m
 
(110 intermediate revisions by 3 users not shown)
Line 1: Line 1:
<!-- metadata commented in wiki content
+
== 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
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
==1. Introduction ==
On the robustness of multigrid method combining ILU and Partial Weight </div>
+
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
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].
on anisotropic diffusion problem</div>
+
  
==Grazielli Vassoler Rutz==
+
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
 
+
grazielli.vassoler[mailto:@ @]ifsc.edu.br
+
 
+
Federal Institute of Santa Catarina - Campus Chapecó.
+
 
+
Federal University of Paraná.
+
 
+
Rua Nereu Ramos, 3450D, 89.813-000, Chapecó, Santa Catarina, Brazil.
+
 
+
==Marcio Augusto Villela Pinto==
+
 
+
[mailto:marcio_villela@ufpr.br marcio_villela@ufpr.br]
+
 
+
Federal University of Paraná.
+
 
+
Department of Mechanical Engineering (DEMEC), 81.531-980, Curitiba, Paraná, Brasil.
+
 
+
==Simone de Fátima Tomazzoni Gonçalves==
+
 
+
[mailto:simone.tg@ufpr.br simone.tg@ufpr.br]
+
 
+
Federal University of Paraná.
+
 
+
Department of Mechanical Engineering (DEMEC), 81.531-980, Curitiba, Paraná, Brasil.
+
-->
+
 
+
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.
+
 
+
Keywords: Physical anisotropy; Multigrid components; Diffusion; Local Fourier analysis.
+
 
+
<br/>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
+
  
 
{| 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>AT=b</math>
+
|<math>AT=b</math>,
 
|  style="text-align: right;width: 5px;text-align: right;white-space: nowrap;"|(1)
 
|  style="text-align: right;width: 5px;text-align: right;white-space: nowrap;"|(1)
 
|}
 
|}
Line 54: Line 19:
 
</math> is the coefficient matrix, <math display="inline">T\in{R^{N}}
 
</math> is the coefficient matrix, <math display="inline">T\in{R^{N}}
 
</math> is the variable of interest and <math display="inline">b\in{R^{N}}
 
</math> is the variable of interest and <math display="inline">b\in{R^{N}}
</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}
</math>and the discretization of the equations is done using a uniform grid with a number of points given by  <math display="inline">N=N_{x}.N_{y}
+
</math> and the discretization of the equations is done using a uniform grid with a number of points given by  <math display="inline">N=N_{x}.N_{y}
 
</math> , where <math display="inline">N_x
 
</math> , where <math display="inline">N_x
</math>and  <math display="inline">N_y
+
</math> and  <math display="inline">N_y
</math>are the number of points in the directions ''x'' and ''y'', respectively, including the boundaries.
+
</math> are the number of points in the directions <math>x</math> and <math>y</math>, respectively, including the boundaries.
  
==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 105: 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 111: Line 78:
 
|}
 
|}
  
 
+
where <math>g=\cos (\alpha )
where ''T'' is the temperature, <math display="inline">T_{xx}
+
</math>, <math>w=sen\,(\alpha )
</math> is the second derivative of ''T'' as a function of ''x'', <math display="inline">T_{yy}
+
</math>, <math>0\le \alpha \le \frac{\pi }{2}
</math> is the second derivative as a function of  ''y'' and <math display="inline">\varepsilon
+
</math> and <math>0<\varepsilon <<1
 +
</math> or <math> \varepsilon >>1
 
</math>.
 
</math>.
  
The source term ''S'' and the analytical solution ''T'' are given by
+
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;"  
 
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"  
Line 124: Line 94:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image15.png|300px]] and  [[Image:draft_Vassoler Rutz_344011008-image16.png|186px]] .    
+
| <math display="block">-\varepsilon \,{{u}_{xx}}-\,{{u}_{yy}}=S.
 +
</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;"|(3)
 
|}
 
|}
  
 +
From here, the diffusion orthotropic problem will be assessed by means of the two-dimensional diffusion equation given by Eq. (4) [5,6]
  
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;" 
 +
|-
 +
|
 +
{| 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}
 +
</math> is the second derivative of ''T'' as a function of <math display="inline">x</math>, <math display="inline">T_{yy}
 +
</math> is the second derivative as a function of  <math display="inline">y</math> and  <math display="inline">\varepsilon>0
 +
</math>.
 +
 
