Revision as of 01:53, 8 February 2019

Abstract

This paper proposes an efficient and robust algorithm for solving a physical orthotropy problem. The algorithm is based on choosing the most efficient restriction operator and on an incomplete LU decomposition suited for each orthotropy direction. Local Fourier Analysis (LFA) is carried out in order to increase the efficiency of the multigrid method. Pure diffusion with orthotropy aligned to the coordinate axis x is the model considered. Equations are discretized by Finite Difference Method with uniform grid and second-order numerical scheme. Problems are solved with geometric multigrid method, correction scheme, V-cycle and standard coarsening ratio. The asymptotic convergence factor is calculated for different multigrid components, such as restriction operators, prolongation operators and solvers. Based on the optimum components obtained by LFA, we carried out experiments to analyze the complexity and computational cost of the algorithm proposed. The main conclusion is that the methodology proposed is efficient for the resolution of problems with strong orthotropy.

Keywords: Physical orthotropy; Multigrid components; Diffusion; Local Fourier analysis.

1. Introduction

Computational Fluid Dynamics (CFD) is a branch of Computational Science that studies numerical methods used for simulating fluid flow problems. It is known that these methods usually have a high computational cost. In general, this happens as the problems that have to be solved require the resolution of algebraic equation systems whose coefficient matrices are large and sparse [1].

Linear systems are obtained by discretizing the mathematical model, which consists in approximating, through algebraic equations, each term of the mathematical model for each grid node or point. This process leads to an algebraic equation system of the form

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): A\in{R^{NxN}}

is the coefficient matrix, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle T\in{R^{N}} }
is the variable of interest and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle b\in{R^{N}} }
is the independent vector.

In CFD, the methods that are traditionally employed in this process are: Finite Difference Method (FDM) [2], Finite Volume Method (FVM) [3] and Finite Element Method (FEM) [4].

The algebraic equation system given by Eq. (1) can be solved using direct or iterative methods. In this work, iterative methods were employed due to the aforementioned characteristics of linear systems in CFD (sparse and large coefficients matrices), for which iterative methods are recommended. The multigrid method is one of the most effective methods to accelerate the convergence of iterative methods when solving linear or nonlinear systems, isotropic or anisotropic problems, among others [5-7].

Anisotropic problems are fairly common in Engineering and appear in many phenomena, such as when a material has different heat conduction behaviors in different directions. In this case, the coefficients of the differential equations are distinct among themselves and generate what is called physical anisotropy. Anisotropies can also appear from discretization of grids with different spacing in each direction, for instance, boundary layer problems. This is called geometric anisotropy [5,6]. The efficiency of the multigrid method has not yet been fully achieved for problems with strong anisotropy, either physical or geometric [8].

Physical orthotropy convection problems have been investigated by Rabi and de Lemos [9], who discretized two-dimensional pure diffusion, pure advection and advection-diffusion equations by applying the finite volume method. The multigrid method was employed using correction scheme and V- and W-cycles. The authors presented a study on the different speed ranges, number of grids, number of smoothing steps at each grid level and different solvers. They concluded that there was a significant reduction in the computational effort required for increasing the values of the components of the advection velocity.

Wienands and Joppich [10] presented an in-depth study on the Local Fourier Analysis (LFA) and its application on several problems, including anisotropic problems. The authors calculated the convergence factor of the multigrid method for an anisotropic diffusion equation with different solvers and restriction and prolongation operators.

Johannsen [11] solved an anisotropic diffusion problem using finite volume method for discretizing the equations and 9-point incomplete LU (ILU) decomposition for solving the systems of linear equations. The author employed LFA to demonstrate the superior smoothing properties of ILU.

Oliveira et al. [8] evaluated geometric anisotropy for different grids and aspect ratios. They also assessed some components of the multigrid method, such as: solvers, type of restriction, number of levels and number of inner iterations, among several coarsening algorithms. They concluded that Partial Weighting (PW) had a good performance.

Vinogradova and Krukier [12] solved a three-dimensional advection-diffusion problem with intermediate anisotropy using FDM for discretizing equations and ILU for the resolution of the linear systems. They concluded that the proposed methodology is efficient, however, the coefficients of the mixed derivatives present limitations, which is a disadvantage and has no physical significance.

