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== Abstract ==
 
== Abstract ==
In this work it is proposed an efficient and robust algorithm for the solution of a physical anisotropy problem. This algorithm is based on the choice of the most efficient restriction operator and on an incomplete LU decomposition suited for each anisotropy direction. Local Fourier analysis is carried out in order to assist the project of an efficient multigrid method. The model considered is pure diffusion with anisotropy aligned to the coordinate axis ''x. ''Finite difference method with uniform grid and second-order numerical scheme is used for the discretization of equations. 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, experiments are carried out for the analysis of complexity and computational cost for the algorithm proposed. The main conclusion is that the methodology proposed is efficient for the resolution of problems with strong anisotropy.
+
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 anisotropy; Multigrid components; Diffusion; Local Fourier analysis.
+
'''Keywords''': Physical orthotropy, multigrid components, diffusion, local Fourier analysis
  
== <br />1. Introduction ==
+
==1. Introduction ==
Computational Fluid Dynamics (CFD) is a branch of Computational Science that studies numerical methods for the simulation of fluid flows problems. It is known that these methods usually require a high computational cost. In general, this happens because the problems that have to be solved require the resolution of algebraic equation systems whose coefficients matrices are large and sparse [1].
+
  
Linear systems are obtained with discretization of 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
+
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
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
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</math> is the independent vector.
 
</math> is the independent vector.
  
In CFD, the methods traditionally employed in this process are: Finite Difference Method (FDM) [2], Finite Volume Method (FVM) [3] and Finite Element Method (FEM) [4].
+
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 for the resolution of linear or nonlinear systems, isotropic or anisotropic problems, among others [5-7].
+
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 in the case of a material with different heat conduction behaviors for 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].
+
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 anisotropy problems have been investigated by Rabi and de Lemos [9], who discretized the two-dimensional advection-diffusion equation combining null and constant coefficients. Finite volume method was used in the discretization of the equations. Multigrid method was employed using correction scheme, Gauss-Seidel solver and V- and W-cycles. The authors presented a study of the different speed ranges (null and constant), 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 when the speed range values were increased.
+
Physical anisotropic 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, which included anisotropic problems. The authors calculated the convergence factor of the multigrid method for the anisotropic diffusion equation with different solvers and restriction and prolongation operators.
+
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 method for solving the linear equations systems. The author employed LFA to demonstrate the superior smoothing properties of ILU.
+
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] assessed 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.
+
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 the discretization of the equations and ILU for the resolution of the linear equation systems. They concluded that the proposed methodology is efficient, but it has the disadvantage of having limitations in the coefficients of the mixed derivatives, which has no physical meaning.
+
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. [11] analyzed the effect of physical anisotropy on multigrid method for two anisotropic diffusion problems. They used FAS scheme, V-cycle, and 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.
+
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 these choices are difficult and thus small changes can considerably improve convergence. In this sense, LFA can assist these choices as it allows to predict the performance of the multigrid method, since it provides estimates of the converge rates based on the variation of the multigrid method components.
+
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 the anisotropic diffusion problem using ILU in triangular grids. They used LFA to show the good smoothing properties of the solver and the asymptotic convergence of the multigrid.
+
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. [13] performed LFA in transient problems and obtained the critical value of the parameter that represents the level of space-time anisotropy for the 1D and 2D Fourier equations.
+
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.  
  
In this work, an efficient and robust method for solving physical anisotropy problems using LFA is proposed. A two-dimensional diffusion mathematical model is considered, in which physical anisotropy appears in the coefficients and it will be denominated diffusion anisotropy. Equations were discretized using FDM with second-order central difference scheme.
+
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 (<math display="inline">\rho_{loc}
 
The asymptotic convergence factor (<math display="inline">\rho_{loc}
</math>) of the multigrid method was calculated through assessment of the ILU solver in different directions [7] and several restriction and prolongation operators. The results obtained by means of LFA were used to assess the influence of physical anisotropy on computational cost by means of CPU time and number of operations in each V-cycle and at the restriction step.
+
</math>) 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. Section 5 presents the conclusion.
+
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 ==
 
== 2. Mathematical and Numerical Models ==
 +
 
For the problem presented below, the calculus domain used is given by  <math display="inline">{0}\leq{x}\leq{1}
 
For the problem presented below, the calculus domain used is given by  <math display="inline">{0}\leq{x}\leq{1}
 
</math>, <math display="inline">{0}\leq{y}\leq{1}
 
</math>, <math display="inline">{0}\leq{y}\leq{1}
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===2.1. Mathematical Model and Discretization===
 
===2.1. Mathematical Model and Discretization===
  
The diffusion anisotropy problem will be assessed through the two-dimension diffusion equation given by Eq. (2) [5,6]
+
A model that exemplifies physical and geometric anisotropy for a two-dimensional diffusion equation is given by Trottenberg et al. (2001) as shown below,
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
Line 68: Line 72:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>\begin{cases} \varepsilon T_{xx}-T_{yy}=S \\ T(0,y)=T(x,0)=T(x,1)=T(1,y)=0 \end{cases}
+
| <math display="block">-\left| {{g}^{2}}+\varepsilon \,{{w}^{2}} \right|\,{{u}_{xx}}+2\left( 1-\varepsilon  \right)g\,w\,{{u}_{xy}}-\left| {{w}^{2}}+\varepsilon \,{{g}^{2}} \right|\,{{u}_{yy}}=S
 
</math>
 
</math>
 
|}
 
|}
Line 74: Line 78:
 
|}
 
|}
  
 +
where <math>g=\cos (\alpha )
 +
</math>, <math>w=sen\,(\alpha )
 +
</math>, <math>0\le \alpha \le \frac{\pi }{2}
 +
</math> and <math>0<\varepsilon <<1
 +
</math> or <math> \varepsilon >>1
 +
</math>.
 +
 +
For <math>\alpha =\frac{\pi }{2}
 +
</math>, it is considered that the expression given by Eq. (2) is aligned with the axis of the coordinate ''y'', so it becomes
 +
 +
 +
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
 +
|-
 +
|
 +
{| style="text-align: center; margin:auto;width: 100%;"
 +
|-
 +
| <math display="block">-\varepsilon \,{{u}_{xx}}-\,{{u}_{yy}}=S.
 +
</math>
 +
|}
 +
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(3)
 +
|}
 +
 +
From here, the diffusion orthotropic problem will be assessed by means of the two-dimensional diffusion equation given by Eq. (4) [5,6]
 +
 +
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;" 
 +
|-
 +
|
 +
{| style="text-align: center; margin:auto;width: 100%;"
 +
|-
 +
| <math display="block">\left\{ \begin{align}
 +
  & -\varepsilon {{T}_{xx}}-\,{{T}_{yy}}=S \\
 +
& T\left( 0,y \right)=T\left( x,0 \right)=T\left( x,1 \right)=T\left( 1,y \right)=0 \\
 +
\end{align} \right.
 +
 +
</math>
 +
|}
 +
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(4)
 +
|}
  
 
where ''T'' is the temperature, <math display="inline">T_{xx}
 
where ''T'' is the temperature, <math display="inline">T_{xx}
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| <math display="inline">S=2\left[ \varepsilon \left( 1-6{{x}^{2}} \right){{y}^{2}}\left( 1-{{y}^{2}} \right)+\left( 1-6{{y}^{2}} \right){{x}^{2}}\left( 1-{{x}^{2}} \right) \right]</math> and <math display="inline">T(x,y)=({{x}^{2}}-{{x}^{4}})({{y}^{4}}-{{y}^{2}})</math>.       
 
| <math display="inline">S=2\left[ \varepsilon \left( 1-6{{x}^{2}} \right){{y}^{2}}\left( 1-{{y}^{2}} \right)+\left( 1-6{{y}^{2}} \right){{x}^{2}}\left( 1-{{x}^{2}} \right) \right]</math> and <math display="inline">T(x,y)=({{x}^{2}}-{{x}^{4}})({{y}^{4}}-{{y}^{2}})</math>.       
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(3)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(5)
 
|}
 
|}
  
 
+
Eq. (4) was discretized using FDM with CDS, resulting in
Eq. (2) was discretized using FDM with CDS, resulting in
+
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
|-
 
|-
 
|<math>{{a}_{P}}{{T}_{P}}+{{a}_{W}}{{T}_{W}}+{{a}_{N}}{{T}_{N}}+{{a}_{E}}{{T}_{E}}+{{a}_{S}}{{T}_{S}}={{b}_{P}}</math>,
 
|<math>{{a}_{P}}{{T}_{P}}+{{a}_{W}}{{T}_{W}}+{{a}_{N}}{{T}_{N}}+{{a}_{E}}{{T}_{E}}+{{a}_{S}}{{T}_{S}}={{b}_{P}}</math>,
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(4)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(6)
 
|}
 
|}
  
  
where <math>T</math> is the system unknown.
+
where <math>T</math> is the unknown of the system.
 +
 
 +
[[#img-1|Figure 1]](b) depicts the notation of the grid points in [[#img-1|Figure 1]](a). The points P (central), W (west), E (east), N (north) and S (south) in [[#img-1|Figure 1]](b) correspond to the points <math display="inline">(i,j),(i-1,j),(i+1,j),(i,j+1),(i,j-1)</math> in [[#img-1|Figure 1]](a), respectively.             
 +
 
 +
<div id='img-1'></div>
 +
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 +
|-
 +
|style="padding:10px;"| [[File:2345.png|thumb|centre]]
 +
|- style="text-align: center; font-size: 75%;"
 +
| colspan="1" style="padding:10px;"| '''Figure 1'''. Points of a uniform two-dimensional grid
 +
|}
  
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 <math display="inline">(i,j),(i-1,j),(i+1,j),(i,j+1),(i,j-1)</math> 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
  
              [[File:Figura1Grazielli.png|centre|thumb]]
 
<nowiki>              </nowiki><span id="_Ref428667097"></span><span id="_Ref428707178"></span>
 
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
|-
 
|-
|
+
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
|Figure 1: Points of a uniform two-dimensional grid.  
+
| <math>\left( \begin{matrix}
 +
      {{k}_{11}} & {{k}_{12}}  \\
 +
      {{k}_{21}} & {{k}_{22}}  \\
 +
  \end{matrix} \right)
 +
  </math>.  
 
|}
 
|}
 +
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |
 
|}
 
|}
  
The discretization of Eq. (2) results in Eq. (4), and for the inner points, considering <math display="inline">h_{x}^{{}}=\frac{1}{N_{x}^{{}}-1}</math> and <math display="inline">h_{y}^{{}}=\frac{1}{N_{y}^{{}}-1}</math>
+
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
 +
 
 +
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;" 
 +
|-
 +
|
 +
{| style="text-align: center; margin:auto;width: 100%;"
 +
|-
 +
| <math>\left( \begin{matrix}
 +
    \varepsilon  & 0  \\
 +
    0 & 1  \\
 +
  \end{matrix} \right)
 +
  </math>,   
 +
|}
 +
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |
 +
|}
 +
 
 +
which represents a case of orthotropy.
 +
 
 +
 
 +
The discretization of Eq. (4) results in Eq. (6), and for the inner points, considering <math display="inline">h_{x}^{{}}=\frac{1}{N_{x}^{{}}-1}</math> and <math display="inline">h_{y}^{{}}=\frac{1}{N_{y}^{{}}-1}</math>
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
Line 126: Line 199:
 
| <math>{{a}_{P}}=\left( \frac{2\varepsilon }{h_{x}^{2}}+\frac{2}{h_{y}^{2}} \right)</math>, <math>{{a}_{W}}={{a}_{E}}=-\frac{\varepsilon }{h_{x}^{2}},  {{a}_{N}}={{a}_{S}}=-\frac{1}{h_{y}^{2}} </math>, <math>{{b}_{P}}={{S}_{P}}</math>.     
 
| <math>{{a}_{P}}=\left( \frac{2\varepsilon }{h_{x}^{2}}+\frac{2}{h_{y}^{2}} \right)</math>, <math>{{a}_{W}}={{a}_{E}}=-\frac{\varepsilon }{h_{x}^{2}},  {{a}_{N}}={{a}_{S}}=-\frac{1}{h_{y}^{2}} </math>, <math>{{b}_{P}}={{S}_{P}}</math>.     
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(5)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(7)
 
|}
 
|}
  
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===2.2. Multigrid Method and Computational Details===
 
===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 grid refinement level, 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.
+
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).
+
For employing multigrid, besides a solver with good smoothing properties, grid transfer operators are required (restriction and prolongation).  
  