 +
The source term ''S'' and the analytical solution ''T'' 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 137: Line 129:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image17.png|270px]] .       
+
| <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;"|(4)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(5)
 
|}
 
|}
  
 +
Eq. (4) was discretized using FDM with CDS, resulting in
  
where ''T ''is the system unknown.
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
 
+
Fig. 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  [[Image:draft_Vassoler Rutz_344011008-image18.png|36px]] ,  [[Image:draft_Vassoler Rutz_344011008-image19.png|54px]] ,
+
{|
+
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image20.png|54px]]
+
|<math>{{a}_{P}}{{T}_{P}}+{{a}_{W}}{{T}_{W}}+{{a}_{N}}{{T}_{N}}+{{a}_{E}}{{T}_{E}}+{{a}_{S}}{{T}_{S}}={{b}_{P}}</math>,
| [[Image:draft_Vassoler Rutz_344011008-image21.png|center|54px]]
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(6)
 
|}
 
|}
,  [[Image:draft_Vassoler Rutz_344011008-image22.png|54px]] in Fig. 1(a), respectively.
 
  
{| style="width: 58%;margin: 1em auto 0.1em auto;"  
+
 
 +
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="text-align: center;width: 58%;"| [[Image:draft_Vassoler Rutz_344011008-image23.png|336px]] (a)                                (b)
+
|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
 
|}
 
|}
  
 +
The classic 5-point finite difference is not convergent for cases of general anisotropy, such as the example given by the full tensor
  
<span id='_Ref428667097'></span><span id='_Ref428707178'></span><div id="_Toc429758828" class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
Figure 1: Points of a uniform two-dimensional grid.</div>
+
|-
 +
|
 +
{| style="text-align: center; margin:auto;width: 100%;"
 +
|-
 +
| <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  [[Image:draft_Vassoler Rutz_344011008-image24.png|78px]] and  [[Image:draft_Vassoler Rutz_344011008-image25.png|78px]] ,
+
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;"  
+
{| 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%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image26.png|108px]] , [[Image:draft_Vassoler Rutz_344011008-image27.png|102px]] , [[Image:draft_Vassoler Rutz_344011008-image28.png|102px]] , [[Image:draft_Vassoler Rutz_344011008-image29.png|48px]] .    
+
| <math>\left( \begin{matrix}
 +
    \varepsilon & 0 \\
 +
    0 & 1  \\
 +
  \end{matrix} \right)
 +
  </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;" |
 
|}
 
|}
  
 +
which represents a case of orthotropy.
  
For the boundaries north, south, east and west,  [[Image:draft_Vassoler Rutz_344011008-image30.png|42px]] ,  [[Image:draft_Vassoler Rutz_344011008-image31.png|156px]] .
 
  
==2.2. Multigrid method and computational details==
+
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>
  
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.
+
{| 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>{{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;" |(7)
 +
|}
 +
 
 +
For the boundaries north, south, east and west,<math display="inline">{{a}_{P}}=1  </math>, <math>{{a}_{W}}={{a}_{E}}={{a}_{N}}={{a}_{S}}=0</math>.
 +
 
 +
===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).
+
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 ''x'' and ''y'', 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 190: Line 219:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| <math display="inline">{\mbox{PW}}_\mbox{x}</math> : [[Image:draft_Vassoler Rutz_344011008-image34.png|120px]] ,        <math display="inline">{\mbox{PW}}_\mbox{y}</math> : [[Image:draft_Vassoler Rutz_344011008-image35.png|120px]] .
+
| <math>\text{P}{{\text{W}}_{\text{x}}}</math> : <math display="inline">I_{h}^{2h}=\frac{1}{4}{{\left[ \begin{matrix}
 +
  0 & 0 & 0  \\
 +
  1 & 2 & 1  \\
 +
  0 & 0 & 0  \\
 +
\end{matrix} \right]}_{h}}
 +
 
 +
 
 +
 
 +
 
 +
</math>, <math>\text{P}{{\text{W}}_{\text{y}}}</math> : <math>I_{h}^{2h}=\frac{1}{4}{{\left[ \begin{matrix}
 +
  0 & 1 & 0  \\
 +
  0 & 2 & 0  \\
 +
  0 & 1 & 0  \\
 +
\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 ILU). According to [18], this decomposition has a better convergence factor than 5-point incomplete LU decomposition for orthotropic problems.
  