Vassoler-Rutz et al. [13] analyzed the effect of physical anisotropy on the multigrid method for two anisotropic diffusion problems. They used FAS scheme, V-cycle as well as Modified Strongly Implicit (MSI) and Gauss-Seidel (GS) solvers. They concluded that, for strong anisotropies, the complexity order of the multigrid method is not suitable. 

Several works on the implementation of the multigrid method found in the literature demonstrate that the choice of the multigrid components is crucial for the convergence or not of the method. Trottenberg et al. [6] state that this choice is difficult and thus small changes can considerably improve convergence. In this sense, LFA can help this choice as it allows to predict the performance of the multigrid method, since it provides estimates of the convergence rates based on the variation of the multigrid method components.

Pinto et. al. [14] solved an anisotropic diffusion problem using ILU in triangular grids. They used LFA to highlight the good smoothing properties of the solver and the asymptotic convergence of the multigrid.

Franco et. al. [15] performed LFA in transient problems and obtained the critical value of the parameter that represents the level of space-time anisotropy for 1D and 2D Fourier equations.

Oliveria et. al. [16] solved an 2D anisotropic diffusion equation. The equation was discretized by the Finite Difference Method (FDM) and Central Differencing Scheme (CDS). Correction Scheme (CS). An xy-zebra-GS smoother was proposed, which proved to be efficient and robust for the different anisotropy coefficients. They concluded that, the convergence factors calculated empirically and by LFA are in agreement.

A particular case of anisotropy is denominated orthotropy, which happens when the anisotropy occurs in orthogonal directions. In this work, an efficient and robust method for solving physical orthotropy problems using LFA is proposed. A two-dimensional diffusion mathematical model is considered, in which physical orthotropy appears in the coefficients and it will be denominated diffusion orthotropy. Equations were discretized using FDM with second-order central difference scheme.

The asymptotic convergence factor (Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho_{loc} } ) of the multigrid method was calculated by assessing the ILU solver in different directions [7] as well as several restriction and prolongation operators. The results obtained via LFA were used to assess the influence of the diffusion orthotropy on the computational cost and took into account the CPU time and number of operations in each V-cycle and at the restriction step.

The remainder of this work is organized as follows: section 2 presents the mathematical and numerical models; section 3 discusses considerations regarding the LFA used; section 4 presents the results of the convergence analysis and complexity analysis; and section 5 presents the conclusion.

2. Mathematical and Numerical Models

For the problem presented below, the calculus domain used is given by Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {0}\leq{x}\leq{1} } , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {0}\leq{y}\leq{1} }

and the discretization of the equations is done using a uniform grid with a number of points given by  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle N=N_{x}.N_{y} }
, where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle N_x }
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle N_y }
are the number of points in the directions Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): x
and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): y

, respectively, including the boundaries.

2.1. Mathematical Model and Discretization

A model that exemplifies physical and geometric anisotropy for a two-dimensional diffusion equation is given by Trottenberg et al. (2001) as shown below,

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g=\cos (\alpha ) , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): w=sen\,(\alpha ) , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0\le \alpha \le \frac{\pi }{2}

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0<\varepsilon <<1 
or Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":):  \varepsilon >>1 

.

For Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \alpha =\frac{\pi }{2} , it is considered that the expression given by Eq. (2) is aligned with the axis of the coordinate y, so it becomes

From here, the diffusion orthotropic problem will be assessed by means of the two-dimensional diffusion equation given by Eq. (4) [5,6]

where T is the temperature, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle T_{xx} }

is the second derivative of T as a function of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle x}

, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle T_{yy} }

is the second derivative as a function of  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle y}
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \varepsilon>0 }

.

The source term S and the analytical solution T are given by

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle T(x,y)=({{x}^{2}}-{{x}^{4}})({{y}^{4}}-{{y}^{2}})}

Eq. (4) was discretized using FDM with CDS, resulting in

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): T

is the unknown of the system.

Figure 1(b) depicts the notation of the grid points in Fig. 1(a). The points P (central), W (west), E (east), N (north) and S (south) in Fig. 1(b) correspond to the points Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (i,j),(i-1,j),(i+1,j),(i,j+1),(i,j-1)}

in Fig. 1(a), respectively.               