In [8] and [16], restriction through partial weighting in the directions <math>x</math> and <math>y</math>, henceforth denoted by <math display="inline">{\mbox{PW}}_\mbox{x}</math> and <math display="inline">{\mbox{PW}}_\mbox{y},</math> respectively, applied in problems involving geometric anisotropy was proposed. These operators, are given in stencil notation as
+
In [8] and [17], restriction through partial weighting in the directions ''x'' and ''y'', henceforth denoted by <math>\text{P}{{\text{W}}_{\text{x}}}
 +
</math> and <math>\text{P}{{\text{W}}_{\text{y}}}
 +
</math>, respectively, applied in problems involving geometric anisotropy was proposed. These operators are given in stencil notation as
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
Line 144: Line 219:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>\text{P}{{\text{W}}_{\text{x}}}</math> : <math display="inline">I_{h}^{2h}=\frac{1}{4}\left( \begin{matrix}
+
| <math>\text{P}{{\text{W}}_{\text{x}}}</math> : <math display="inline">I_{h}^{2h}=\frac{1}{4}{{\left[ \begin{matrix}
 
   0 & 0 & 0  \\
 
   0 & 0 & 0  \\
 
   1 & 2 & 1  \\
 
   1 & 2 & 1  \\
 
   0 & 0 & 0  \\
 
   0 & 0 & 0  \\
\end{matrix} \right)
+
\end{matrix} \right]}_{h}}
  
  
  
</math>, <math>\text{P}{{\text{W}}_{\text{y}}}</math> : <math>I_{h}^{2h}=\frac{1}{4}\left( \begin{matrix}
+
 
 +
</math>, <math>\text{P}{{\text{W}}_{\text{y}}}</math> : <math>I_{h}^{2h}=\frac{1}{4}{{\left[ \begin{matrix}
 
   0 & 1 & 0  \\
 
   0 & 1 & 0  \\
 
   0 & 2 & 0  \\
 
   0 & 2 & 0  \\
 
   0 & 1 & 0  \\
 
   0 & 1 & 0  \\
\end{matrix} \right)</math>.
+
\end{matrix} \right]}_{h}}
 +
</math>.
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(6)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(8)
 
|}
 
|}
  
In this work, such restriction was combined with 7-point incomplete LU decomposition (henceforth denoted by <math>\mbox{ILU}</math>). According to [17], this decomposition has a better convergence factor than 5-point incomplete LU decomposition for anisotropic problems.
+
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. (2), discretized using FDM, the stencil for 5-point Laplacian operator is given by
+
In Eq. (4), discretized using FDM, the stencil for the 5-point Laplacian operator is given by
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
Line 170: Line 247:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>{{L}_{h}}={{\left( \begin{matrix}
+
| <math>{{L}_{h}}={{\left[ \begin{matrix}
 
   0 & -1 & 0  \\
 
   0 & -1 & 0  \\
 
   -\varepsilon  & 2+2\varepsilon  & -\varepsilon  \\
 
   -\varepsilon  & 2+2\varepsilon  & -\varepsilon  \\
 
   0 & -1 & 0  \\
 
   0 & -1 & 0  \\
\end{matrix} \right)}_{h}}
+
\end{matrix} \right]}_{h}}
 
</math>.
 
</math>.
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(7)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(9)
 
|}
 
|}
  
The <math>\mbox{ILU}</math> decomposition of this same operator will be given by
+
The <math>\mbox{ILU}</math> decomposition of the same operator will be given by
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
Line 187: Line 264:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>{{L}_{h}}={{\left( \begin{matrix}
+
| <math>{{L}_{h}}={{\left[ \begin{matrix}
 
   f & g & 0  \\
 
   f & g & 0  \\
 
   c & d & q  \\
 
   c & d & q  \\
 
   0 & a & b  \\
 
   0 & a & b  \\
\end{matrix} \right)}_{h}}
+
\end{matrix} \right]}_{h}}
 +
 
 
</math>,  
 
</math>,  
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(8)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(10)
 
|}
 
|}
  
Line 207: Line 285:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>{{\overset{{}}{\mathop{L}}\,}_{h}}={{\overset{\hat{\ }}{\mathop{L}}\,}_{h}}{{\overset{\hat{\ }}{\mathop{U}}\,}_{h}}-{{R}_{h}}</math>,
+
| <math>{{\overset{{}}{\mathop{L}}\,}_{h}}={{L}_{h}}{{U}_{h}}-{{R}_{h}}</math>,
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(9)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(11)
 
|}
 
|}
  
where <math>{{\overset{\hat{\ }}{\mathop{L}}\,}_{h}}</math>  is a lower triangular matrix,   <math>{{\overset{\hat{\ }}{\mathop{U}}\,}_{h}}</math> is an upper triangular matrix and  <math>{{R}_{h}}</math> is the residual matrix.
+
where <math>{{L}_{h}}</math>  is the stencil of a lower triangular matrix, <math>{{U}_{h}}</math> is the stencil of an upper triangular matrix and  <math>{{R}_{h}}</math> is the residual matrix.
  
 
The iterative process for solving Eq. (4) can be:
 
The iterative process for solving Eq. (4) can be:
Line 223: Line 301:
 
|<math>{{r}^{m}}=b-A{{T}^{m}}</math>,
 
|<math>{{r}^{m}}=b-A{{T}^{m}}</math>,
  
<math>{{\overset{\hat{\ }}{\mathop{L}}\,}_{h}}{{y}^{m}}={{r}^{m}}\,</math>,
+
<math>{{L}_{h}}\,{{y}^{m}}={{r}^{m}}\,</math>,
  
<math>{{\overset{\hat{\ }}{\mathop{U}}\,}_{h}}\,{{\sigma }^{m}}={{y}^{m}}</math>,
+
<math>{{U}_{h}}\,{{\sigma }^{m}}={{y}^{m}}</math>,
  
 
<math>{{T}^{m+1}}={{T}^{m}}+{{\sigma }^{m}}</math>.
 
<math>{{T}^{m+1}}={{T}^{m}}+{{\sigma }^{m}}</math>.
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(10)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(12)
 
|}
 
|}
  
Depending on the ordination of the grid points, different directions can be obtained for the <math>\mbox{ILU}</math> decomposition. In lexicographical order,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> [17], is given by
+
Depending on the ordination of the grid points, different directions can be obtained for the <math>\mbox{ILU}</math> decomposition. In lexicographical order,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> [18], is given by
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
Line 239: Line 317:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>{{\overset{\hat{\ }}{\mathop{L}}\,}_{h}}={{\left( \begin{matrix}
+
| <math>{{L}_{h}}={{\left[ \begin{matrix}
 
   0 & 0 & 0  \\
 
   0 & 0 & 0  \\
 
   \gamma  & \delta  & 0  \\
 
   \gamma  & \delta  & 0  \\
 
   0 & \alpha  & \beta  \\
 
   0 & \alpha  & \beta  \\
\end{matrix} \right)}_{h}}, {{\overset{\hat{\ }}{\mathop{U}}\,}_{h}}={{\left( \begin{matrix}
+
\end{matrix} \right]}_{h}}, {{U}_{h}}={{\left[ \begin{matrix}
 
   \zeta  & \eta  & 0  \\
 
   \zeta  & \eta  & 0  \\
 
   0 & \delta  & \mu  \\
 
   0 & \delta  & \mu  \\
 
   0 & 0 & 0  \\
 
   0 & 0 & 0  \\
\end{matrix} \right)}_{h}}, {{R}_{h}}={{\left( \begin{matrix}
+
\end{matrix} \right]}_{h}}, {{R}_{h}}={{\left[ \begin{matrix}
 
   {{p}_{2}} & 0 & 0 & 0 & {}  \\
 
   {{p}_{2}} & 0 & 0 & 0 & {}  \\
 
   {} & 0 & {{p}_{3}} & 0 & {}  \\
 
   {} & 0 & {{p}_{3}} & 0 & {}  \\
 
   {} & 0 & 0 & 0 & {{p}_{1}}  \\
 
   {} & 0 & 0 & 0 & {{p}_{1}}  \\
\end{matrix} \right)}_{h}}
+
\end{matrix} \right]}_{h}}
 
+
 
</math>.
 
</math>.
  
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(11)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(13)
 
|}
 
|}
  
Another example of ordination for <math>\mbox{ILU}</math>,  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> [17], is given by
+
Another example of ordination for <math>\mbox{ILU}</math>,  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> [18], is given by
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
Line 267: Line 344:
 
|-
 
|-
 
| .
 
| .
<math>{{\overset{\hat{\ }}{\mathop{L}}\,}_{h}}={{\left( \begin{matrix}
+
<math>{{L}_{h}}={{\left[ \begin{matrix}
 
   \zeta  & 0 & 0  \\
 
   \zeta  & 0 & 0  \\
 
   \gamma  & \delta  & 0  \\
 
   \gamma  & \delta  & 0  \\
 
   0 & \alpha  & 0  \\
 
   0 & \alpha  & 0  \\
\end{matrix} \right)}_{h}}, {{\overset{\hat{\ }}{\mathop{U}}\,}_{h}}={{\left( \begin{matrix}
+
\end{matrix} \right]}_{h}}, {{U}_{h}}={{\left[ \begin{matrix}
 
   0 & \eta  & 0  \\
 
   0 & \eta  & 0  \\
 
   0 & \delta  & \mu  \\
 
   0 & \delta  & \mu  \\
 
   0 & 0 & \beta  \\
 
   0 & 0 & \beta  \\
\end{matrix} \right)}_{h}}, {{R}_{h}}={{\left( \begin{matrix}
+
\end{matrix} \right]}_{h}}, {{R}_{h}}={{\left[ \begin{matrix}
 
   {{p}_{1}} & {} & {}  \\
 
   {{p}_{1}} & {} & {}  \\
 
   0 & 0 & 0  \\
 
   0 & 0 & 0  \\
Line 281: Line 358:
 
   0 & 0 & 0  \\
 
   0 & 0 & 0  \\
 
   {} & {} & {{p}_{2}}  \\
 
   {} & {} & {{p}_{2}}  \\
\end{matrix} \right)}_{h}}
+
\end{matrix} \right]}_{h}}
 +
 
 
</math>.
 
</math>.
  
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(12)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(14)
 
|}
 
|}
  
The linear equation system given by Eq. (1) was solved using the geometric multigrid method [5,6] with correction scheme (CS), V-cycle and null initial guess.
+
The linear system given by Eq. (1) was solved using geometric multigrid method [5,6] with correction scheme (CS), V-cycle and zero initial guess.  
  
The coarsening ratio is given by <math>r=2</math> (standard coarsening) [17]. The grid transfer operators employed were: Injection Restriction (INJ), Half Weighting (HW), Full Weighting (<math>\mbox{FW}</math>) (see [6]), Partial Weighting in <math display="inline">x</math> (<math display="inline">{\mbox{PW}}_\mbox{x}</math> ), Partial Weighting in <math display="inline">y</math> (<math display="inline">{\mbox{PW}}_\mbox{y}</math>) and prolongation by bilinear interpolation and 7-point interpolation. The equation systems obtained by means of discretization were resolved using 7-point <math>\mbox{ILU}</math> solvers in different directions (<math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math>, <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math>, among others).
+
The coarsening ratio is given by <math>r=2</math> (standard coarsening) [18]. The grid transfer operators employed were: Injection Restriction (INJ), Half Weighting (HW), Full Weighting (FW) [6], Partial Weighting in <math display="inline">x</math> (<math display="inline">{\mbox{PW}}_\mbox{x}</math> ), Partial Weighting in <math display="inline">y</math> (<math display="inline">{\mbox{PW}}_\mbox{y}</math>) 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 (<math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math>, <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math>, among others).
  
The stop criterion used to interrupt the iterative process is based on the non-dimensional residual norm. The residual of the algebraic equation system is defined by
+
The stop criterion used to interrupt the iterative process is based on the nondimensionlized residual norm. The residual of the system of algebraic equation is defined by
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
Line 301: Line 379:
 
| <math display="inline">{{r}^{m}}=b-A{{T}^{m}}</math>,
 
| <math display="inline">{{r}^{m}}=b-A{{T}^{m}}</math>,
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(13)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(15)
 
|}
 
|}
  
 
where  <math>T^m</math> is the solution of the unknown in the iteration <math>m</math>.
 
where  <math>T^m</math> is the solution of the unknown in the iteration <math>m</math>.
  
Considering  <math>{{L}^{m}}={{\left\| r_{{}}^{m} \right\|}_{1}}</math> and  <math>{{L}^{0}}={{\left\| r_{{}}^{0} \right\|}_{1}}</math> , if  <math>\frac{{{L}^{m}}}{{{L}^{0}}}\le tol</math> the iterative process is interrupted if  <math>tol={{10}^{-10}}</math> .
+
Considering  <math>{{L}^{m}}={{\left\| r_{{}}^{m} \right\|}_{1}}</math> and  <math>{{L}^{0}}={{\left\| R_{{}}^{0} \right\|}_{1}}</math>, if  <math>\frac{{{L}^{m}}}{{{L}^{0}}}\le tol</math> the iterative process is interrupted if  <math>tol={{10}^{-10}}</math>.
  
 
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.
 
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 ==
+
== 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 for the project 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 <math>G_h</math> , where the influence of the boundaries can be dismissed [6].
+
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 <math>G_h</math> , where the influence of the boundaries can be dismissed [6].
  
 
Consider the grid functions of the form of
 
Consider the grid functions of the form of
Line 324: Line 403:
 
| <math display="inline">{{\phi }_{h}}\left( \theta ,x \right)={{e}^{{i\theta x}/{h}\;}}</math> , with  <math display="inline">\theta =({{\theta }_{1}},{{\theta }_{2}})\in {{R}^{2}}</math> ,
 
| <math display="inline">{{\phi }_{h}}\left( \theta ,x \right)={{e}^{{i\theta x}/{h}\;}}</math> , with  <math display="inline">\theta =({{\theta }_{1}},{{\theta }_{2}})\in {{R}^{2}}</math> ,
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(14)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(16)
 
|}
 
|}
  
 
where <math>x</math> varies in the infinite grid  <math>G_h</math> and  <math>\theta</math> is a parameter that characterize the frequency of the function concerning to grid  <math>G_h</math> .
 
where <math>x</math> varies in the infinite grid  <math>G_h</math> and  <math>\theta</math> is a parameter that characterize the frequency of the function concerning to grid  <math>G_h</math> .
  