In this work, such restriction was combined with 7-point incomplete LU decomposition (henceforth denoted by ILU). According to [17], this decomposition has a better convergence factor than 5-point incomplete LU decomposition for anisotropic problems.
+
In Eq. (4), discretized using FDM, the stencil for the 5-point Laplacian operator is given by
 
+
In Eq. (2), discretized using FDM, the stencil for 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 205: Line 247:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image36.png|168px]] .
+
| <math>{{L}_{h}}={{\left[ \begin{matrix}
 +
  0 & -1 & 0  \\
 +
  -\varepsilon  & 2+2\varepsilon  & -\varepsilon  \\
 +
  0 & -1 & 0  \\
 +
\end{matrix} \right]}_{h}}
 +
</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 the same operator will be given by
==The ILU decomposition of this 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 218: Line 264:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image37.png|114px]] ,  
+
| <math>{{L}_{h}}={{\left[ \begin{matrix}
 +
  f & g & 0  \\
 +
  c & d & q  \\
 +
  0 & a & b  \\
 +
\end{matrix} \right]}_{h}}
 +
 
 +
</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)
 
|}
 
|}
  
  
note that in this case,  [[Image:draft_Vassoler Rutz_344011008-image38.png|60px]] .
+
note that in this case,  <math display="inline">b=f=0</math>.
  
Thus, the ILU decomposition is represented by:
+
Thus, the <math>\mbox{ILU}</math> decomposition 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;"  
Line 233: Line 285:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image39.png|102px]] ,
+
| <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>{{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.
where [[Image:draft_Vassoler Rutz_344011008-image40.png|18px]] is a lower triangular matrix,   [[Image:draft_Vassoler Rutz_344011008-image41.png|18px]] is an upper triangular matrix and  [[Image:draft_Vassoler Rutz_344011008-image42.png|18px]] is the residual matrix.
+
  
 
The iterative process for solving Eq. (4) can be:
 
The iterative process for solving Eq. (4) can be:
Line 248: Line 299:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image43.png|90px]] ,
+
|<math>{{r}^{m}}=b-A{{T}^{m}}</math>,
  
[[Image:draft_Vassoler Rutz_344011008-image44.png|78px]] ,
+
<math>{{L}_{h}}\,{{y}^{m}}={{r}^{m}}\,</math>,
  
[[Image:draft_Vassoler Rutz_344011008-image45.png|78px]] ,
+
<math>{{U}_{h}}\,{{\sigma }^{m}}={{y}^{m}}</math>,
  
[[Image:draft_Vassoler Rutz_344011008-image46.png|102px]] .
+
<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> [18], is given by
Depending on the ordination of the grid points, different directions can be obtained for the ILU decomposition. In lexicographical order,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> [17], 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 317:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image48.png|120px]] , [[Image:draft_Vassoler Rutz_344011008-image49.png|120px]] , [[Image:draft_Vassoler Rutz_344011008-image50.png|180px]] .
+
| <math>{{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}}
 +
</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> [18], is given by
Another example of ordination for ILU,  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> [17], 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 282: Line 343:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image52.png|114px]] , [[Image:draft_Vassoler Rutz_344011008-image53.png|120px]] , [[Image:draft_Vassoler Rutz_344011008-image54.png|132px]] .
+
| .
 +
<math>{{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}}
  
 +
</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 system given by Eq. (1) was solved using geometric multigrid method [5,6] with correction scheme (CS), V-cycle and zero initial guess.
  
The linear equation system given by Eq. (1) was solved using the geometric multigrid method [5,6] with correction scheme (CS), V-cycle and zero initial estimate.
+
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 coarsening ratio is given by  [[Image:draft_Vassoler Rutz_344011008-image55.png|30px]] (standard coarsening) [17]. The grid transfer operators employed were: Injection Restriction (INJ), Half Weighting (HW), Full Weighting (FW) (see [6]), Partial Weighting in ''x'' ( <math display="inline">{\mbox{PW}}_\mbox{x}</math> ), Partial Weighting in ''y'' ( <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 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 nondimensionlized residual norm. The residual of the system of algebraic equation is defined by
  
The stop criterion used to interrupt the iterative process is based on the dimensionless residual norm. The residual of the algebraic equation system is defined by
+
{| class="formulaSCP" style="width: 100%;margin: 1em auto 0.1em auto;width: 100%;text-align: center;"
 