The classic 5-point finite difference is not convergent for cases of general anisotropy, such as the example given by the full tensor \left( \begin{matrix}

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left( \begin{matrix}       {{k}_{11}} & {{k}_{12}}  \\       {{k}_{21}} & {{k}_{22}}  \\    \end{matrix} \right)    

.

Therefore, this methodology cannot be generalized to any type of anisotropic problem. In this paper, we analyze a specific case of anisotropy given by the tensor

 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left( \begin{matrix}      \varepsilon  & 0  \\      0 & 1  \\   \end{matrix} \right)   

,

which represents a case of orthotropy.

The discretization of Eq. (4) results in Eq. (6), and for the inner points, considering Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle h_{x}^{{}}=\frac{1}{N_{x}^{{}}-1}}

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle h_{y}^{{}}=\frac{1}{N_{y}^{{}}-1}}

For the boundaries north, south, east and west,Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {{a}_{P}}=1 } , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{a}_{W}}={{a}_{E}}={{a}_{N}}={{a}_{S}}=0 .

2.2. Multigrid Method and Computational Details

The multigrid method accelerates the convergence rate of iterative methods. It consists in employing a group of grids with different refinement levels. At each refinement level of the grid, the more oscillatory errors are smoothed, and only low frequency errors remain. After passing to another grid, the remaining low frequency errors become more oscillatory. The efficiency of this process, called smoothing, depends on the choice of a suitable solver.

For employing multigrid, besides a solver with good smoothing properties, grid transfer operators are required (restriction and prolongation).

In [8] and [17], restriction through partial weighting in the directions x and y, henceforth denoted by Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \text{P}{{\text{W}}_{\text{x}}}  and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \text{P}{{\text{W}}_{\text{y}}} , respectively, applied in problems involving geometric anisotropy was proposed. These operators are given in stencil notation as

: Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle I_{h}^{2h}=\frac{1}{4}{{\left[ \begin{matrix}    0 & 0 & 0  \\    1 & 2 & 1  \\    0 & 0 & 0  \\ \end{matrix} \right]}_{h}}     }

: Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): I_{h}^{2h}=\frac{1}{4}{{\left[ \begin{matrix}    0 & 1 & 0  \\    0 & 2 & 0  \\    0 & 1 & 0  \\ \end{matrix} \right]}_{h}} 

In this work, such restriction was combined with 7-point incomplete LU decomposition (henceforth denoted by ILU). According to [18], this decomposition has a better convergence factor than 5-point incomplete LU decomposition for orthotropic problems.

In Eq. (4), discretized using FDM, the stencil for the 5-point Laplacian operator is given by

The Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{ILU}

decomposition of the same operator will be given by

note that in this case, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle b=f=0} .

Thus, the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{ILU}

decomposition is represented by:

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{L}_{h}}

  is the stencil of a lower triangular matrix,     Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\overset{\hat{\ }}{\mathop{U}}\,}_{h}}
is the stencil of an upper triangular matrix and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{R}_{h}}
is the residual matrix.

The iterative process for solving Eq. (4) can be:

Depending on the ordination of the grid points, different directions can be obtained for the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{ILU}

decomposition. In lexicographical order,  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}}
[18], is given by

Another example of ordination for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{ILU} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{NE}}}

[18], is given by

The linear system given by Eq. (1) was solved using geometric multigrid method [5,6] with correction scheme (CS), V-cycle and zero initial estimate.

The coarsening ratio is given by Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): r=2

(standard coarsening) [18]. The grid transfer operators employed were: Injection Restriction (INJ), Half Weighting (HW), Full Weighting (FW) (see [6]), Partial Weighting in Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle x}
(Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}
), Partial Weighting in Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle y}
(Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{y}}

) as well as prolongation by bilinear interpolation and 7-point interpolation. The systems of equations obtained by means of discretization were resolved using 7-point ILU solvers in different directions (Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{NE}}} , among others).

The stop criterion used to interrupt the iterative process is based on the dimensionless residual norm. The residual of the system of algebraic equation is defined by

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): T^m

is the solution of the unknown in the iteration Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): m

.