For  <math>-\pi \le \theta <\pi </math> , every function of the grid  <math>{{\phi }_{h}}\left( \theta ,x \right)</math> are eigenfunctions of a discrete operator that can be written by a stencil.
+
For  <math>-\pi \le \theta <\pi </math> , every function of the grid  <math>{{\phi }_{h}}\left( \theta ,x \right)</math> are eigenfunctions of a discrete operator that can be written as a stencil.
  
 
Thus,
 
Thus,
Line 338: Line 417:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>{{L}_{h}}\,{{\phi }_{h}}\left( \theta ,x \right)=\overset{\tilde{\ }}{\mathop{{{L}_{h}}(}}\,\,\theta )\,{{\phi }_{h}}\left( \theta ,x \right)</math>,
+
| <math>{{L}_{h}}\,{{\phi }_{h}}\left( \theta ,x \right)={{\tilde{L}}_{h}}(\theta ){{\phi }_{h}}\left( \theta ,x \right)</math>,
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(15)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(17)
 
|}
 
|}
  
Line 350: Line 429:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>{{L}_{h}}\,(\theta )={{\left[ {{s}_{k}} \right]}_{h}}, \overset{\tilde{\ }}{\mathop{{{L}_{h}}}}\,\,(\theta )=\sum\limits_{k}{{{s}_{k}}{{e}^{i\,\theta \,k}}}</math> and <math display="inline">{s}_{k}</math> is the stencil notation of the operator.
+
| <math>{{L}_{h}}\,(\theta )={{\left[ {{s}_{k}} \right]}_{h}}, {{\tilde{L}}_{h}}(\theta )=\sum\limits_{k}{{{s}_{k}}{{e}^{i\,\theta \,k}}}</math>
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(16)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(18)
 
|}
 
|}
  
For the smoothing and the analysis of two grids, it necessary to distinguish components of high and low frequency of  <math>G_h</math> in relation to  <math>G_{2h}</math> .
+
and <math>{{s}_{k}}</math> is the stencil notation of the operator, were <math>k\in \{(-1,-1),\,(-1,0),(-1,1),...,(1,-1),(1,0),(1,1)\}</math> for  the 5-point stencil.  
  
It is known that [6] only if
+
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 <math>G_h</math> and  <math>G_{2h}</math> .
 +
 
 +
It is known that [6] only
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
Line 366: Line 447:
 
| <math>{{\phi }_{h}}\left( \theta ,x \right)</math> with <math display="inline">-\frac{\pi }{2}\le \theta <\frac{\pi }{2}</math>,
 
| <math>{{\phi }_{h}}\left( \theta ,x \right)</math> with <math display="inline">-\frac{\pi }{2}\le \theta <\frac{\pi }{2}</math>,
 
|}
 
|}
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(17)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(19)
 
|}
 
|}
  
Line 374: Line 455:
 
For each  <math display="inline">\bar{\theta }\in \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)\times \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)</math>, three other frequency components  <math>{{\phi }_{h}}\left( \theta ,x \right)</math> with  <math display="inline">\theta \in [-\pi ,\pi )\times [-\pi ,\pi )</math> coincide in  <math>G_{2h}</math> with  <math>{{\phi }_{h}}\left( \bar{\theta },x \right)</math> and are not visible in  <math>G_{2h}</math> . Therefore, the low- and high-frequency components are defined as follows:
 
For each  <math display="inline">\bar{\theta }\in \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)\times \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)</math>, three other frequency components  <math>{{\phi }_{h}}\left( \theta ,x \right)</math> with  <math display="inline">\theta \in [-\pi ,\pi )\times [-\pi ,\pi )</math> coincide in  <math>G_{2h}</math> with  <math>{{\phi }_{h}}\left( \bar{\theta },x \right)</math> and are not visible in  <math>G_{2h}</math> . Therefore, the low- and high-frequency components are defined as follows:
  
<math>\varphi</math> is a low-frequency component<math>\Leftrightarrow \theta \in {{T}^{low}}=\left[ -\frac{\pi }{2},\frac{\pi }{2} \right)\times \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)</math>
+
<math>\phi</math> is a low-frequency component<math>\Leftrightarrow \theta \in {{T}^{low}}=\left[ -\frac{\pi }{2},\frac{\pi }{2} \right)\times \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)</math>
  
<math>\varphi</math> is a high-frequency component<math>\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)</math>. See Fig. 2.
+
<math>\phi</math> is a high-frequency component<math>\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)</math> ([[#img-2|Figure 2]]).
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
<div id='img-2'></div>
<span style="text-align: center; font-size: 75%;"> [[Image:draft_Vassoler Rutz_344011008-image93.png|288px]] </span></div>
+
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 
+
<span id='_Ref428218644'></span><span id='_Toc428200463'></span><span id='_Toc428200508'></span><span id='_Toc429758843'></span><span id='_Ref466666326'></span>
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
+
 
|-
 
|-
|  
+
|style="padding:10px;"| [[File:234.png|200px|centre|thumb]]
{| style="text-align: center; margin:auto;width: 100%;"
+
|- style="text-align: center; font-size: 75%;"
|-
+
| colspan="1" style="padding:10px;"| '''Figure 2'''. Low- (inner white area) and high-frequency (hatched area) areas
|Figure 2: Low- (inner white area) and high-frequency (hatched area) areas.
+
|}
+
 
|}
 
|}
 +
  
 
Considering the frequencies
 
Considering the frequencies
Line 400: Line 477:
 
   & {{\theta }_{i}}+\pi \,,\,\,\,\text{if}\,\,{{\theta }_{i}}<0 \\  
 
   & {{\theta }_{i}}+\pi \,,\,\,\,\text{if}\,\,{{\theta }_{i}}<0 \\  
 
  & {{\theta }_{i}}-\pi \,,\,\,\,\text{if}\,\,{{\theta }_{i}}\ge 0\,\,\, \\  
 
  & {{\theta }_{i}}-\pi \,,\,\,\,\text{if}\,\,{{\theta }_{i}}\ge 0\,\,\, \\  
\end{align} \right.</math>.
+
\end{align} \right.</math>,
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(18)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(20)
 
|}
 
|}
  
The operator <math>K_{h}^{2h}</math> is represented by a 4x4 matrix  <math>\hat{K}_{h}^{2h}</math> , as follows
+
the correction operator of the coarse grid is given by <math>K_{h}^{2h}</math> ans is represented by a 4x4 matrix  <math>\hat{K}_{h}^{2h}</math> , as follows
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
|-
 
|-
Line 413: Line 490:
 
| <math>\hat{K}_{h}^{2h}\left( \theta  \right)={{\hat{I}}_{h}}-\left( \hat{I}_{2h}^{h}\left( \theta  \right) \right){{\left( \hat{L}_{2h}^{{}}\left( 2\theta  \right) \right)}^{-1}}{{\left( \hat{I}_{h}^{2h}\left( \theta  \right) \right)}_{y}}\hat{L}_{h}^{{}}\left( \theta  \right)</math> with <math>\theta \in {{T}^{low}}</math>,
 
| <math>\hat{K}_{h}^{2h}\left( \theta  \right)={{\hat{I}}_{h}}-\left( \hat{I}_{2h}^{h}\left( \theta  \right) \right){{\left( \hat{L}_{2h}^{{}}\left( 2\theta  \right) \right)}^{-1}}{{\left( \hat{I}_{h}^{2h}\left( \theta  \right) \right)}_{y}}\hat{L}_{h}^{{}}\left( \theta  \right)</math> with <math>\theta \in {{T}^{low}}</math>,
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(19)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(21)
 
|}
 
|}
  
where  <math>\hat{I}_{h}^{{}}</math> is represented by a 4x4 identity matrix,  <math>{{\hat{L}}_{h}}(\theta )</math> is the 4x4 matrix, <math>\hat{I}_{h}^{2h}(\theta )</math>  is a 1x4 matrix,  <math>\hat{I}_{2h}^{h}(\theta )</math> is a 4x1 matrix and  <math>{{\left( {{{\hat{L}}}_{2h}}(2\theta ) \right)}^{-1}}</math> is a 1x1 matrix.
+
where  <math>\hat{I}_{h}^{{}}</math> is represented by a 4x4 identity matrix.
  
A representation for <math display="inline">M_{h}^{2h}</math> can be obtained by a matrix  <math>\hat{M}_{h}^{2h}(\theta )</math> of the form
+
<math>{{\hat{L}}_{h}}(\theta )</math> is the 4x4 matrix:
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
Line 425: Line 502:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>\hat{M}_{h}^{2h}:={{({{\hat{S}}_{h}}(\theta ))}^{{{v}_{2}}}}\hat{K}_{h}^{2h}(\theta )\,{{({{\hat{S}}_{h}}(\theta ))}^{{{v}_{1}}}}</math>,
+
| <math>{{\hat{L}}_{h}}=\left( \begin{matrix}
 +
  {{{\tilde{L}}}_{h}}({{\theta }^{(0,0)}}) & {} & {} & {} \\
 +
  {} & {{{\tilde{L}}}_{h}}({{\theta }^{(1,1)}}) & {} & {}  \\
 +
  {} & {} & {{{\tilde{L}}}_{h}}({{\theta }^{(1,0)}}) & {} \\
 +
  {} & {} & {} & {{{\tilde{L}}}_{h}}({{\theta }^{(0,1)}})  \\
 +
\end{matrix} \right)
 +
</math> ,
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(20)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(22)
 
|}
 
|}
  
where <math>\hat{K}_{h}^{2h}(\theta )</math> is given by Eq. (19) and <math>{{\hat{S}}_{h}}(\theta )</math> is a 4x4 matrix and represents <math>{{S}_{h}}(\theta )</math>.
+
where <math>{{\tilde{L}}_{h}}</math> are eigenvalues, evaluated by <math>{{\tilde{L}}_{h}}(\theta )=\sum\limits_{\kappa }{{{s}_{\kappa }}{{e}^{i{{\theta }^{\alpha }}\kappa }}}</math>, and <math>{{s}_{\kappa }}\in R</math> are stencil coefficients [7].
  
Let it be
+
The discrete Laplace operator given by Eq. (9) is represented by:
  
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
 
|-
 
|-
 
|  
 
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>\Lambda =\left\{ \theta \in \left[ -\frac{\pi }{2},\frac{\pi }{2} \right)\times \left[ -\frac{\pi }{2},\frac{\pi }{2} \right):\,{{\overset{\tilde{\ }}{\mathop{L}}\,}_{h}}(\theta )=0\,\,\text{or}\,\,{{\overset{\tilde{\ }}{\mathop{L}}\,}_{2h}}(\theta )=0 \right\}</math>.
+
| <math>{{\hat{L}}_{h}}=\left( \begin{matrix}
 +
  {{{\tilde{L}}}_{1}} & {} & {} & {}  \\
 +
  {} & {{{\tilde{L}}}_{2}} & {} & {\\
 +
  {} & {} & {{{\tilde{L}}}_{3}} & {} \\
 +
  {} & {} & {} & {{{\tilde{L}}}_{4}} \\
 +
\end{matrix} \right)
 +
</math>,
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(21)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(23)
 
|}
 
|}
  
The asymptotic convergence factor <math>\rho \left( M_{h}^{2h} \right)</math> can be calculated by
+
where <math>{{\tilde{L}}_{1}}=(2+2\varepsilon )-2(\varepsilon \cos ({{\theta }_{1}})+\cos ({{\theta }_{2}}))</math>, <math>{{\tilde{L}}_{2}}=(2+2\varepsilon )-2(\varepsilon \cos ({{\bar{\theta }}_{1}})+\cos ({{\bar{\theta }}_{2}}))</math>, <math>{{\tilde{L}}_{3}}=(2+2\varepsilon )-2(\varepsilon \cos ({{\bar{\theta }}_{1}})+\cos ({{\theta }_{2}}))
 +
</math> and <math>{{\tilde{L}}_{4}}=(2+2\varepsilon )-2(\varepsilon \cos ({{\theta }_{1}})+\cos ({{\bar{\theta }}_{2}}))</math>.
  