+
{| class="formulaSCP" style="width: 100%; text-align: center;"  
+
 
|-
 
|-
 
|  
 
|  
{| style="text-align: center; margin:auto;"  
+
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image59.png|90px]]
+
| <math display="inline">{{r}^{m}}=b-A{{T}^{m}}</math>,
 
|}
 
|}
| style="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 [[Image:draft_Vassoler Rutz_344011008-image60.png|18px]] is the solution of the unknown in the iteration ''m''.
+
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  [[Image:draft_Vassoler Rutz_344011008-image61.png|66px]] and  [[Image:draft_Vassoler Rutz_344011008-image62.png|60px]] , if  [[Image:draft_Vassoler Rutz_344011008-image63.png|48px]] the iterative process is interrupted if  [[Image:draft_Vassoler Rutz_344011008-image64.png|66px]] .
+
  
 
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.
+
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 [[Image:draft_Vassoler Rutz_344011008-image65.png|18px]] , where the influence of the boundaries can be dismissed [6].
+
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 326: Line 401:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image66.png|96px]] , with  [[Image:draft_Vassoler Rutz_344011008-image67.png|102px]] ,
+
| <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  [[Image:draft_Vassoler Rutz_344011008-image68.png|6px]] varies in the infinite grid  [[Image:draft_Vassoler Rutz_344011008-image69.png|18px]] and  [[Image:draft_Vassoler Rutz_344011008-image70.png|6px]] is a parameter that characterize the frequency of the function concerning to grid  [[Image:draft_Vassoler Rutz_344011008-image69.png|18px]] .
+
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.
 
+
For  [[Image:draft_Vassoler Rutz_344011008-image71.png|78px]] , every function of the grid  [[Image:draft_Vassoler Rutz_344011008-image72.png|54px]] are eigenfunctions of a discrete operator that can be written by a stencil.
+
  
 
Thus,
 
Thus,
Line 343: Line 417:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image73.png|174px]] .
+
| <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)
 
|}
 
|}
 
  
 
where
 
where
  
{| 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%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image74.png|84px]] ,  [[Image:draft_Vassoler Rutz_344011008-image75.png|120px]] and  [[Image:draft_Vassoler Rutz_344011008-image76.png|12px]] 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)
 
|}
 
|}
  
 +
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.
  
For the smoothing and the analysis of two grids, it necessary to distinguish components of high and low frequency of  [[Image:draft_Vassoler Rutz_344011008-image77.png|18px]] in relation to  [[Image:draft_Vassoler Rutz_344011008-image78.png|24px]] .
+
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 if
+
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 371: Line 445:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image79.png|54px]] with [[Image:draft_Vassoler Rutz_344011008-image80.png|84px]] ,
+
| <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)
 
|}
 
|}
  
  
are visible in  [[Image:draft_Vassoler Rutz_344011008-image81.png|18px]] .
+
are visible in  <math>G_h</math> .
  
For each  [[Image:draft_Vassoler Rutz_344011008-image82.png|162px]] , three other frequency components  [[Image:draft_Vassoler Rutz_344011008-image83.png|48px]] with  [[Image:draft_Vassoler Rutz_344011008-image84.png|132px]] coincide in  [[Image:draft_Vassoler Rutz_344011008-image85.png|24px]] with  [[Image:draft_Vassoler Rutz_344011008-image86.png|54px]] and are not visible in  [[Image:draft_Vassoler Rutz_344011008-image87.png|24px]] . 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:
  
[[Image:draft_Vassoler Rutz_344011008-image88.png|12px]] is a low-frequency component [[Image:draft_Vassoler Rutz_344011008-image89.png|222px]] ;
+
<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>
  
  [[Image:draft_Vassoler Rutz_344011008-image90.png|12px]] is a high-frequency component 
+
<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 id='img-2'></div>
 +
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image91.png|18px]]
+
|style="padding:10px;"| [[File:234.png|200px|centre|thumb]]
| [[Image:draft_Vassoler Rutz_344011008-image92.png|center|324px]]
+
|- style="text-align: center; font-size: 75%;"
 +
| colspan="1" style="padding:10px;"| '''Figure 2'''. Low- (inner white area) and high-frequency (hatched area) areas
 
|}
 
|}
. See Fig. 2.
 