Considering Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{L}^{m}}={{\left\| r_{{}}^{m} \right\|}_{1}}

and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{L}^{0}}={{\left\| R_{{}}^{0} \right\|}_{1}}

, if Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \frac{{{L}^{m}}}{{{L}^{0}}}\le tol

the iterative process is interrupted if  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): tol={{10}^{-10}}
.

Double precision arithmetic was used for the simulations. The numerical codes were implemented in the Fortran 2003 language, using the Intel 9.1 Visual Fortran application. All numerical results were obtained in a computer with Intel Core i7 2.66 GHz processor, 16 GB RAM and Windows 8 operating system, 64-bit version.

3. Local Fourier Analysis

LFA allows to predict the performance of the multigrid method as it supplies estimates of the convergence rate of its components. Therefore, LFA becomes a powerful tool in quantitative analysis and in the research of efficient multigrid methods.

In order to perform the LFA, general discrete linear operators with constant coefficients are considered, which are defined in an infinite grid Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): G_h

, where the influence of the boundaries can be dismissed [6].

Consider the grid functions of the form of

, with  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \theta =({{\theta }_{1}},{{\theta }_{2}})\in {{R}^{2}}}
,

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): x

varies in the infinite grid  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): G_h
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \theta
is a parameter that characterize the frequency of the function concerning to grid  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): G_h
.

For Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): -\pi \le \theta <\pi

, every function of the grid  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\phi }_{h}}\left( \theta ,x \right)
are eigenfunctions of a discrete operator that can be written as a stencil.

Thus,

where

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{s}_{k}}

is the stencil notation of the operator, were Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): k\in \{(-1,-1),\,(-1,0),(-1,1),...,(1,-1),(1,0),(1,1)\}
for  the 5-point stencil. 

In order to smooth as well as to analyze the two grids, it is necessary to distinguish between components of low and high frequency of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): G_h

and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): G_{2h}
.

It is known that [6] only

with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle -\frac{\pi }{2}\le \theta <\frac{\pi }{2}}

are visible in Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): G_h

.

For each Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \bar{\theta }\in \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)\times \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)} , three other frequency components Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\phi }_{h}}\left( \theta ,x \right)

with  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \theta \in [-\pi ,\pi )\times [-\pi ,\pi )}
coincide in  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): G_{2h}
with  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\phi }_{h}}\left( \bar{\theta },x \right)
and are not visible in  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): G_{2h}
. Therefore, the low- and high-frequency components are defined as follows:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varphi

is a low-frequency componentFailed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \Leftrightarrow \theta \in {{T}^{low}}=\left[ -\frac{\pi }{2},\frac{\pi }{2} \right)\times \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varphi

is a high-frequency componentFailed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \Leftrightarrow \theta \in {{T}^{high}}=\left[ -\pi ,\pi  \right)\times \left[ -\pi ,\pi  \right)\backslash \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)\times \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)

. See Fig. 2.

Considering the frequencies

the correction operator of the coarse grid is given by Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): K_{h}^{2h}

ans is represented by a 4x4 matrix  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \hat{K}_{h}^{2h}
, as follows

with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \theta \in {{T}^{low}}

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \hat{I}_{h}^{{}}

is represented by a 4x4 identity matrix.

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\hat{L}}_{h}}(\theta )

is the 4x4 matrix:

,

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\tilde{L}}_{h}}

are eigenvalues, evaluated by Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\tilde{L}}_{h}}(\theta )=\sum\limits_{\kappa }{{{s}_{\kappa }}{{e}^{i{{\theta }^{\alpha }}\kappa }}}

, and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{s}_{\kappa }}\in R

are stencil coefficients. (see [7])

The discrete Laplace operator given by Eq. (9) is represented by:

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\tilde{L}}_{1}}=(2+2\varepsilon )-2(\varepsilon \cos ({{\theta }_{1}})+\cos ({{\theta }_{2}})) , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\tilde{L}}_{2}}=(2+2\varepsilon )-2(\varepsilon \cos ({{\bar{\theta }}_{1}})+\cos ({{\bar{\theta }}_{2}})) , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\tilde{L}}_{3}}=(2+2\varepsilon )-2(\varepsilon \cos ({{\bar{\theta }}_{1}})+\cos ({{\theta }_{2}}))

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\tilde{L}}_{4}}=(2+2\varepsilon )-2(\varepsilon \cos ({{\theta }_{1}})+\cos ({{\bar{\theta }}_{2}}))

.