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
+
The restriction operator <math>\hat{I}_{h}^{2h}(\theta )
 +
</math> is a 1x4 matrix, and is given by:
 +
 
 +
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
 
|-
 
|-
 
|  
 
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
|<math>\rho \left( M_{h}^{2h} \right)=\sup \left\{ \rho \left( \hat{M}_{h}^{2h}(\theta ) \right):\,\,\theta \in {{T}^{low}},\,\,\theta \notin \Lambda \right\}</math>,
+
| <math>\hat{I}_{h}^{2h}=\left( \begin{matrix}
 +
  \tilde{I}_{h}^{2h}\left( {{\theta }^{(0,0)}} \right) & \tilde{I}_{h}^{2h}\left( {{\theta }^{(1,1)}} \right) & \tilde{I}_{h}^{2h}\left( {{\theta }^{(1,0)}} \right) & \tilde{I}_{h}^{2h}\left( {{\theta }^{(0,1)}} \right) \\
 +
\end{matrix} \right)
 +
</math>,
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(22)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(24)
 
|}
 
|}
  
where <math>\rho \left( \hat{M}_{h}^{2h}(\theta ) \right)</math> is the spectral radius of the 4x4 matrix <math>\hat{M}_{h}^{2h}(\theta )</math>.
+
For the <math>\mbox{INJ}</math> restricion operator,  <math>\overset{{}}{\mathop{\tilde{I}_{h}^{2h}}}\,\left( {{\theta }^{\alpha}} \right)=1</math>, for the <math>\mbox{HW}</math> restriction operator, <math>\overset{{}}{\mathop{\tilde{I}_{h}^{2h}}}\,\left( {{\theta }^{\alpha}} \right)=\frac{1}{4}(2+\cos {{\bar{\theta }}_{1}}+\cos {{\bar{\theta }}_{2}})</math>, for the <math>\mbox{FW}</math> restriction operator, <math>\overset{{}}{\mathop{\tilde{I}_{h}^{2h}}}\,\left( {{\theta }^{\alpha}} \right)=\frac{1}{4}(1+\cos {{\bar{\theta }}_{1}})(1+\cos {{\bar{\theta }}_{2}})</math>, for the <math display="inline">{\mbox{PW}}_\mbox{x}</math> (see Eq.(8)), <math>\overset{{}}{\mathop{\tilde{I}_{h}^{2h}}}\,\left( {{\theta }^{\alpha}} \right)=\frac{1}{2}(1+\cos {{\bar{\theta }}_{1}})</math> and for the <math display="inline">{\mbox{PW}}_\mbox{y}</math> (see Eq.(8)), <math>\overset{{}}{\mathop{\tilde{I}_{h}^{2h}}}\,\left( {{\theta }^{\alpha}} \right)=\frac{1}{2}(1+\cos {{\bar{\theta }}_{2}})</math>.
  
In this work, LFA was used to determine the asymptotic convergence factor of the multigrid method <math>\bigl(\rho \left( M_{h}^{2h} \right)={{\rho }_{loc}}\bigr)</math> combining <math>\mbox{ILU}</math> solvers in several directions (such as  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math>), <math>\mbox{FW}</math>, HW, INJ,  <math display="inline">{\mbox{PW}}_\mbox{x}</math> and  <math display="inline">{\mbox{PW}}_\mbox{y}</math> restriction operators and bilinear and 7-point prolongation operators.
+
The prolongation operator <math>\hat{I}_{2h}^{h}(\theta )</math> is a 4x1 matrix, and is given by:
 
+
For the <math>\mbox{FW}</math> restriction operator, <math>\overset{\tilde{\ }}{\mathop{I_{h}^{2h}}}\,\left( {{\theta }^{\alpha }} \right)=\frac{1}{4}(1+\cos {{\bar{\theta }}_{1}})(1+\cos {{\bar{\theta }}_{2}})</math>, for the  <math display="inline">{\mbox{PW}}_\mbox{x}</math>, <math>\overset{\tilde{\ }}{\mathop{I_{h}^{2h}}}\,\left( {{\theta }^{\alpha }} \right)=\frac{1}{2}(1+\cos {{\bar{\theta }}_{1}})</math> and for the  <math display="inline">{\mbox{PW}}_\mbox{y}</math>, <math>\overset{\tilde{\ }}{\mathop{I_{h}^{2h}}}\,\left( {{\theta }^{\alpha }} \right)=\frac{1}{2}(1+\cos {{\bar{\theta }}_{2}})</math>. For the other restriction operators, see [4].
+
 
+
For the bilinear prolongation operator, <math>\overset{\tilde{\ }}{\mathop{I_{2h}^{h}}}\,\left( {{\theta }^{\alpha }} \right)=(1+\cos {{\bar{\theta }}_{1}})(1+\cos {{\bar{\theta }}_{2}})</math> and for the 7-point prolongation operator, <math>\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)</math> [10].
+
 
+
In order to perform the LFA using the  <math display="inline">\mbox{ILU}</math> solver, the eigenfunctions of <math>{{L}_{h}}</math>, <math>{{\overset{\hat{\ }}{\mathop{L}}\,}_{h}}</math>, <math>{{\overset{\hat{\ }}{\mathop{U}}\,}_{h}}</math> and <math>{{R}_{h}}</math> are given by  
+
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
Line 471: Line 561:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>{{\lambda }_{h}}(\theta ),\,\,\,\lambda _{h}^{L}(\theta ),\,\,\,\lambda _{h}^{U}(\theta )\,\,\text{e}\,\,\,\lambda _{h}^{R}(\theta )\,\,\,</math> with <math>-\pi \le \theta <\pi </math>.
+
| <math>\hat{I}_{2h}^{h}\left( \theta \right)=\left( \begin{matrix}
 +
  \overset{{}}{\mathop{\tilde{I}_{2h}^{h}}}\,\left( {{\theta }^{(0,0)}} \right)  \\
 +
  \overset{{}}{\mathop{\tilde{I}_{2h}^{h}}}\,\left( {{\theta }^{(1,1)}} \right)  \\
 +
  \overset{{}}{\mathop{\tilde{I}_{2h}^{h}}}\,\left( {{\theta }^{(1,0)}} \right)  \\
 +
  \overset{{}}{\mathop{\tilde{I}_{2h}^{h}}}\,\left( {{\theta }^{(0,1)}} \right) \\
 +
\end{matrix} \right)
 +
</math>,
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(23)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(25)
 
|}
 
|}
  
The smoothing operator <math>{{S}_{h}}</math>, according to [6], is given by
+
For the bilinear prolongation operator, <math>\overset{{}}{\mathop{\tilde{I}_{2h}^{h}}}\,\left( {{\theta }^{\alpha}} \right)=(1+\cos {{\bar{\theta }}_{1}})(1+\cos {{\bar{\theta }}_{2}})</math> and for the 7-point prolongation operator, <math>\overset{{}}{\mathop{\tilde{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)</math> [10].
 +
 
 +
The operator of the grid coarse <math>{{\left( {{{\hat{L}}}_{2h}}(2\theta ) \right)}^{-1}}</math> is a 1x1 matrix, and for the discrete Laplace operators, <math>{{\tilde{L}}_{2h}}</math> is represented by <math>{{\tilde{L}}_{2h}}\,(2\theta )=\sum\limits_{k}{{{s}_{k,2h}}{{e}^{i2\,\theta \,k}}}</math>or <math>{{\tilde{L}}_{2h}}=\frac{(2+2\varepsilon )-2(\varepsilon \cos (2{{\theta }_{1}})+\cos (2{{\theta }_{2}}))}{2{{h}^{2}}}</math>. 
 +
 
 +
A representation for the operator of two grids <math display="inline">M_{h}^{2h}</math> can be obtained by a matrix  <math>\hat{M}_{h}^{2h}(\theta )</math> of the form
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
Line 483: Line 583:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math>{{S}_{h}}\phi (\theta ,x)={{\overset{\tilde{\ }}{\mathop{S}}\,}_{h}}\phi (\theta ,x)</math>, <math>-\pi \le \theta <\pi </math>,
+
| <math>\hat{M}_{h}^{2h}:={{({{\hat{S}}_{h}}(\theta ))}^{{{v}_{2}}}}\hat{K}_{h}^{2h}(\theta )\,{{({{\hat{S}}_{h}}(\theta ))}^{{{v}_{1}}}}</math>,
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(24)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(26)
 
|}
 
|}
  
with
+
where <math>\hat{K}_{h}^{2h}(\theta )</math> is given by Eq. (21) and <math>{{\hat{S}}_{h}}(\theta )</math> is a 4x4 matrix and represents the smoothing operator  <math>{{S}_{h}}(\theta )</math> given by:
  
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
 
|-
 
|-
 
|  
 
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
|<math>{{\overset{\tilde{\ }}{\mathop{S}}\,}_{h}}(\theta ):=\frac{\lambda _{h}^{L}(\theta )\lambda _{h}^{U}(\theta )-\lambda (\theta )}{\lambda _{h}^{L}(\theta )\lambda _{h}^{U}(\theta )}=\frac{\lambda _{h}^{R}(\theta )}{{{\lambda }_{h}}(\theta )+\lambda _{h}^{R}(\theta )}</math>.
+
| <math>{{\hat{S}}_{h}}=\left( \begin{matrix}
 +
  {{{\tilde{S}}}_{h}}({{\theta }^{(0,0)}}) & {} & {} & {} \\
 +
  {} & {{{\tilde{S}}}_{h}}({{\theta }^{(1,1)}}) & {} & {}  \\
 +
  {} & {} & {{{\tilde{S}}}_{h}}({{\theta }^{(1,0)}}) & {\\
 +
  {} & {} & {} & {{{\tilde{S}}}_{h}}({{\theta }^{(0,1)}})  \\
 +
\end{matrix} \right)</math>.
 
|}
 
|}
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(25)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(27)
 
|}
 
|}
  
  
For <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math>, <math>\lambda _{h}^{R}(\theta )\,={{p}_{1}}{{e}^{i(2{{\theta }_{1}}-{{\theta }_{2}})}}+{{p}_{3}}+{{p}_{2}}{{e}^{i(-2{{\theta }_{1}}+{{\theta }_{2}})}}</math> and for  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math>, <math>\lambda _{h}^{R}(\theta )\,={{p}_{1}}{{e}^{i(-{{\theta }_{1}}+2{{\theta }_{2}})}}+{{p}_{3}}+{{p}_{2}}{{e}^{i({{\theta }_{1}}-2{{\theta }_{2}})}}.</math>
+
In order to perform the LFA using the <math display="inline">\mbox{ILU}</math> solver, the smoothing operator <math>{{S}_{h}}</math>, according to [6], is given by
 
+
== 4. Numerical Results ==
+
In this work, the anisotropic diffusion equation was solved using 7-point <math>\mbox{ILU}</math> solver in different directions. Several restriction operators and two prolongation operators were employed. It is proposed an algorithm that presents the lowest asymptotic convergence factor values and the lowest computational cost for the multigrid method.
+
 
+
Equation (2) was assessed for <math>\varepsilon ={{10}^{\kappa }}</math>  and <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in \Kappa =\{0,\,\,1,\,\,2,\,\,3,\,\,4,\,\,5,\,\,6,\,\,7\}</math>. When <math>\varepsilon ={{10}^{\kappa }}</math> or <math>\varepsilon ={{10}^{-\kappa }}</math> in this work, there is symmetric anisotropy. For instance, <math>\varepsilon ={{10}^{2 }}</math> is an anisotropy symmetric to  <math>\varepsilon ={{10}^{-2}}</math>.
+
 
+
Section 4.1 presents the convergence analysis by means of LFA. Only the optimum components obtained by LFA will be used in the complexity analysis in section 4.2.
+
 
+
===4.1. Convergence Analysis===
+
 
+
Figure 3 depicts <math>{{\rho }_{loc}}</math>, given by Eq. (22), with <math display="inline">\mbox{ILU}</math> in the EN, NE, ES, SE directions, <math>\mbox{FW}</math> restriction, bilinear prolongation, number of inner iterations <math>v=2</math>, <math>\varepsilon ={{10}^{\kappa }}</math> and  <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in K</math>.
+
 
+
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
[[Image:draft_Vassoler Rutz_344011008-image153.jpeg|390px]] </div> 
+
  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
Line 522: Line 613:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
|Figure 3: <math>{{\rho }_{loc}}</math> ''versus'' anisotropy coefficients <math>\bigl(\varepsilon\bigr)</math> with  <math display="inline">\mbox{ILU}</math> in different directions.
+
| <math>{{S}_{h}}\phi (\theta ,x)={{\tilde{S}}_{h}}\phi (\theta ,x)</math>, <math>-\pi \le \theta <\pi </math>,
 
|}
 
|}
 +
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(28)
 
|}
 
|}
  
It is noticed that for <math>0<\varepsilon<<1</math>,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> has a good performance and for <math>\varepsilon>>1</math>, <math>{\mbox{ILU}}_{\mbox{NE}}</math> has a good performance as well, that is, <math>{{\rho }_{loc}}<<1</math>. By using  <math display="inline">\mbox{ILU}</math> solvers in the ES and SE directions, the multigrid did not present a good performance for any of the anisotropy coefficients studied.
+
with
  
For the analyses presented below, tests were carried out using only the solvers that had the best performances in the previous analysis.
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
+
Figure 4 presents <math>{{\rho }_{loc}}</math> using as solvers,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon<<1</math> and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> for <math>\varepsilon>>1</math>; <math>\nu =2</math>; <math>\mbox{FW}</math> restriction; 7-point and bilinear prolongation; <math>\varepsilon ={{10}^{\kappa }}</math> and  <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in K</math>. 
+
 
+
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
[[Image:draft_Vassoler Rutz_344011008-image166.jpeg|396px]] </div><span id="_GoBack"></span>
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
+
 
|-
 
|-
 
|  
 
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
|Figure 4: <math>{{\rho }_{loc}}</math> ''versus'' anisotropy coefficients <math>\bigl(\varepsilon\bigr)</math> with different interpolation operators.
+
 
 +
|<math>{{\tilde{S}}_{h}}(\theta ):=\frac{\lambda _{h}^{R}(\theta )}{{{\lambda }_{h}}(\theta )+\lambda _{h}^{R}(\theta )}</math>.
 
|}
 
|}
 +
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(29)
 
|}
 
|}
  
It is observed that the restriction|prolongation combinations <math>\mbox{FW}</math>|bilinear and <math>\mbox{FW}</math>|7-points had a good performance <math>\bigl({{\rho }_{loc}}<<1\bigr)</math> and presented very similar convergence factors.
+
where <math>{{\lambda }_{h}}(\theta )=1</math>, for <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math>, <math>\lambda _{h}^{R}(\theta )\,={{p}_{1}}{{e}^{i(2{{\theta }_{1}}-{{\theta }_{2}})}}+{{p}_{3}}+{{p}_{2}}{{e}^{i(-2{{\theta }_{1}}+{{\theta }_{2}})}}</math> and for <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math>, <math>\lambda _{h}^{R}(\theta )\,={{p}_{1}}{{e}^{i(-{{\theta }_{1}}+2{{\theta }_{2}})}}+{{p}_{3}}+{{p}_{2}}{{e}^{i({{\theta }_{1}}-2{{\theta }_{2}})}}.</math>.
  