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
 
<span style="text-align: center; font-size: 75%;"> [[Image:draft_Vassoler Rutz_344011008-image93.png|288px]] </span></div>
 
  
<span id='_Ref428218644'></span><span id='_Toc428200463'></span><span id='_Toc428200508'></span><span id='_Toc429758843'></span><span id='_Ref466666326'></span>
+
Considering the frequencies
 +
{| 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>{{\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.</math>,
 +
|}
 +
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(20)
 +
|}
  
==Figure 2: Low- (inner white area) and high-frequency (hatched area) areas.==
+
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;"
== Considering the frequencies==
+
 
+
{| 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 display="inline">{\overline{\theta }}_i:=\lbrace \begin{array}{c}
+
| <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>,
{\theta }_i+\pi \mbox{},\mbox{}\mbox{}\mbox{}\mbox{if}\mbox{ }\mbox{}{\theta }_i<0\\
+
{\theta }_i-\pi \mbox{},\mbox{}\mbox{}\mbox{}\mbox{if}\mbox{}\mbox{}{\theta }_i\geq 0\mbox{ }\mbox{ }\mbox{}
+
\end{array}</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;" |(21)
 
|}
 
|}
  
 +
where  <math>\hat{I}_{h}^{{}}</math> is represented by a 4x4 identity matrix.
  
==The operator  [[Image:draft_Vassoler Rutz_344011008-image95.png|24px]] is represented by a 4x4 matrix [[Image:draft_Vassoler Rutz_344011008-image96.png|24px]] , as follows==
+
<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;"
 
|-
 
|-
 
|  
 
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image97.png|288px]] , with [[Image:draft_Vassoler Rutz_344011008-image98.png|54px]] ,
+
| <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;"|(19)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(22)
 
|}
 
|}
  
 +
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].
  
where  [[Image:draft_Vassoler Rutz_344011008-image99.png|18px]] is represented by a 4x4 identity matrix,  [[Image:draft_Vassoler Rutz_344011008-image100.png|36px]] is the 4x4 matrix,  [[Image:draft_Vassoler Rutz_344011008-image101.png|42px]] is a 1x4 matrix,  [[Image:draft_Vassoler Rutz_344011008-image102.png|42px]] is a 4x1 matrix and  [[Image:draft_Vassoler Rutz_344011008-image103.png|66px]] is a 1x1 matrix.
+
The discrete Laplace operator given by Eq. (9) is represented by:
  
A representation for [[Image:draft_Vassoler Rutz_344011008-image104.png|30px]] can be obtained by a matrix  [[Image:draft_Vassoler Rutz_344011008-image105.png|54px]] 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;"  
+
 
|-
 
|-
 
|  
 
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image106.png|210px]] ,
+
| <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;"|(20)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(23)
 
|}
 
|}
  
 +
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>.
  
where  [[Image:draft_Vassoler Rutz_344011008-image107.png|48px]] is given by Eq. (19) and  [[Image:draft_Vassoler Rutz_344011008-image108.png|36px]] is a 4x4 matrix and represents  [[Image:draft_Vassoler Rutz_344011008-image109.png|36px]] .
+
The restriction operator <math>\hat{I}_{h}^{2h}(\theta )
 +
</math> is a 1x4 matrix, and is given by:
  
Let it be
+
{| 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 display="inline">\Lambda =\left\{\theta \in \left[-\frac{\pi }{2},\frac{\pi }{2}\right)\times \left[-\right. \right. </math><math>\left. \left. \frac{\pi }{2},\frac{\pi }{2}\right):\mbox{}{\overset{\sim}{L}}_h(\theta )=\right. </math><math>\left. 0\mbox{}\mbox{}\mbox{or}\mbox{ }\mbox{ }{\overset{\sim}{L}}_{2h}(\theta )=\right. </math><math>\left. 0\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;"|(21)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(24)
 
|}
 
|}
  
 +
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>.
  
== The asymptotic convergence factor  [[Image:draft_Vassoler Rutz_344011008-image111.png|54px]] can be calculated by==
+
The prolongation operator <math>\hat{I}_{2h}^{h}(\theta )</math> is a 4x1 matrix, and 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;"
 
|-
 
|-
 
|  
 
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image112.png|270px]] ,
+
| <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;"|(22)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(25)
 
|}
 
|}
  
 +
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].
  
where  [[Image:draft_Vassoler Rutz_344011008-image113.png|72px]] is the spectral radius of the 4x4 matrix  [[Image:draft_Vassoler Rutz_344011008-image114.png|54px]] .
+
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>.  
  