The restriction operator Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \hat{I}_{h}^{2h}(\theta )

is a 1x4 matrix, and is given by:

For the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{INJ}

restricion operator,  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \overset{\tilde{\ }}{\mathop{I_{h}^{2h}}}\,\left( {{\theta }^{\alpha }} \right)=1

, for the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{HW}

restriction operator, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \overset{\tilde{\ }}{\mathop{I_{h}^{2h}}}\,\left( {{\theta }^{\alpha }} \right)=\frac{1}{4}(2+\cos {{\bar{\theta }}_{1}}+\cos {{\bar{\theta }}_{2}})

, for the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}

restriction operator, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \overset{\tilde{\ }}{\mathop{I_{h}^{2h}}}\,\left( {{\theta }^{\alpha }} \right)=\frac{1}{4}(1+\cos {{\bar{\theta }}_{1}})(1+\cos {{\bar{\theta }}_{2}})

, for the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

(see Eq.(8)), Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \overset{\tilde{\ }}{\mathop{I_{h}^{2h}}}\,\left( {{\theta }^{\alpha }} \right)=\frac{1}{2}(1+\cos {{\bar{\theta }}_{1}})
and for the  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{y}}
(see Eq.(8)), Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \overset{\tilde{\ }}{\mathop{I_{h}^{2h}}}\,\left( {{\theta }^{\alpha }} \right)=\frac{1}{2}(1+\cos {{\bar{\theta }}_{2}})

.

The prolongation operator Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \hat{I}_{2h}^{h}(\theta )

is a 4x1 matrix, and is given by:

For the bilinear prolongation operator, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \overset{\tilde{\ }}{\mathop{I_{2h}^{h}}}\,\left( {{\theta }^{\alpha }} \right)=(1+\cos {{\bar{\theta }}_{1}})(1+\cos {{\bar{\theta }}_{2}})

and for the 7-point prolongation operator, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \overset{\tilde{\ }}{\mathop{I_{2h}^{h}}}\,\left( {{\theta }^{\alpha }} \right)=\left( 1+\cos {{{\bar{\theta }}}_{1}}+\cos {{{\bar{\theta }}}_{2}}+\cos ({{{\bar{\theta }}}_{1}}-{{{\bar{\theta }}}_{2}}) \right)
[10]. 

The operator of the grid coarse Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\left( {{{\hat{L}}}_{2h}}(2\theta ) \right)}^{-1}}

is a 1x1 matrix, and for the discrete Laplace operators, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\tilde{L}}_{2h}}

is represented by Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\tilde{L}}_{2h}}\,(2\theta )=\sum\limits_{k}{{{s}_{k,2h}}{{e}^{i2\,\theta \,k}}} or Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\tilde{L}}_{2h}}=\frac{(2+2\varepsilon )-2(\varepsilon \cos (2{{\theta }_{1}})+\cos (2{{\theta }_{2}}))}{2{{h}^{2}}} .

A representation for the operator of two grids Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle M_{h}^{2h}}

can be obtained by a matrix  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \hat{M}_{h}^{2h}(\theta )
of the form

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \hat{K}_{h}^{2h}(\theta )

is given by Eq. (21) and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\hat{S}}_{h}}(\theta )
is a 4x4 matrix and represents the smoothing operator  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{S}_{h}}(\theta )
given by:

In order to perform the LFA using the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mbox{ILU}}

solver, the smoothing operator Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{S}_{h}}

, according to [6], is given by

with

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\lambda }_{h}}(\theta )=1 , for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \lambda _{h}^{R}(\theta )\,={{p}_{1}}{{e}^{i(2{{\theta }_{1}}-{{\theta }_{2}})}}+{{p}_{3}}+{{p}_{2}}{{e}^{i(-2{{\theta }_{1}}+{{\theta }_{2}})}}

and for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{NE}}}

, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \lambda _{h}^{R}(\theta )\,={{p}_{1}}{{e}^{i(-{{\theta }_{1}}+2{{\theta }_{2}})}}+{{p}_{3}}+{{p}_{2}}{{e}^{i({{\theta }_{1}}-2{{\theta }_{2}})}}. .