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.
+
The asymptotic convergence factor <math>\rho \left( M_{h}^{2h} \right)</math> can be calculated by
  
Figure 5 presents'' ''<math>{{\rho }_{loc}}</math> using as solvers,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon<<1</math> and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> for <math>\varepsilon>>1</math>; <math>\nu =2</math>; <math>\mbox{FW}</math>, HW, INJ,  <math display="inline">{\mbox{PW}}_\mbox{x}</math> and  <math display="inline">{\mbox{PW}}_\mbox{y}</math> restriction; bilinear prolongation; <math>\varepsilon ={{10}^{\kappa }}</math> and  <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in K</math>.
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
 
+
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
[[Image:draft_Vassoler Rutz_344011008-image171.jpeg|414px]] </div>
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
+
 
|-
 
|-
 
|  
 
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
|Figure 5: <math>{{\rho }_{loc}}</math> ''versus'' anisotropy coefficients <math>\bigl(\varepsilon\bigr)</math> with different restriction operators.
+
|<math>\rho \left( M_{h}^{2h} \right)=\sup \left\{ \rho \left( \hat{M}_{h}^{2h}(\theta ) \right):\,\,\theta \in {{T}^{low}},\,\,\theta \notin \Lambda  \right\}</math>,
 
|}
 
|}
 +
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(30)
 
|}
 
|}
  
Figure 5 shows that for <math>\varepsilon ={{10}^{\kappa }}</math> and  <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in K</math> (symmetric anisotropies), <math>{{\rho }_{loc}}</math> presents very similar values. It is noted that for anisotropic problems <math>\bigl(\kappa\neq0\bigr)</math>, the lowest values for <math>{{\rho }_{loc}}</math> are achieved with <math>\mbox{FW}</math> and  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction, which present very similar values.
+
where <math>\Lambda =\left\{ \theta \in {{T}^{low}}:\,{{{\tilde{L}}}_{h}}(\theta )=0\,\,\text{or}\,\,{{{\tilde{L}}}_{2h}}(\theta )=0 \right\}</math> and <math>\rho \left( \hat{M}_{h}^{2h}(\theta ) \right)</math> is the spectral radius of the 4x4 matrix <math>\hat{M}_{h}^{2h}(\theta )</math>.
  
Based on the results shown, it is proposed Algorithm 1, which combines <math>\mbox{ILU}</math> solver in different directions with <math>\mbox{FW}</math> and  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restrictions. The algorithm will be presented now. The abbreviation '''REST''', used in the algorithm, represents any of the restrictions (<math>\mbox{FW}</math> or  <math display="inline">{\mbox{PW}}_\mbox{x}</math>) previously defined.
 
  
Algorithm 1:
+
In this work, LFA was used to determine the asymptotic convergence factor of the multigrid method  <math>\bigl(\rho \left( M_{h}^{2h} \right)={{\rho }_{loc}}\bigr)</math> combining <math>\mbox{ILU}</math> solvers in several directions (such as  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math>), <math>\mbox{FW}</math>, HW, INJ,  <math display="inline">{\mbox{PW}}_\mbox{x}</math> and  <math display="inline">{\mbox{PW}}_\mbox{y}</math> restriction operators and bilinear and 7-point prolongation operators.
  
_____________________________________________________________________________________
+
== 4. Numerical results==
  
if <math>\varepsilon >1</math> then
+
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.
  
Apply <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> smoothing with '''REST '''restriction
+
Equation (4) was assessed for <math>\varepsilon ={{10}^{\kappa }}</math> and <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in \Kappa =\{0,\,\,1,\,\,2,\,\,3,\,\,4,\,\,5,\,\,6,\,\,7\}</math>. When <math>\varepsilon ={{10}^{\kappa }}</math> or <math>\varepsilon ={{10}^{-\kappa }}</math> in this work, there is symmetric orthotropy. For instance, <math>\varepsilon ={{10}^{2 }}</math> is an orthotropy symmetric to  <math>\varepsilon ={{10}^{-2}}</math>.
  
else if <math>\varepsilon =1</math> then
+
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.
  
Apply  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> smoothing with <math>\mbox{FW}</math> restriction
+
===4.1. Convergence Analysis===
  
else
+
[[#img-3|Figure 3]] depicts <math>{{\rho }_{loc}}</math>, given by Eq. (30), with <math display="inline">\mbox{ILU}</math> in the EN, NE, ES, SE directions, <math>\mbox{FW}</math> restriction, bilinear prolongation, number of inner iterations <math>v=2</math>, <math>\varepsilon ={{10}^{\kappa }}</math> and  <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in K</math>.
  
Apply  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> '''REST '''restriction
+
<div id='img-3'></div>
 +
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 +
|-
 +
|style="padding:10px;"|  [[File:Review 644666424766 2434 Fig3.png|400px|centre|thumb]]
 +
|- style="text-align: center; font-size: 75%;"
 +
| colspan="1" style="padding:10px;"| '''Figure 3'''. <math>{{\rho }_{loc}}</math> ''versus'' orthotropy coefficients <math>\bigl(\varepsilon\bigr)</math> with  <math display="inline">\mbox{ILU}</math> in different directions.
 +
|}
  
end if
 
  
_____________________________________________________________________________________
+
It is noticed that for <math>0<\varepsilon<<1</math>,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> has a good performance. For <math>\varepsilon>>1</math>, <math>{\mbox{ILU}}_{\mbox{NE}}</math> also has a good performance, that is, <math>{{\rho }_{loc}}<<1</math>. By using  <math display="inline">\mbox{ILU}</math> solvers in the ES and SE directions, the multigrid method did not present a good performance for any of the orthotropy coefficients studied.
  
Next, it is presented the asymptotic convergence factor <math>{{\rho }_{loc}}</math>, calculated by LFA, and the empiric asymptotic convergence factor <math>\rho_h</math>, for different anisotropy coefficients.
+
For the analyses presented below, tests were carried out using only the solvers that had the best performances in previous analysis.
  
Figure 6 shows Algorithm 1 with '''REST''' <math display="inline">={\mbox{PW}}_\mbox{x}</math> ,<math>\nu=2</math> and bilinear prolongation.
+
[[#img-|Figure 4]] presents <math>{{\rho }_{loc}}</math> using as solvers,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon<<1</math> and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> for <math>\varepsilon>>1</math>; <math>\nu =2</math>; <math>\mbox{FW}</math> restriction; 7-point and bilinear prolongation; <math>\varepsilon ={{10}^{\kappa }}</math> and  <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in K</math>.
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
<div id='img-4'></div>
[[Image:draft_Vassoler Rutz_344011008-image187.jpeg|420px]] </div>
+
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
+
 
|-
 
|-
|  
+
|style="padding:10px;"| [[File:Fig4.png|400px|centre|thumb]]
{| style="text-align: center; margin:auto;width: 100%;"
+
|- style="text-align: center; font-size: 75%;"
|-
+
| colspan="1" style="padding:10px;"| '''Figure 4'''. <math>{{\rho }_{loc}}</math> ''versus'' orthotropy coefficients <math>\bigl(\varepsilon\bigr)</math> with different interpolation operators.
|Figure 6: <math>{{\rho }_{loc}}</math> and <math>\rho_h</math> versus anisotropy coefficients <math>\bigl(\varepsilon\bigr)</math>.
+
|}
+
 
|}
 
|}
  
It is observed that <math>\rho_{loc} \approx \rho_{h} <<1</math>  for every anisotropy coefficients assessed. Moreover, <math>{{\rho }_{loc}}</math> calculated by LFA is in accordance with <math>\rho_h</math> calculated experimentally.
 
  
Figure 7 depicts the numerical asymptotic convergence factor <math>{{\rho }_{loc}}</math> calculated by LFA and the experimental asymptotic convergence factor <math>\rho_h</math>, for different anisotropy coefficients for different grids. Algorithm 1 with  '''REST''' = <math display="inline">{\mbox{PW}}_\mbox{x}</math> , <math>\nu=2</math> and bilinear prolongation was used. As the grid  becomes more refined, <math>\rho_{h} \rightarrow\rho_{loc} </math> for every anisotropy coefficient analyzed, what demonstrates the robustness of the methodology assessed.
+
It can be observed that the restriction|prolongation combinations <math>\mbox{FW}</math>|bilinear and <math>\mbox{FW}</math>|7-points had a good performance <math>\bigl({{\rho }_{loc}}<<1\bigr)</math> and presented very similar convergence factors.
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
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.
  [[Image:draft_Vassoler Rutz_344011008-image193.jpeg|408px]] </div>
+
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
+
[[#img-5|Figure 5]] presents'' ''<math>{{\rho }_{loc}}</math> using as solvers,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon<<1</math> and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> for <math>\varepsilon>>1</math>; <math>\nu =2</math>; <math>\mbox{FW}</math>, HW, INJ,  <math display="inline">{\mbox{PW}}_\mbox{x}</math> and <math display="inline">{\mbox{PW}}_\mbox{y}</math> restriction; bilinear prolongation; <math>\varepsilon ={{10}^{\kappa }}</math> and  <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in K</math>.
 +
<div id='img-5'></div>
 +
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 
|-
 
|-
|  
+
|style="padding:10px;"|  [[File:Fig5.png|400px|centre|thumb]]
{| style="text-align: center; margin:auto;width: 100%;"
+
|- style="text-align: center; font-size: 75%;"
|-
+
| colspan="1" style="padding:10px;"| '''Figure 5'''. <math>{{\rho }_{loc}}</math> ''versus'' orthotropy coefficients <math>\bigl(\varepsilon\bigr)</math> with different restriction operators.
|Figure 7: <math>{{\rho }_{loc}}</math> and <math>\rho_h</math> versus anisotropy coefficients <math>\bigl(\varepsilon\bigr)</math> for 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===
+
[[#img-5|Figure 5]] demonstrates that for <math>\varepsilon ={{10}^{\kappa }}</math> and  <math>\varepsilon ={{10}^{-\kappa }}</math>, with <math>\kappa \in K</math> (symmetric orthotropies), <math>{{\rho }_{loc}}</math> presents very similar values. It is noted that for orthotropic problems <math>\bigl(\kappa\neq0\bigr)</math>, the lowest values for <math>{{\rho }_{loc}}</math> are achieved with <math>\mbox{FW}</math> and  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction, which show very similar values.
  
In order to assess the effect of the number of unknowns on CPU time, optimum components obtained by LFA were used. Fig. 8(a) and Fig. 8(b) show, for <math>\mbox{FW}</math> and <math display="inline">{\mbox{PW}}_\mbox{x}</math> restrictions respectively, that for the anisotropic problem <math>\bigl(\varepsilon=1\bigr)</math>, the <math display="inline">t_{CPU}</math> is not lower. As the problem becomes more anisotropic <math>\bigl(0<\varepsilon<<1\,\,\,\text{or}\,\,\,\varepsilon>>1\bigr) </math>, the <math>t_{CPU}</math> decreases for every ''N ''value assessed. For every anisotropy coefficient assessed, the <math>t_{CPU}</math> with <math>\mbox{FW}</math> restriction is very similar to the <math>t_{CPU}</math> with <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction, that is,  <math display="inline">t_{CPU}\left(FW\right)\approx t_{CPU}\left({\mbox{PW}}_\mbox{x}\right)</math> .
+
Based on the results presented, we propose [[#algorithm-1|Algorithm 1]], which combines ILU solver in different directions, with <math>\mbox{FW}</math> and <math display="inline">{\mbox{PW}}_\mbox{x}</math> restrictions. The algorithm is presented below. The abbreviation '''REST''', used in the algorithm represents any of the restrictions (<math>\mbox{FW}</math> or  <math display="inline">{\mbox{PW}}_\mbox{x}</math>) previously defined.
  