In this work, LFA was used to determine the asymptotic convergence factor of the multigrid method ( [[Image:draft_Vassoler Rutz_344011008-image115.png|90px]] ) combining ILU solvers in several directions (such as  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> and <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> ), FW, 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.
+
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
  
For the FW restriction operator,  [[Image:draft_Vassoler Rutz_344011008-image120.png|216px]] , for the <math display="inline">{\mbox{PW}}_\mbox{x}</math> , [[Image:draft_Vassoler Rutz_344011008-image122.png|150px]] and for the  <math display="inline">{\mbox{PW}}_\mbox{y}</math> , [[Image:draft_Vassoler Rutz_344011008-image124.png|150px]] . For the other restriction operators, see [4].
+
{| 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>\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;" |(26)
 +
|}
  
For the bilinear prolongation operator,  [[Image:draft_Vassoler Rutz_344011008-image125.png|204px]] and for the 7-point prolongation operator, [[Image:draft_Vassoler Rutz_344011008-image126.png|276px]] [10].
+
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:
  
In order to perform the LFA using the  <math display="inline">\mbox{ILU}</math> solver, the auto-functions of  [[Image:draft_Vassoler Rutz_344011008-image128.png|18px]] ,  [[Image:draft_Vassoler Rutz_344011008-image129.png|18px]] ,  [[Image:draft_Vassoler Rutz_344011008-image130.png|18px]] and  [[Image:draft_Vassoler Rutz_344011008-image131.png|18px]] 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;"  
+
 
|-
 
|-
 
|  
 
|  
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image132.png|204px]] with [[Image:draft_Vassoler Rutz_344011008-image133.png|78px]] .
+
| <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;"|(23)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(27)
 
|}
 
|}
  
  
==The smoothing operator [[Image:draft_Vassoler Rutz_344011008-image134.png|18px]] , according to [6], is given by==
+
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
  
{| 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%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image135.png|138px]] , [[Image:draft_Vassoler Rutz_344011008-image133.png|78px]] ,
+
| <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;"|(24)
+
| style="text-align: center;width: 5px;text-align: right;white-space: nowrap;" |(28)
 
|}
 
|}
 
  
 
with
 
with
Line 511: Line 625:
 
{| style="text-align: center; margin:auto;width: 100%;"
 
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image136.png|288px]] .
+
 
 +
|<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;"|(25)
+
|  style="text-align: center;width: 5px;text-align: right;white-space: nowrap;"|(29)
 
|}
 
|}
  
 +
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>.
  
For  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> ,  [[Image:draft_Vassoler Rutz_344011008-image138.png|234px]] and for  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> ,  [[Image:draft_Vassoler Rutz_344011008-image140.png|234px]] .
+
The asymptotic convergence factor <math>\rho \left( M_{h}^{2h} \right)</math> can be calculated by
  
4. Numerical Results
+
{| 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>\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)
 +
|}
  
In this work, the anisotropic diffusion equation was solved using 7-point ILU 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.
+
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>.
  
Eq. (2) was assessed for  [[Image:draft_Vassoler Rutz_344011008-image141.png|48px]] and  [[Image:draft_Vassoler Rutz_344011008-image142.png|54px]] , with  [[Image:draft_Vassoler Rutz_344011008-image143.png|192px]] . When  [[Image:draft_Vassoler Rutz_344011008-image144.png|48px]] or  [[Image:draft_Vassoler Rutz_344011008-image145.png|54px]] in this work, there is symmetric anisotropy. For instance,  [[Image:draft_Vassoler Rutz_344011008-image146.png|48px]] is an anisotropy symmetric to  [[Image:draft_Vassoler Rutz_344011008-image147.png|54px]] .
 
  
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.
+
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.
  
==4.1. Convergence Analysis==
+
== 4. Numerical results==
  
Fig. 3 depicts'' '' [[Image:draft_Vassoler Rutz_344011008-image148.png|24px]] , given by Eq. (22), with  <math display="inline">\mbox{ILU}</math> in the EN, NE, ES, SE directions, FW restriction, bilinear prolongation, number of inner iterations  [[Image:draft_Vassoler Rutz_344011008-image150.png|36px]] ,  [[Image:draft_Vassoler Rutz_344011008-image141.png|48px]] and [[Image:draft_Vassoler Rutz_344011008-image151.png|54px]] , with  [[Image:draft_Vassoler Rutz_344011008-image152.png|42px]] .
+
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.  
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
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>.
  [[Image:draft_Vassoler Rutz_344011008-image153.jpeg|390px]] </div>
+
  
Figure 3:  [[Image:draft_Vassoler Rutz_344011008-image148.png|24px]] versus anisotropy coefficients ( [[Image:draft_Vassoler Rutz_344011008-image154.png|12px]] ) with  <math display="inline">\mbox{ILU}</math> in different directions.
+
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.
  