The asymptotic convergence factor Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho \left( M_{h}^{2h} \right)

can be calculated by

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \Lambda =\left\{ \theta \in {{T}^{low}}:\,{{{\tilde{L}}}_{h}}(\theta )=0\,\,\text{or}\,\,{{{\tilde{L}}}_{2h}}(\theta )=0 \right\}

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho \left( \hat{M}_{h}^{2h}(\theta ) \right)
is the spectral radius of the 4x4 matrix Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \hat{M}_{h}^{2h}(\theta )

.

In this work, LFA was used to determine the asymptotic convergence factor of the multigrid method Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\rho \left( M_{h}^{2h} \right)={{\rho }_{loc}}\bigr)

combining Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{ILU}
solvers in several directions (such as  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}}
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{NE}}}

), Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW} , HW, INJ, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{y}}
restriction operators and bilinear and 7-point prolongation operators.

4. Numerical Results

An orthotropic diffusion equation was solved using 7-point ILU solver in different directions. Several restriction operators and two prolongation operators were employed. We proposed an algorithm that presents the lowest asymptotic convergence factor values and the lowest computational cost for the multigrid method.

Equation (4) was assessed for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{\kappa }}

 and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{-\kappa }}

, with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \kappa \in \Kappa =\{0,\,\,1,\,\,2,\,\,3,\,\,4,\,\,5,\,\,6,\,\,7\} . When Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{\kappa }}

or Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{-\kappa }}
in this work, there is symmetric orthotropy. For instance, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{2 }}
is an orthotropy symmetric to  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{-2}}

.

Section 4.1 presents the convergence analysis by means of LFA. Only the optimum components obtained via LFA will be used in the complexity analysis in section 4.2.

4.1. Convergence Analysis

Figure 3 depicts Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}} , given by Eq. (30), with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mbox{ILU}}

in the EN, NE, ES, SE directions, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
restriction, bilinear prolongation, number of inner iterations Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): v=2

, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{\kappa }}

and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{-\kappa }}

, with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \kappa \in K .

versus orthotropy coefficients Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon\bigr)
with  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mbox{ILU}}
in different directions.

It is noticed that for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0<\varepsilon<<1 , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}}

has a good performance. For Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon>>1

, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\mbox{ILU}}_{\mbox{NE}}

also has a good performance, that is, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}<<1

. By using Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mbox{ILU}}

solvers in the ES and SE directions, the multigrid method did not present a good performance for any of the orthotropy coefficients studied.

For the analyses presented below, tests were carried out using only the solvers that had the best performances in previous analysis.

Figure 4 presents Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}

using as solvers,  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}}
for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0<\varepsilon<<1
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{NE}}}
for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon>>1

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \nu =2

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}

restriction; 7-point and bilinear prolongation; Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{\kappa }}
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{-\kappa }}

, with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \kappa \in K .

versus orthotropy coefficients Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon\bigr)
with different interpolation operators.

It can be observed that the restriction|prolongation combinations Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW} |bilinear and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW} |7-points had a good performance Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl({{\rho }_{loc}}<<1\bigr)

and presented very similar convergence factors.

Bilinear prolongation operator was used in the following analysis as it is easy to program and demands fewer memory resources. The asymptotic convergence factors were compared with different restriction operators.

Figure 5 presents Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}

using as solvers,  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}}
for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0<\varepsilon<<1
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{NE}}}
for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon>>1

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \nu =2

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}

, HW, INJ, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{y}}
restriction; bilinear prolongation; Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{\kappa }}
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{-\kappa }}

, with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \kappa \in K .

versus orthotropy coefficients Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon\bigr)
with different restriction operators.

Figure 5 demonstrates that for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{\kappa }}

and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{-\kappa }}

, with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \kappa \in K

(symmetric orthotropies), Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}
presents very similar values. It is noted that for orthotropic problems Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\kappa\neq0\bigr)

, the lowest values for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}

are achieved with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}
restriction, which show very similar values.