It is also observed for symmetric anisotropies <math>\bigl(\varepsilon ={{10}^{-\kappa }}\,\,\,\text{and}\,\,\,\varepsilon ={{10}^{\kappa }}\bigr)</math> with <math>\kappa\in\{1,2,3,4\}</math>, that the values of <math>t_{CPU}</math> obtained are extremely similar.
+
<div id='algorithm-1'></div>
 +
<div class="left" style="font-size: 85%;">
 +
'''Algorithm 1.'''<br />
 +
_______________________________________________________ 
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
if <math>\varepsilon >1</math> then
+
:Apply  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> smoothing with '''REST '''restriction
{|
+
::else if <math>\varepsilon =1</math> then
 +
:Apply  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> smoothing with <math>\mbox{FW}</math> restriction
 +
::else
 +
:Apply  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> '''REST '''restriction
 +
end if<br />
 +
_______________________________________________________ 
 +
</div>
 +
 
 +
 
 +
'''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<sub>NE</sub> and ILU<sub>EN</sub> 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 <math>{{\rho }_{loc}}</math>, calculated by LFA, and the empiric asymptotic convergence factor <math>\rho_h</math>, for different orthotropy coefficients, are presented.
 +
 
 +
[[#img-6|Figure 6]] shows [[#algorithm-1|Algorithm 1]] with '''REST''' <math display="inline">={\mbox{PW}}_\mbox{x}</math> , <math>\nu =2</math> and bilinear prolongation.
 +
<div id='img-6'></div>
 +
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image206.jpeg|288px]]
+
|style="padding:10px;"| [[File:Fig6.png|400px|centre|thumb]]
| [[Image:draft_Vassoler Rutz_344011008-image207.jpeg|center|282px]]
+
|- style="text-align: center; font-size: 75%;"
 +
| colspan="1" style="padding:10px;"| '''Figure 6'''. <math>{{\rho }_{loc}}</math> and <math>\rho_h</math> versus orthotropy coefficients <math>\bigl(\varepsilon\bigr)</math>.
 
|}
 
|}
</div>
+
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
+
 
 +
It is observed that <math>\rho_{loc} \approx \rho_{h} <<1</math> for every orthotropy coefficients assessed. Furthermore, <math>{{\rho }_{loc}}</math> calculated by LFA is in accordance with <math>\rho_h</math> calculated experimentally.
 +
 
 +
[[#img-7|Figure 7]] depicts the numerical asymptotic convergence factor <math>{{\rho }_{loc}}</math> calculated by LFA and the experimental asymptotic convergence factor <math>\rho_h</math>, for different orthotropy coefficients for different grids. [[#algorithm-1|Algorithm 1]] with  '''REST''' = <math display="inline">{\mbox{PW}}_\mbox{x}</math>, <math>\nu=2</math> and bilinear prolongation was used. As the grid  becomes more refined, <math>\rho_{h} \rightarrow\rho_{loc} </math> for every orthotropy coefficient analyzed, what demonstrates the robustness of the methodology assessed.
 +
 
 +
<div id='img-7'></div>
 +
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 
|-
 
|-
|  
+
|style="padding:10px;"|  [[File:Fig7.png|400px|thumb|centre]]
{| style="text-align: center; margin:auto;width: 100%;"
+
|- style="text-align: center; font-size: 75%;"
|-
+
| colspan="1" style="padding:10px;"| '''Figure 7'''. <math>{{\rho }_{loc}}</math> and <math>\rho_h</math> versus orthotropy coefficients <math>\bigl(\varepsilon\bigr)</math> for different number of grid points.
|Figure 8: CPU time versus number of nodes (''N'').
+
|}
+
 
|}
 
|}
  
In order to assess the performance of the multigrid with different anisotropy coefficients, a curve adjustment of the form <math>{{t}_{CPU}}=c{{N}^{p}}</math> [18] was made, where ''p ''represents the complexity order of the solver, <math>N</math> is the number of grid points and <math>c</math> is a constant that depends on the method. The closer the value of <math>p</math> is to one, the better the performance of method used. Ideally, multigrid presents <math>p=1</math>, what means that the CPU time grows linearly with the increase of <math>N</math>. Results are shown in Table 1 for both restrictions assessed (<math>\mbox{FW}</math> and  <math display="inline">{\mbox{PW}}_\mbox{x}</math>).
 
  
One can observe in Tab. 1 that, for every anisotropy employed, the multigrid method has a good performance, since <math>p\approx1</math> in every case. These results prove the efficiency and robustness of Algorithm 1, proposed in this work.
+
Some of the data presented in [[#img-7|Figure 7]] can be better visualized in [[#tab-1|Table 1]].
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
<div class="center" style="font-size: 75%;">
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"   
+
'''Table 1'''. <math>{{\rho }_{loc}}</math> and <math>\rho_h</math> for some orthotropy coefficients <math>\bigl(\varepsilon\bigr)</math> and different number of grid points.</div>
 +
<div id='tab-1'></div>
 +
{| style="width: 76%;margin: 1em auto 0.1em auto;border-collapse: collapse;font-size:85%;"   
 
|-
 
|-
|  
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" |<math>\varepsilon</math>
{| style="text-align: center; margin:auto;width: 100%;"
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>\rho_h</math>  <math>(N=513\times 513)</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>\rho_h</math> <math>(N=1025\times 1025)</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>\rho_h</math> <math>(N=2049\times 2049)</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>\rho_loc</math>
 
|-
 
|-
|Table 1. Complexity order <math>\bigl(p\bigr)</math> for different'' ''anisotropy coefficients <math>\bigl(\varepsilon\bigr)</math>.
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>10^{-5}</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>4.181939\times {{10}^{-4}}</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.006544947</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.01993340</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.02943536</math>
 +
|-
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<span style="text-align: center; font-size: 75%;"> </span><math>10^{-4}</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.01569827</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.025212810</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.02806990</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.02943000</math>
 +
|-
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>10^{-3}</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>0.02748596</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>0.028578500</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>0.02884448</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>0.022941390</math>
 +
|-
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" |<math>10^{-2}</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.02858316</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.028703710</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.02874592</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.02921000</math>
 +
|-
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>10^{-1}</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.02683346</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.026852440</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.02685995</math>
 +
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>0.02725823</math>
 
|}
 
|}
 +
 +
 +
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. [[#img-8|Figures 8]](a) and [[#img-8|8]](b) show, for <math>\mbox{FW}</math> and  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restrictions, respectively, that for the isotropic problem <math>\bigl(\varepsilon=1\bigr)</math>, the <math display="inline">t_{CPU}</math> is not lower. As the problem becomes more orthotropic <math>\bigl(0<\varepsilon<<1\,\,\,\text{or}\,\,\,\varepsilon>>1\bigr) </math>, the <math>t_{CPU}</math> decreases for every ''N'' value assessed. For every orthotropy coefficient assessed, the <math>t_{CPU}</math> with <math>\mbox{FW}</math> restriction is very similar to the <math>t_{CPU}</math> with <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction, that is,  <math display="inline">t_{CPU}\left(FW\right)\approx t_{CPU}\left({\mbox{PW}}_\mbox{x}\right)</math>.
 +
 +
It is also observed for symmetric orthotropies <math>\bigl(\varepsilon ={{10}^{-\kappa }}\,\,\,\text{and}\,\,\,\varepsilon ={{10}^{\kappa }}\bigr)</math> with <math>\kappa\in\{1,2,3,4\}</math>, that the values of <math>t_{CPU}</math> obtained are extremely similar.
 +
 +
<div id='img-8'></div>
 +
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 +
|-
 +
|style="padding:10px;"|  [[File:Fig8 a.png|400px|thumb]]
 +
|style="padding-right:15px;"|[[File:Fig8 b.png|400px|thumb]]
 +
|- style="text-align: center; font-size: 75%;"
 +
| colspan="2" style="padding:10px;"| '''Figure 8'''. CPU time versus number of nodes (''N'').
 
|}
 
|}
  
{| style="width: 76%;margin: 1em auto 0.1em auto;border-collapse: collapse;"   
+
 
 +
In order to assess the performance of the multigrid method with different anisotropy coefficients, a curve adjustment of the form <math>{{t}_{CPU}}=c{{N}^{p}}</math> [20] was made, where <math>p</math> represents the complexity order of the solver, ''N'' is the number of grid points and<math>N</math> <math>c</math> is a constant that depends on the method. The closer the value of <math>p</math> is to one, the better the performance of the method used. Ideally, multigrid presents <math>p=1</math>, what means that the CPU time grows linearly with the increase of ''N''. Results are shown in [[#tab-2|Table 2]] for both restrictions assessed<math>N</math> (<math>\mbox{FW}</math> and  <math display="inline">{\mbox{PW}}_\mbox{x}</math>).
 +
 
 +
One can observe in [[#tab-2|Table 2]] that, for every orthotropy employed, the multigrid method has a good performance, since <math>p\approx1</math> in every case. These results prove the efficiency and robustness of [[#algorithm-1|Algorithm 1]], proposed in this work.
 +
 
 +
<div class="center" style="font-size: 75%;">
 +
'''Table 2'''. Complexity order <math>\bigl(p\bigr)</math> for different'' ''orthotropy coefficients <math>\bigl(\varepsilon\bigr)</math>.</div>
 +
 
 +
<div id='tab-2'></div>
 +
{| style="width: 66%;margin: 1em auto 0.1em auto;border-collapse: collapse;font-size:85%;"   
 
|-
 
|-
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" |<math>\varepsilon</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" |<math>\varepsilon</math>
Line 663: Line 830:
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07733</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07733</math>
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<span style="text-align: center; font-size: 75%;"> </span><math>10^{-2}</math>
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>10^{-2}</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.05023</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.05023</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.05894</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.05894</math>
Line 678: Line 845:
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07627</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07627</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07775</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07775</math>
|}</div>The values obtained for the convergence factor, presented in section 4.1, and for the complexity order concerning to the <math>\text{PW}_x</math> and <math>\mbox{FW}</math> restriction operators (Tab. 1) are quite similar and thus, insufficient to decide which one results in a more efficient algorithm.
+
|}
 +
 
 +
 
 +
The values obtained for the convergence factor, presented in section 4.1, and for the complexity order concerning to the <math>\text{PW}_x</math> and <math>\mbox{FW}</math> restriction operators ([[#tab-2|Table 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.
 
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.
+
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 <math>N_{10}=10</math> (<math>N_{10}</math> is the number of points of the finest grid, considering a problem whose maximum number of levels is <math>L_{\text{max}}=10</math>) and for some values of <math>\varepsilon</math>. Tab. 2 presents the ratio between number of flops of a V-cycle and number of points of the finest grid <math>N_{10}</math>. Tab. 3 shows the ratio between number of flops performed in each restriction and the number of points of the finest grid <math>N_{10}</math>.<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
Tests were carried out for <math>N_{10}=10</math> (<math>N_{10}</math> is the number of points of the finest grid, considering a problem whose maximum number of levels is <math>L_{\text{max}}=10</math>) and for some values of <math>\varepsilon</math>. [[#tab-3|Table 3]] presents the ratio between number of flops of a V-cycle and number of points of the finest grid <math>N_{10}</math>. [[#tab-4|Table 4]] shows the ratio between number of flops performed in each restriction and the number of points of the finest grid <math>N_{10}</math>.
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;" 
+
 
|-
+
<div class="center" style="font-size: 75%;">
|
+
'''Table 3'''. Ratio between number of flops of a V-cycle and the number of points of the finest grid.</div>
{| style="text-align: center; margin:auto;width: 100%;"
+
<div id='tab-3'></div>
|-
+
{| style="width: 76%;margin: 1em auto 0.1em auto;border-collapse: collapse;font-size:85%;"   
|Table 2. Ratio between number of flops of a V-cycle and the number of points of the finest grid.
+
|}
+
|}
+
{| style="width: 76%;margin: 1em auto 0.1em auto;border-collapse: collapse;"   
+
 
|-
 
|-
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" |<math>\varepsilon</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" |<math>\varepsilon</math>
Line 718: Line 884:
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |'''<math>1564.958717</math>'''
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |'''<math>1564.958717</math>'''
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1598.033220</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1598.033220</math>
|}</div>
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;" 
 
|-
 
|
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|Table 3. Ratio between number of flops of the restriction and number of points of the finest grid.
 
 
|}
 
|}
|}
+
 
{| style="width: 76%;margin: 1em auto 0.1em auto;border-collapse: collapse;"   
+
 
 +
<div class="center" style="font-size: 75%;">
 +
'''Table 4'''. Ratio between number of flops of the restriction and number of points of the finest grid.</div>
 +
<div id='tab-4'></div>
 +
{| style="width: 76%;margin: 1em auto 0.1em auto;border-collapse: collapse;font-size:85%;"   
 
|-
 
|-
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" |<math>\varepsilon</math>
 
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" |<math>\varepsilon</math>
Line 754: Line 917:
 
|}
 
|}
  
According to Tab. 2, the multigrid cycle that requires the lowest number of flops is the cycle with  <math display="inline">{\mbox{PW}}_\mbox{x}</math> operator, except for the isotropic case <math>\bigl(\varepsilon=1\bigr)</math>. Considering only the restriction step, results presented in Tab. 3 show a great advantage of the  <math display="inline">{\mbox{PW}}_\mbox{x}</math> operator over the <math>\mbox{FW}</math> operator regarding the number of flops performed. For every case, the number of flops for  <math display="inline">{\mbox{PW}}_\mbox{x}</math> is roughly 75% lower than the number of flops for <math>\mbox{FW}</math>.
 
  
The remaining anisotropy coefficients assessed showed similar performances to those presented in Fig. 5 and Tables 2 and 3, what confirms the efficiency and robustness of the algorithm proposed, in addition to the low computational cost with the use of the <math display="inline">{\mbox{PW}}_\mbox{x}</math> operator.
+
According to [[#tab-3|Table 3]], the multigrid cycle that requires the lowest number of flops is the cone with  <math display="inline">{\mbox{PW}}_\mbox{x}</math> operator, except for the isotropic case <math>\bigl(\varepsilon=1\bigr)</math>. Considering only the restriction step, results presented in [[#tab-4|Table 4]] show a great advantage of the  <math display="inline">{\mbox{PW}}_\mbox{x}</math> operator over the <math>\mbox{FW}</math> operator regarding the number of flops performed. For every case, the number of flops for  <math display="inline">{\mbox{PW}}_\mbox{x}</math> is roughly 75% lower than the number of flops for <math>\mbox{FW}</math>.
 +
 
 +
'''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 [[#img-5|Figure 5]] and [[#tab-3|Tables 3]] and [[#tab-4|4]], what confirms the efficiency and robustness of the algorithm proposed, in addition to the low computational cost with the use of the <math display="inline">{\mbox{PW}}_\mbox{x}</math> operator.
  