It is noticed that for  [[Image:draft_Vassoler Rutz_344011008-image156.png|66px]] , <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> has a good performance and for  
+
===4.1. Convergence Analysis===
{|
+
 
 +
[[#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>.
 +
 
 +
<div id='img-3'></div>
 +
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image158.png|42px]]
+
|style="padding:10px;"|  [[File:Review 644666424766 2434 Fig3.png|400px|centre|thumb]]
| <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math>
+
|- 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.
 
|}
 
|}
has a good performance as well, that is,  [[Image:draft_Vassoler Rutz_344011008-image160.png|48px]] . 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.
 
  
For the analyses presented below, tests were carried out using only the solvers that had the best performances in the previous analysis.
 
  
Fig. 4 presents  [[Image:draft_Vassoler Rutz_344011008-image148.png|24px]] using as solvers,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for  [[Image:draft_Vassoler Rutz_344011008-image156.png|66px]] and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> for  [[Image:draft_Vassoler Rutz_344011008-image158.png|42px]] ; [[Image:draft_Vassoler Rutz_344011008-image164.png|36px]] ; FW restriction; 7-point and bilinear prolongation;  [[Image:draft_Vassoler Rutz_344011008-image141.png|48px]] and  [[Image:draft_Vassoler Rutz_344011008-image151.png|54px]] , with  [[Image:draft_Vassoler Rutz_344011008-image165.png|42px]] .
+
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.
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
For the analyses presented below, tests were carried out using only the solvers that had the best performances in previous analysis.
[[Image:draft_Vassoler Rutz_344011008-image166.jpeg|396px]] </div>
+
  
<span id='_GoBack'></span>
+
[[#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>
  
Figure 4: [[Image:draft_Vassoler Rutz_344011008-image148.png|24px]] versus anisotropy coefficients ( [[Image:draft_Vassoler Rutz_344011008-image154.png|12px]] ) with different interpolation operators.
+
<div id='img-4'></div>
 +
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
 +
|-
 +
|style="padding:10px;"| [[File:Fig4.png|400px|centre|thumb]]
 +
|- 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.
 +
|}
  
It is observed that the restriction|prolongation combinations FW|bilinear and FW|7-points had a good performance ( [[Image:draft_Vassoler Rutz_344011008-image160.png|48px]] ) and presented very similar convergence factors.
+
 
 +
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.
  
 
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.
 
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.
  
Fig. 5 presents'' '' [[Image:draft_Vassoler Rutz_344011008-image148.png|24px]] using as solvers,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for [[Image:draft_Vassoler Rutz_344011008-image156.png|66px]] and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> for [[Image:draft_Vassoler Rutz_344011008-image158.png|42px]] ; [[Image:draft_Vassoler Rutz_344011008-image164.png|36px]] ; FW, HW, INJ,  <math display="inline">{\mbox{PW}}_\mbox{x}</math> and  <math display="inline">{\mbox{PW}}_\mbox{y}</math> restriction; bilinear prolongation;  [[Image:draft_Vassoler Rutz_344011008-image141.png|48px]] and  [[Image:draft_Vassoler Rutz_344011008-image151.png|54px]] , with [[Image:draft_Vassoler Rutz_344011008-image165.png|42px]] .
+
[[#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; 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.
 +
|}
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
 
[[Image:draft_Vassoler Rutz_344011008-image171.jpeg|414px]] </div>
 
  
Figure 5:  [[Image:draft_Vassoler Rutz_344011008-image148.png|24px]] versus anisotropy coefficients ( [[Image:draft_Vassoler Rutz_344011008-image154.png|12px]] ) with different restriction operators.
+
[[#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.
  
Fig. 5 shows that for  [[Image:draft_Vassoler Rutz_344011008-image172.png|54px]] and  [[Image:draft_Vassoler Rutz_344011008-image173.png|48px]] , with [[Image:draft_Vassoler Rutz_344011008-image165.png|42px]] (symmetric anisotropies),  [[Image:draft_Vassoler Rutz_344011008-image174.png|24px]] presents very similar values. It is noted that for anisotropic problems ( [[Image:draft_Vassoler Rutz_344011008-image175.png|36px]] ), the lowest values for  [[Image:draft_Vassoler Rutz_344011008-image174.png|24px]] are achieved with FW and <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction, which present very similar values.
+
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.
  