Based on the results presented, we propose Algorithm 1, which combines ILU solver in different directions, with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}
restrictions. The algorithm is presented below. The abbreviation REST, used in the algorithm represents any of the restrictions (Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
or  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

) previously defined.

Algorithm 1:

_____________________________________________________________________________________

if Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon >1

then

Apply Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{NE}}}

smoothing with REST restriction

else if Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon =1

then

Apply Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{NE}}}

smoothing with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
restriction

else

Apply Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}}

REST restriction

end if

_____________________________________________________________________________________

Remark 1: Pinto et. al. [14] solved an anisotropic diffusion problem using ILU in triangular grids and several anisotropies not aligned with x or y. The authors noted that ILU_NE and ILU_EN were efficient for some of the anisotropies, making it is possible to adapt this algorithm to an alternating form so it will work well for any anisotropy.

Remark 2:   One of the biggest problems in the literature is the numerical resolution of the Navier-Stokes equation. Depending on its numerical formulation (simplec, projections [19]), a great computational effort is required at the numerical solution of the continuity equation, which can be represented by Poisson’s equation. Moreover, the algorithm depends on the mesh sweep and is independent of the complexity of the proposed problem equation. Therefore, this algorithm can be adapted to certain orthotropic problems with a certain degree of complexity.

Next, the asymptotic convergence factor Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}} , calculated by LFA, and the empiric asymptotic convergence factor Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_h , for different orthotropy coefficients, are presented.

Figure 6 shows Algorithm 1 with REST Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle ={\mbox{PW}}_\mbox{x}}

, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \nu =2
and bilinear prolongation.

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_h
versus orthotropy coefficients Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon\bigr)

It is observed that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_{loc} \approx \rho_{h} <<1

 for every orthotropy coefficients assessed. Furthermore, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}
calculated by LFA is in accordance with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_h
calculated experimentally.

Figure 7 depicts the numerical asymptotic convergence factor Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}

calculated by LFA and the experimental asymptotic convergence factor Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_h

, for different orthotropy coefficients for different grids. Algorithm 1 with REST = Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \nu=2

and bilinear prolongation was used. As the grid  becomes more refined, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_{h} \rightarrow\rho_{loc} 
for every orthotropy coefficient analyzed, what demonstrates the robustness of the methodology assessed.

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_h
versus orthotropy coefficients Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon\bigr)
for different number of grid points.

Some of the data presented in Figure 7 can be better visualized in Tab. 1.

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_h
for some orthotropy coefficients Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon\bigr)
and different number of grid points.

Next section presents the complexity analysis of multigrid. For the analysis, multigrid was built with the components that had the best convergence factors according to LFA. In addition, a comparison between partial weighting and full weighting will be presented.

4.2. Complexity Analysis

In order to assess the effect of the number of unknowns on CPU time, optimum components obtained via LFA were used. Figures 8 (a) and 8 (b) show, for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}

and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}
restrictions, respectively, that for the isotropic problem Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon=1\bigr)

, the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle t_{CPU}}

is not lower. As the problem becomes more orthotropic Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(0<\varepsilon<<1\,\,\,\text{or}\,\,\,\varepsilon>>1\bigr) 

, the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): t_{CPU}

decreases for every N value assessed. For every orthotropy coefficient assessed, the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): t_{CPU}
with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
restriction is very similar to the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): t_{CPU}
with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}
restriction, that is,  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle t_{CPU}\left(FW\right)\approx t_{CPU}\left({\mbox{PW}}_\mbox{x}\right)}
.

It is also observed for symmetric orthotropies Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon ={{10}^{-\kappa }}\,\,\,\text{and}\,\,\,\varepsilon ={{10}^{\kappa }}\bigr)

with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \kappa\in\{1,2,3,4\}

, that the values of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): t_{CPU}

obtained are extremely similar.

In order to assess the performance of the multigrid method with different anisotropy coefficients, a curve adjustment of the form Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{t}_{CPU}}=c{{N}^{p}}

[20] was made, where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): p
represents the complexity order of the solver, N is the number of grid points andFailed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): N
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): c
is a constant that depends on the method. The closer the value of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): p
is to one, the better the performance of the method used. Ideally, multigrid presents Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): p=1

, what means that the CPU time grows linearly with the increase of N. Results are shown in Table 2 for both restrictions assessedFailed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): N

(Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

).