 
== 5. Conclusions ==
 
== 5. Conclusions ==
- Among the <math>\mbox{ILU}</math> directions assessed (EN, NE, ES, SE) for standard multigrid (<math>\mbox{FW}</math> restriction operator and bilinear prolongation), it is concluded that <math>\rho_{loc}\approx2</math> when using  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon<<1</math> and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> for <math>\varepsilon>>1</math><span style="text-align: center; font-size: 75%;">.</span>
 
  
- With <math>\mbox{FW}</math> restriction,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon<<1</math> and <math>{\mbox{ILU}}_{\mbox{NE}}</math> for <math>\varepsilon>>1</math>, it can be concluded that the 7-point and bilinear prolongation operators presented a similar performance, and for every value of  <math>\varepsilon</math> assessed, <math>\rho_{loc}<<1</math> was obtained. 
+
- For the  <math>\mbox{ILU}</math> directions assessed (EN, NE, ES, SE) for standard multigrid method (<math>\mbox{FW}</math> restriction operator and bilinear prolongation), it is concluded that <math>\rho_{loc}\approx0.02</math> when using <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon<<1</math> and <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> for <math>\varepsilon>>1</math><span style="text-align: center; font-size: 75%;">.</span>
  
- With bilinear interpolation, <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon<<1</math> and <math>{\mbox{ILU}}_{\mbox{NE}}</math> for <math>\varepsilon>>1</math>, it can be stated that the lowest values of <math>{{\rho }_{loc}}</math> are obtained with <math>\mbox{FW}</math> and <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction operators, and that the values of  <math>{{\rho }_{loc}}</math> with these operators are very similar.   
+
- With <math>\mbox{FW}</math> restriction, <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon<<1</math> and <math>{\mbox{ILU}}_{\mbox{NE}}</math> for <math>\varepsilon>>1</math>, results showed that the 7-point and bilinear prolongation operators presented a similar performance, and for every value of <math>\varepsilon</math> assessed, <math>\rho_{loc}<<1</math> was obtained.   
  
- Using Algorithm 1, <math>{{\rho }_{loc}}\approx{{\rho }_{h}}<<1</math>  for every anisotropy coefficient assessed and <math>{{\rho }_{h}}\rightarrow{{\rho }_{loc}}</math> as the grid becomes more refined.
+
- With bilinear interpolation, <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for <math>0<\varepsilon <<1</math> and <math>{\mbox{ILU}}_{\mbox{NE}}</math> for  <math>\varepsilon>>1</math>, the lowest values of <math>{{\rho }_{loc}}</math> are obtained with <math>\mbox{FW}</math> and <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction operators, and the values of  <math>{{\rho }_{loc}}</math> with these operators are very similar.
  
- The  <math display="inline">t_{CPU}\left(\mbox{FW}\right)\approx t_{CPU}\left({\mbox{PW}}_\mbox{x}\right)</math> for every value of  <math>\varepsilon</math> assessed.
+
- Using [[#algorithm-1|Algorithm 1]], <math>{{\rho }_{loc}}\approx{{\rho }_{h}}<<1</math> for every orthotropy coefficient assessed and <math>{{\rho }_{h}}\to {{\rho }_{loc}}</math> as the grid becomes more refined.
  
- The complexity order <math>p</math> of the multigrid method with Algorithm 1 is close to one for every anisotropy assessed. For <math>\varepsilon=10^{-4}</math>, for example, <math>p=1.07747</math> with this algorithm.
+
- The <math display="inline">t_{CPU}\left(\mbox{FW}\right)\approx t_{CPU}\left({\mbox{PW}}_\mbox{x}\right)</math> for every value of <math>\varepsilon</math> assessed.
  
- The computational cost of multigrid depends on the number of flops of the restriction in a V-cycle. Using Algorithm 1 with  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction, the computational cost is 75% lower than with <math>\mbox{FW}</math> restriction.
+
- The complexity order <math>p</math> of the multigrid method with [[#algorithm-1|Algorithm 1]] is close to one for every orthotropy assessed. For <math>\varepsilon ={{10}^{-4}}</math>, for example, <math>p=1.07747</math> with this algorithm.
  
- The Algorithm 1 with  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction proposed in this work is efficient, robust and has low computational cost.
+
- The computational cost of multigrid depends on the number of flops of the restriction in a V-cycle. Using [[#algorithm-1|Algorithm 1]] with  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction, the computational cost is 75% lower than with <math>\mbox{FW}</math> restriction.
 +
 
 +
- The [[#algorithm-1|Algorithm 1]] with  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction proposed in this work is efficient, robust and has low computational cost.
  
 
== Acknowledgements ==
 
== Acknowledgements ==
Line 780: Line 947:
  
 
==References==
 
==References==
 +
<div class="auto" style="width: auto; margin-left: auto; margin-right: auto;font-size: 85%;">
  
:[1] T. Gradl, K. Klamroth, U. Rüde, U. Optimizing the number of multigrid cycles in the full multigrid algorithm. Numerical Linear Algebra with Applications. Vol. 17 (2010) 199–210.
+
[1] Thekale T. Gradl, Klamroth K., Rüde U. Optimizing the number of multigrid cycles in the full multigrid algorithm. Numerical Linear Algebra with Applications, Vol. 17, 199–210,  2010.
  
:[2] R. H. Pletcher, J. C. Tannehill, D. A. Anderson, Computational Fluid Mechanics and Heat Transfer, 3ª ed. CRC Press, USA, 2013.
+
[2] Pletcher R.H., Tannehill J.C., Anderson D.A. Computational fluid mechanics and heat Transfer. 3ª ed. CRC Press, USA, 2013.
  
:[3] G. H. Golub, J. M. Ortega, Scientific Computing and Differential Equations: an Introduction to Numerical Methods, Academic Press, 1992.
+
[3] G.H. Golub, J.M. Ortega, Scientific Computing and Differential Equations: an Introduction to Numerical Methods, Academic Press, 1992.
  
:[4] Y. Saad, Iterative Methods for Sparse Linear Systems, 2ªed., PWS, Philadelphia, 2003.
+
[4] Y. Saad, Iterative Methods for Sparse Linear Systems, 2ªed., PWS, Philadelphia, 2003.
  
:[5] W. L. Briggs, V.E. Henson, S.F. Mccormick, A Multigrid Tutorial, 2ª ed., SIAM, USA, 2000.
+
[5] W.L. Briggs, V.E. Henson, S.F. Mccormick, A Multigrid Tutorial, 2ª ed., SIAM, USA, 2000.
  
:[6] U. Trottenberg, C. Oosterlee, A. Schüller, Multigrid, Academic Press, England, 2001.
+
[6] U. Trottenberg, C. Oosterlee, A. Schüller, Multigrid, Academic Press, England, 2001.
  
:[7] P. Wesseling, An Introduction to Multigrid Methods, John Wiley & Sons, England, 1992.
+
[7] P. Wesseling, An Introduction to Multigrid Methods, John Wiley & Sons, England, 1992.
  
:[8] F. Oliveira, M. A. V. Pinto, C. H. Marchi, L. K. Araki. Optimized partial semicoarsening multigrid algorithm for heat diffusion problems and anisotropic grids. Applied Mathematical Modelling. Vol. 36 (2012) 4665–4676.
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[8] F. Oliveira, M.A.V. Pinto, C.H. Marchi, L.K. Araki. Optimized partial semicoarsening multigrid algorithm for heat diffusion problems and anisotropic grids. Applied Mathematical Modelling, Vol. 36 (2012) 4665–4676.  
  
:[9] J. A. Rabi, M. J. S. de Lemos. Optimization of convergence acceleration in multigrid numerical solutions of conductive-convective problems. Applied Mathematics and Computational. Vol. 124 (2001) 215-226.
+
[9] J.A. Rabi, M.J.S. de Lemos. Optimization of convergence acceleration in multigrid numerical solutions of conductive-convective problems. Applied Mathematics and Computational, Vol. 124 (2001) 215-226.
  
:[10] R. Wienands, W. Joppich, Practical Fourier Analysis for Multigrid Methods, CRC Press, USA, 2005.
+
[10] R. Wienands, W. Joppich, Practical Fourier Analysis for Multigrid Methods, CRC Press, USA, 2005.
  
:[11] K. Johannsen. A robust 9-point ILU smoother for anisotropic problems, IWR Preprint, University of Heidelberg, 2005.
+
[11] K. Johannsen. A robust 9-point ILU smoother for anisotropic problems, IWR Preprint, University of Heidelberg, 2005.
  
:[12] S. A. Vinogradova, L. A. Krukier, The use of incomplete LU decomposition in modeling convection-diffusion processes in an anisotropic medium. Mathematical Models and Computer Simulations. Vol. 5 (2013) 190-197.
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[12] S.A. Vinogradova, L.A. Krukier, The use of incomplete LU decomposition in modeling convection-diffusion processes in an anisotropic medium. Mathematical Models and Computer Simulations, Vol. 5 (2013) 190-197.
  
:[13] G. Vassoler-Rutz, M. A. V. Pinto, R. Suero, Comparison of the physical anisotropy of multigrid method for two-dimensional diffusion equation, in: Proceedings of COBEM, Rio de Janeiro, Brazil, Dezembro 6-11.
+
[13] G. Vassoler-Rutz, M.A.V. Pinto, R. Suero, Comparison of the physical anisotropy of multigrid method for two-dimensional diffusion equation, in: Proceedings of COBEM, Rio de Janeiro, Brazil, (2015) 6-11.
  
:[14] M. A. V. Pinto, C. Rodrigo, F. J. Gaspar, C.W. Oosterlee. On the robustness of ILU smoothers on triangular grids, Applied Numerical Mathematics. Vol. 106 (2016), 37-52.
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[14] M.A. V. Pinto, C. Rodrigo, F.J. Gaspar, C.W. Oosterlee. On the robustness of ILU smoothers on triangular grids, Applied Numerical Mathematics, Vol. 106 (2016), 37-52.
  
:[15] S. R. Franco, F. J. Gaspar, M. A. V. Pinto, C. Rodrigo. Multigrid method based on a space-time approach with standard coarsening for parabolic problems. Applied Mathematics and Computation. Vol. 317 (2018) 25-34.
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[15] S.R. Franco, F.J. Gaspar, M.A.V. Pinto, C. Rodrigo. Multigrid method based on a space-time approach with standard coarsening for parabolic problems. Applied Mathematics and Computation, Vol. 317 (2018) 25-34.
  
:[16] F. Oliveira. Effect of Two-Dimensional Anisotropic Meshes on the Performance of the Geometric Multigrid Method. Tese de doutorado, UFPR, 2010. ''In portuguese''.
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[16] M.L. Oliveira, M.A. V. Pinto, S.F.T. Gonçalves, G. Vassoler-Rutz. On the Robustness of the xy-Zebra-Gauss-Seidel Smoother on an Anisotropic Diffusion Problem. CMES., Vol.117 (2018) 251-270.
  
:[17] P. Wesseling, C. W. Oosterlee. Geometric Multigrid with Applications to Computational Fluid Dynamics. Journal of Computation and Applied Mathematics. Vol. 128 (2001) 311-334.
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[17] F. Oliveira. Effect of Two-Dimensional Anisotropic Meshes on the Performance of the Geometric Multigrid Method. Tese de doutorado, UFPR, 2010. ''In portuguese''.
  
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</div>

Latest revision as of 14:43, 6 July 2021

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

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

,

(1)

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 anisotropic 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,

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\displaystyle -\left| {{g}^{2}}+\varepsilon \,{{w}^{2}} \right|\,{{u}_{xx}}+2\left( 1-\varepsilon \right)g\,w\,{{u}_{xy}}-\left| {{w}^{2}}+\varepsilon \,{{g}^{2}} \right|\,{{u}_{yy}}=S }
(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/":): 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


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\displaystyle -\varepsilon \,{{u}_{xx}}-\,{{u}_{yy}}=S. }
(3)

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

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\displaystyle \left\{ \begin{align} & -\varepsilon {{T}_{xx}}-\,{{T}_{yy}}=S \\ & T\left( 0,y \right)=T\left( x,0 \right)=T\left( x,1 \right)=T\left( 1,y \right)=0 \\ \end{align} \right. }
(4)

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

Failed to parse (MathML with SVG or PNG 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 S=2\left[ \varepsilon \left( 1-6{{x}^{2}} \right){{y}^{2}}\left( 1-{{y}^{2}} \right)+\left( 1-6{{y}^{2}} \right){{x}^{2}}\left( 1-{{x}^{2}} \right) \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/":): {\textstyle T(x,y)=({{x}^{2}}-{{x}^{4}})({{y}^{4}}-{{y}^{2}})}

.

