes use of the local residual to regularize the Jacobian matrix of the Newton iteration, and can handle the steady-state problem with wet/dry transitions. Several numerical experiments are conducted to demonstrate the efficiency, robustness, and well-balanced property of the proposed method. The relation between the convergence behavior of the Newton MG method and the distribution of the eigenvalues of the iteration matrix is detailedly discussed.

Elastohydrodynamic Lubrication in Ball Thrust Bearing

This paper presents the theoretical characteristics of elastohydrodynamic lubrication (EHL) in point contact under steady operating conditions of ball bearing thrust bearing. The numerical simulations employed a finite different method, Newton Raphson method and multigrid method to solve the modified Reynolds equation with a Non-Newtonian fluid. The general numerical schemes are implemented to investigate the profile of pressure and film thickness, with varying applied loads viscosity of lubricants and speeds. The results show that the applied load has significant effect on the film thickness profile. The contact is increase area but film thickness decrease as the applied load increase. The minimum film thickness and friction coefficient both increase significantly as viscosity of lubricant is increased. The increasing of surface velocity, the film thickness increase but film pressure decrease.

A new semi-smooth Newton multigrid method for control-constrained semi-linear elliptic PDE problems

In this paper a new multigrid algorithm is proposed to accelerate the convergence of the semi-smooth Newton method that is applied to the first order necessary optimality systems arising from a class of semi-linear control-constrained elliptic optimal control problems. Under admissible assumptions on the nonlinearity, the discretized Jacobian matrix is proved to have an uniformly bounded inverse with respect to mesh size. Different from current available approaches, a new numerical implementation that leads to a robust multigrid solver is employed to coarsen the grid operator. Numerical simulations are provided to illustrate the efficiency of the proposed method, which shows to be computationally more efficient than the full-approximation-storage multigrid in current literature. In particular, our proposed approach achieves a mesh-independent convergence and its performance is highly robust with respect to the regularization parameter.

An adaptive Newton multigrid method for a model of marine ice sheets

In this paper, we consider a model for the time evolution of three-dimensional marine ice sheets. This model combines the Shallow Ice Approximation (SIA) for the ice deformation, the Shallow Shelf Approximation (SSA) for the basal sliding, and the mass conservation principle. At each time step, we solve a scalar p-Laplace minimization-type problem with obstacle (SIA), a vectorial p-Laplace minimization-type problem (SSA) and a transport equation (mass conservation). The two minimization problems are solved using a truncated nonsmooth Newton multigrid method while the transport equation is solved using a vertex-centred finite volume method. Our approach is combined to an heuristic mesh adaptive refinement procedure to face the large gradients of the solution that are expected between the ice sheet and the ice shelf. As applications, we present some simulations of the Marine Ice Sheet Model Intercomparison Project MISMIP (2D and 3D) and validate our results against an analytic solution (2D) and other participant model results (3D). Further numerical results show that the convergence of our Newton multigrid method is insensitive to local refinements making our overall adaptive strategy fully efficient.

Towards an efficient numerical simulation of complex 3D knee joint motion

We present a time-dependent finite element model of the human knee joint of full 3D geometric complexity together with advanced numerical algorithms needed for its simulation. The model comprises bones, cartilage and the major ligaments, while patella and menisci are still missing. Bones are modeled by linear elastic materials, cartilage by linear viscoelastic materials, and ligaments by one-dimensional nonlinear Cosserat rods. In order to capture the dynamical contact problems correctly, we solve the full PDEs of elasticity with strict contact inequalities. The spatio-temporal discretization follows a time layers approach (first time, then space discretization). For the time discretization of the elastic and viscoelastic parts we use a new contact-stabilized Newmark method, while for the Cosserat rods we choose an energy-momentum method. For the space discretization, we use linear finite elements for the elastic and viscoelastic parts and novel geodesic finite elements for the Cosserat rods. The coupled system is solved by a Dirichlet---Neumann method. The large algebraic systems of the bone---cartilage contact problems are solved efficiently by the truncated non-smooth Newton multigrid method.

Newton-Multigrid for Biological Reaction-Diffusion Problems with Random Coefficients

An algebraic Newton-multigrid method is proposed in order to efficiently solve systems of nonlinear reaction-diffusion problems with stochastic coefficients. These problems model the conversion of starch into sugars in growing apples. The stochastic system is first converted into a large coupled system of deterministic equations by applying a stochastic Galerkin finite element discretization. This method leads to high-order accurate stochastic solutions. A stable and high-order time discretization is obtained by applying a fully implicit Runge-Kutta method. After Newton linearization, a point-based algebraic multigrid solution method is applied. In order to decrease the computational cost, alternative multigrid preconditioners are presented. Numerical results demonstrate the convergence properties, robustness and efficiency of the proposed multigrid methods.

A NEWTON-MULTIGRID METHOD FOR NUMERICAL SIMULATION OF SLIDER AIR BEARING

In this paper, a Newton-Multigrid method is presented to solve the numerical simulation of the slider air bearing. For each fixed attitude in the specified grid, the Newton method is used to achieve the pressure distribution of the slider by solving the generalized Reynolds equations discretized by the least square finite difference (LSFD) method. Between the different sizes of grids, full approximation multigrid method is used to accelerate the convergence rate by eliminating the dominating low frequency error mode in the late stages of convergence. From the case study of the slider air bearing, it shows that the Newton-Multigrid method is accurate and efficient for the numerical simulation problem.

A mixed-dimensional finite volume method for two-phase flow in fractured porous media

We present a vertex-centered finite volume method for the fully coupled, fully implicit discretization of two-phase flow in fractured porous media. Fractures are discretely modeled as lower dimensional elements. The method works on unstructured, locally refined grids and on parallel computers with distributed memory. An implicit time discretization is employed and the nonlinear systems of equations are solved with a parallel Newton-multigrid method. Results from two-dimensional and three-dimensional simulations are presented.

A Parallel Newton Multigrid Method for High Order Finite Elements and Its Application to Numerical Existence Proofs for Elliptic Boundary Value Equations

AbstractWe describe a parallel algorithm for the numerical computation of guaranteed bounds for solutions of elliptic boundary value equations of second order. We use C2‐Hermite‐elements and a parallel Newton multigrid method to produce approximations of high accuracy. Then, we compute upper bounds for the defect and enclosures for the eigenvalues of the linearization. In order to obtain verified bounds, these computations are realized in interval arithmetic. The application of the Newton‐Kantorovich‐theorem yields the existence of a solution and error bounds for the approximation. The method is implemented on a 256 processor transputer grid and tested for the Bratu problem – Δu = λ exp(u).