One can observe in Tab. 2 that, for every orthotropy employed, the multigrid method has a good performance, since Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): p\approx1

in every case. These results prove the efficiency and robustness of Algorithm 1, proposed in this work.

for different orthotropy coefficients Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon\bigr)

The values obtained for the convergence factor, presented in section 4.1, and for the complexity order concerning to the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \text{PW}_x

and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
restriction operators (Tab. 2) are quite similar and thus insufficient to decide which one results in a more efficient algorithm.

To complement the analysis, the number of arithmetical operations performed in each V-cycle and at the restriction step for each one of the operators was assessed.

These arithmetical operations concern to floating-point operations (flops) performed during the iterative process and are not affect by the hardware used. Each addition, multiplication and division operation correspond to 1 flop.

Tests were carried out for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): N_{10}=10

(Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): N_{10}
is the number of points of the finest grid, considering a problem whose maximum number of levels is Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): L_{\text{max}}=10

) and for some values of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon . Tab. 3 presents the ratio between number of flops of a V-cycle and number of points of the finest grid Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): N_{10} . Tab. 4 shows the ratio between number of flops performed in each restriction and the number of points of the finest grid Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): N_{10}

According to Tab. 3, the multigrid cycle that requires the lowest number of flops is the cone with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

operator, except for the isotropic case Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \bigl(\varepsilon=1\bigr)

. Considering only the restriction step, results presented in Tab. 4 show a great advantage of the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

operator over the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
operator regarding the number of flops performed. For every case, the number of flops for  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}
is roughly 75% lower than the number of flops for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}

.

Remark 3: 75% of the reduction in the number of operations in the restriction was expected. However, this has little impact on the total cost of the cycle, which shows the great concentration of operations in the execution of the solver.

The remaining orthotropy coefficients assessed showed similar performances to those presented in Fig. 5 and Tables 3 and 4, what confirms the efficiency and robustness of the algorithm proposed, in addition to the low computational cost with the use of the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

operator.

5. Conclusions

- For the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{ILU}

directions assessed (EN, NE, ES, SE) for standard multigrid method (Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
restriction operator and bilinear prolongation), it is concluded that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_{loc}\approx0.02
when using  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}}
for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0<\varepsilon<<1
and  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{NE}}}
for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon>>1

.

- With Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}

restriction,  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}}
for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0<\varepsilon<<1
and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\mbox{ILU}}_{\mbox{NE}}
for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon>>1

, results showed that the 7-point and bilinear prolongation operators presented a similar performance, and for every value of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon

assessed, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho_{loc}<<1
was obtained.  

- With bilinear interpolation, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{ILU}}_{\mbox{EN}}}

for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0<\varepsilon <<1
and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\mbox{ILU}}_{\mbox{NE}}
for  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon>>1

, the lowest values of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}

are obtained with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}
restriction operators, and the values of  Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}
with these operators are very similar.  

- Using Algorithm 1, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{loc}}\approx{{\rho }_{h}}<<1

 for every orthotropy coefficient assessed and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\rho }_{h}}\to {{\rho }_{loc}}
as the grid becomes more refined.

- The Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle t_{CPU}\left(\mbox{FW}\right)\approx t_{CPU}\left({\mbox{PW}}_\mbox{x}\right)}

for every value of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon
assessed.

- The complexity order Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): p

of the multigrid method with Algorithm 1 is close to one for every orthotropy assessed. For Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \varepsilon ={{10}^{-4}}

, for example, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): p=1.07747

with this algorithm.

- The computational cost of multigrid depends on the number of flops of the restriction in a V-cycle. Using Algorithm 1 with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

restriction, the computational cost is 75% lower than with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mbox{FW}
restriction.

- The Algorithm 1 with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle {\mbox{PW}}_\mbox{x}}

restriction proposed in this work is efficient, robust and has low computational cost.

Acknowledgements

The authors would like to acknowledge the Graduate Program in Numerical Methods for Engineering (PPGMNE) of the Federal University of Parana (UFPR). The first author would like to thank the Federal Institute of Education, Science and Technology of Santa Catarina (IFSC) for the financial support.

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