(5)

Eq. (4) was discretized using FDM with CDS, resulting 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/":): {{a}_{P}}{{T}_{P}}+{{a}_{W}}{{T}_{W}}+{{a}_{N}}{{T}_{N}}+{{a}_{E}}{{T}_{E}}+{{a}_{S}}{{T}_{S}}={{b}_{P}}

,

(6)


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 Figure 1(a). The points P (central), W (west), E (east), N (north) and S (south) in Figure 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 Figure 1(a), respectively.               
2345.png
Figure 1. Points of a uniform two-dimensional grid

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


Failed to parse (MathML with SVG or PNG 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}_{P}}=\left( \frac{2\varepsilon }{h_{x}^{2}}+\frac{2}{h_{y}^{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/":): {{a}_{W}}={{a}_{E}}=-\frac{\varepsilon }{h_{x}^{2}}, {{a}_{N}}={{a}_{S}}=-\frac{1}{h_{y}^{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/":): {{b}_{P}}={{S}_{P}} .

(7)

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/":): \text{P}{{\text{W}}_{\text{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 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/":): \text{P}{{\text{W}}_{\text{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/":): I_{h}^{2h}=\frac{1}{4}{{\left[ \begin{matrix}    0 & 1 & 0  \\    0 & 2 & 0  \\    0 & 1 & 0  \\ \end{matrix} \right]}_{h}} 

.

(8)

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

Failed to parse (MathML with SVG or PNG 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}}={{\left[ \begin{matrix} 0 & -1 & 0 \\ -\varepsilon & 2+2\varepsilon & -\varepsilon \\ 0 & -1 & 0 \\ \end{matrix} \right]}_{h}}

.

(9)

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
Failed to parse (MathML with SVG or PNG 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}}={{\left[ \begin{matrix} f & g & 0 \\ c & d & q \\ 0 & a & b \\ \end{matrix} \right]}_{h}}

,

(10)


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:
Failed to parse (MathML with SVG or PNG 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{{}}{\mathop{L}}\,}_{h}}={{L}_{h}}{{U}_{h}}-{{R}_{h}}

,

(11)

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/":): {{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:

Failed to parse (MathML with SVG or PNG 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}^{m}}=b-A{{T}^{m}}

,

Failed to parse (MathML with SVG or PNG 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}}\,{{y}^{m}}={{r}^{m}}\, ,

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

Failed to parse (MathML with SVG or PNG 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+1}}={{T}^{m}}+{{\sigma }^{m}} .

(12)

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
Failed to parse (MathML with SVG or PNG 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}}={{\left[ \begin{matrix} 0 & 0 & 0 \\ \gamma & \delta & 0 \\ 0 & \alpha & \beta \\ \end{matrix} \right]}_{h}}, {{U}_{h}}={{\left[ \begin{matrix} \zeta & \eta & 0 \\ 0 & \delta & \mu \\ 0 & 0 & 0 \\ \end{matrix} \right]}_{h}}, {{R}_{h}}={{\left[ \begin{matrix} {{p}_{2}} & 0 & 0 & 0 & {} \\ {} & 0 & {{p}_{3}} & 0 & {} \\ {} & 0 & 0 & 0 & {{p}_{1}} \\ \end{matrix} \right]}_{h}}

.

(13)

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
.

Failed to parse (MathML with SVG or PNG 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}}={{\left[ \begin{matrix} \zeta & 0 & 0 \\ \gamma & \delta & 0 \\ 0 & \alpha & 0 \\ \end{matrix} \right]}_{h}}, {{U}_{h}}={{\left[ \begin{matrix} 0 & \eta & 0 \\ 0 & \delta & \mu \\ 0 & 0 & \beta \\ \end{matrix} \right]}_{h}}, {{R}_{h}}={{\left[ \begin{matrix} {{p}_{1}} & {} & {} \\ 0 & 0 & 0 \\ 0 & {{p}_{3}} & 0 \\ 0 & 0 & 0 \\ {} & {} & {{p}_{2}} \\ \end{matrix} \right]}_{h}} .

(14)

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

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) [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 nondimensionlized residual norm. The residual of the system of algebraic equation is defined 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 {{r}^{m}}=b-A{{T}^{m}}}

,

(15)

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

Failed to parse (MathML with SVG or PNG 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 {{\phi }_{h}}\left( \theta ,x \right)={{e}^{{i\theta x}/{h}\;}}}
, 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}}}
,
(16)

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,

Failed to parse (MathML with SVG or PNG 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}}\,{{\phi }_{h}}\left( \theta ,x \right)={{\tilde{L}}_{h}}(\theta ){{\phi }_{h}}\left( \theta ,x \right)

,

(17)

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}}\,(\theta )={{\left[ {{s}_{k}} \right]}_{h}}, {{\tilde{L}}_{h}}(\theta )=\sum\limits_{k}{{{s}_{k}}{{e}^{i\,\theta \,k}}}
(18)

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

Failed to parse (MathML with SVG or PNG 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 -\frac{\pi }{2}\le \theta <\frac{\pi }{2}}

,

(19)


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/":): \phi

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/":): \phi

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)
(Figure 2).
234.png
Figure 2. Low- (inner white area) and high-frequency (hatched area) areas


Considering the frequencies

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {{\bar{\theta }}_{i}}:=\left\{ \begin{align} & {{\theta }_{i}}+\pi \,,\,\,\,\text{if}\,\,{{\theta }_{i}}<0 \\ & {{\theta }_{i}}-\pi \,,\,\,\,\text{if}\,\,{{\theta }_{i}}\ge 0\,\,\, \\ \end{align} \right.

,

(20)

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
Failed to parse (MathML with SVG or PNG 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}\left( \theta \right)={{\hat{I}}_{h}}-\left( \hat{I}_{2h}^{h}\left( \theta \right) \right){{\left( \hat{L}_{2h}^{{}}\left( 2\theta \right) \right)}^{-1}}{{\left( \hat{I}_{h}^{2h}\left( \theta \right) \right)}_{y}}\hat{L}_{h}^{{}}\left( \theta \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/":): \theta \in {{T}^{low}}

,

(21)

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:
Failed to parse (MathML with SVG or PNG 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}}=\left( \begin{matrix} {{{\tilde{L}}}_{h}}({{\theta }^{(0,0)}}) & {} & {} & {} \\ {} & {{{\tilde{L}}}_{h}}({{\theta }^{(1,1)}}) & {} & {} \\ {} & {} & {{{\tilde{L}}}_{h}}({{\theta }^{(1,0)}}) & {} \\ {} & {} & {} & {{{\tilde{L}}}_{h}}({{\theta }^{(0,1)}}) \\ \end{matrix} \right)
,
(22)

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 [7].

The discrete Laplace operator given by Eq. (9) 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/":): {{\hat{L}}_{h}}=\left( \begin{matrix} {{{\tilde{L}}}_{1}} & {} & {} & {} \\ {} & {{{\tilde{L}}}_{2}} & {} & {} \\ {} & {} & {{{\tilde{L}}}_{3}} & {} \\ {} & {} & {} & {{{\tilde{L}}}_{4}} \\ \end{matrix} \right)

,

(23)

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:
Failed to parse (MathML with SVG or PNG 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}=\left( \begin{matrix} \tilde{I}_{h}^{2h}\left( {{\theta }^{(0,0)}} \right) & \tilde{I}_{h}^{2h}\left( {{\theta }^{(1,1)}} \right) & \tilde{I}_{h}^{2h}\left( {{\theta }^{(1,0)}} \right) & \tilde{I}_{h}^{2h}\left( {{\theta }^{(0,1)}} \right) \\ \end{matrix} \right)

,

(24)

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{{}}{\mathop{\tilde{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{{}}{\mathop{\tilde{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{{}}{\mathop{\tilde{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{{}}{\mathop{\tilde{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{{}}{\mathop{\tilde{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:
Failed to parse (MathML with SVG or PNG 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}\left( \theta \right)=\left( \begin{matrix} \overset{{}}{\mathop{\tilde{I}_{2h}^{h}}}\,\left( {{\theta }^{(0,0)}} \right) \\ \overset{{}}{\mathop{\tilde{I}_{2h}^{h}}}\,\left( {{\theta }^{(1,1)}} \right) \\ \overset{{}}{\mathop{\tilde{I}_{2h}^{h}}}\,\left( {{\theta }^{(1,0)}} \right) \\ \overset{{}}{\mathop{\tilde{I}_{2h}^{h}}}\,\left( {{\theta }^{(0,1)}} \right) \\ \end{matrix} \right)

,

(25)

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{{}}{\mathop{\tilde{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{{}}{\mathop{\tilde{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
Failed to parse (MathML with SVG or PNG 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}:={{({{\hat{S}}_{h}}(\theta ))}^{{{v}_{2}}}}\hat{K}_{h}^{2h}(\theta )\,{{({{\hat{S}}_{h}}(\theta ))}^{{{v}_{1}}}}

,

(26)

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:
Failed to parse (MathML with SVG or PNG 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}}=\left( \begin{matrix} {{{\tilde{S}}}_{h}}({{\theta }^{(0,0)}}) & {} & {} & {} \\ {} & {{{\tilde{S}}}_{h}}({{\theta }^{(1,1)}}) & {} & {} \\ {} & {} & {{{\tilde{S}}}_{h}}({{\theta }^{(1,0)}}) & {} \\ {} & {} & {} & {{{\tilde{S}}}_{h}}({{\theta }^{(0,1)}}) \\ \end{matrix} \right)

.

(27)


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

Failed to parse (MathML with SVG or PNG 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}}\phi (\theta ,x)={{\tilde{S}}_{h}}\phi (\theta ,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/":): -\pi \le \theta <\pi ,

(28)

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/":): {{\tilde{S}}_{h}}(\theta ):=\frac{\lambda _{h}^{R}(\theta )}{{{\lambda }_{h}}(\theta )+\lambda _{h}^{R}(\theta )}

.

(29)

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
Failed to parse (MathML with SVG or PNG 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)=\sup \left\{ \rho \left( \hat{M}_{h}^{2h}(\theta ) \right):\,\,\theta \in {{T}^{low}},\,\,\theta \notin \Lambda \right\}

,

(30)

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 .

Review 644666424766 2434 Fig3.png
Figure 3. Failed to parse (MathML with SVG or PNG 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}}
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 .

Fig4.png
Figure 4. Failed to parse (MathML with SVG or PNG 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}}
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 .

Fig5.png
Figure 5. Failed to parse (MathML with SVG or PNG 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}}
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 ILUNE and ILUEN 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.
Fig6.png
Figure 6. Failed to parse (MathML with SVG or PNG 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}}
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.
Fig7.png
Figure 7. Failed to parse (MathML with SVG or PNG 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}}
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 Table 1.

Table 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}}

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.
Failed to parse (MathML with SVG or PNG 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 Failed to parse (MathML with SVG or PNG 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
 Failed to parse (MathML with SVG or PNG 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=513\times 513)
Failed to parse (MathML with SVG or PNG 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
Failed to parse (MathML with SVG or PNG 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=1025\times 1025)
Failed to parse (MathML with SVG or PNG 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
Failed to parse (MathML with SVG or PNG 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=2049\times 2049)
Failed to parse (MathML with SVG or PNG 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
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{-5} Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 4.181939\times {{10}^{-4}} Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.006544947 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.01993340 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.02943536
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{-4} Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.01569827 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.025212810 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.02806990 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.02943000
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{-3} Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.02748596 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.028578500 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.02884448 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.022941390
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{-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/":): 0.02858316 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.028703710 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.02874592 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.02921000
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{-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/":): 0.02683346 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.026852440 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.02685995 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 0.02725823


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.
Fig8 a.png
Fig8 b.png
Figure 8. CPU time versus number of nodes (N).


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 Table 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.

Table 2. 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/":): \bigl(p\bigr)

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)
.
Failed to parse (MathML with SVG or PNG 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 Failed to parse (MathML with SVG or PNG 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 p({\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/":): {\textstyle p(\mbox{FW})}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{-4} Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1.07747 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1.07733
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{-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/":): 1.05023 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1.05894
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 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/":): 1.05940 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1.04380
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{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/":): 1.07255 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1.06199
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{4} Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1.07627 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1.07775


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 (Table 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 . Table 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} . Table 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} .

Table 3. Ratio between number of flops of a V-cycle 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/":): \varepsilon Failed to parse (MathML with SVG or PNG 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{flops}(\text{V-cycle}|{\mbox{PW}}_\mbox{x})/N_{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/":): {\textstyle \mbox{flops}(\text{V-cycle}|\mbox{FW})/N_{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/":): 10^{-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/":): 1510.221554

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1543.296057
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{-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/":): 1798.299366

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1837.988770
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 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/":): 2368.277388 Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 2126.896785

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{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/":): 1860.997604

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1900.687008
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{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/":): 1564.958717

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 1598.033220


Table 4. Ratio between number of flops of the restriction 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/":): \varepsilon Failed to parse (MathML with SVG or PNG 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{flops}({\mbox{PW}}_\mbox{x})/N_{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/":): {\textstyle \mbox{flops}(\mbox{FW})/N_{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/":): 10^{-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/":): 11.57607615

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 44.65057942
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{-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/":): 13.89129130

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 53.58069530
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 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/":): 18.37833483

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 62.02688007
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{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/":): 13.89129137

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 53.58069530
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 10^{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/":): 11.57607615

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): 44.65057942


According to Table 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 Table 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 Figure 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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Document information

Published on 11/03/19
Accepted on 07/03/19
Submitted on 09/04/18

Volume 35, Issue 1, 2019
DOI: 10.23967/j.rimni.2019.03.001
Licence: CC BY-NC-SA license

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