Based on the results shown, it is proposed Algorithm 1, which combines ILU solver in different directions with FW 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 (FW or  <math display="inline">{\mbox{PW}}_\mbox{x}</math> ) previously defined.
+
<div id='algorithm-1'></div>
 +
<div class="left" style="font-size: 85%;">
 +
'''Algorithm 1.'''<br />
 +
_______________________________________________________ 
  
Algorithm1:
+
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>
  
___________________________________________________________________________
 
  
if  [[Image:draft_Vassoler Rutz_344011008-image179.png|30px]] then
+
'''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.
  
Apply  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> smoothing with '''REST '''restriction
+
'''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.
  
else if  [[Image:draft_Vassoler Rutz_344011008-image181.png|30px]] then
+
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.
  
Apply  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> smoothing with FW restriction
+
[[#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;"
 +
|-
 +
|style="padding:10px;"| [[File:Fig6.png|400px|centre|thumb]]
 +
|- 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>.
 +
|}
  
else
 
  
Apply  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> '''REST '''restriction
+
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.
  
end if
+
[[#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; 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.
 +
|}
  
Next, it is presented the asymptotic convergence factor  [[Image:draft_Vassoler Rutz_344011008-image184.png|24px]] , calculated via LFA, and the empiric asymptotic convergence factor  [[Image:draft_Vassoler Rutz_344011008-image185.png|18px]] , for different anisotropy coefficients.
 
  
Fig. 6 shows Algorithm 1 with '''REST''' <math display="inline">={\mbox{PW}}_\mbox{x}</math> ,  [[Image:draft_Vassoler Rutz_344011008-image164.png|36px]] and bilinear prolongation.
+
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%;">
  [[Image:draft_Vassoler Rutz_344011008-image187.jpeg|420px]] </div>
+
'''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="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>
 +
|-
 +
| 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>
 +
|}
  
Figure 6:  [[Image:draft_Vassoler Rutz_344011008-image188.png|24px]] and  [[Image:draft_Vassoler Rutz_344011008-image189.png|18px]] versus anisotropy coefficients ( [[Image:draft_Vassoler Rutz_344011008-image154.png|12px]] ).
 
  
It is observed that  [[Image:draft_Vassoler Rutz_344011008-image190.png|90px]] for every anisotropy coefficients assessed. Moreover,   [[Image:draft_Vassoler Rutz_344011008-image184.png|24px]] calculated via LFA is in accordance with  [[Image:draft_Vassoler Rutz_344011008-image185.png|18px]] calculated experimentally.
+
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.
  
Fig. 7 depicts the numerical asymptotic convergence factor  [[Image:draft_Vassoler Rutz_344011008-image184.png|24px]] calculated via LFA and the experimental asymptotic convergence factor  [[Image:draft_Vassoler Rutz_344011008-image185.png|18px]] , for different anisotropy coefficients for different grids. Algorithm 1 with  '''REST''' = <math display="inline">{\mbox{PW}}_\mbox{x}</math> ,  [[Image:draft_Vassoler Rutz_344011008-image164.png|36px]] and bilinear prolongation was used. As the grid  becomes more refined,  [[Image:draft_Vassoler Rutz_344011008-image192.png|60px]] for every anisotropy coefficient analyzed, what demonstrates the robustness of the methodology assessed.
+
===4.2. Complexity Analysis===
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
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>.
[[Image:draft_Vassoler Rutz_344011008-image193.jpeg|408px]] </div>
+
  
Figure 7:  [[Image:draft_Vassoler Rutz_344011008-image188.png|24px]] and [[Image:draft_Vassoler Rutz_344011008-image189.png|18px]] versus anisotropy coefficients ( [[Image:draft_Vassoler Rutz_344011008-image154.png|12px]] ) for different number of grid points.
+
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.
  
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.
+
<div id='img-8'></div>
 
+
{| style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: auto;max-width: auto;"
==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 FW and  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restrictions respectively, that for the anisotropic problem ( [[Image:draft_Vassoler Rutz_344011008-image195.png|36px]] ), the  <math display="inline">t_{CPU}</math> is not lower. As the problem becomes more anisotropic ( [[Image:draft_Vassoler Rutz_344011008-image156.png|66px]] or  [[Image:draft_Vassoler Rutz_344011008-image158.png|42px]] ), the  [[Image:draft_Vassoler Rutz_344011008-image197.png|24px]] decreases for every ''N ''value assessed. For every anisotropy coefficient assessed, the  [[Image:draft_Vassoler Rutz_344011008-image198.png|24px]] with FW restriction is very similar to the  [[Image:draft_Vassoler Rutz_344011008-image199.png|24px]] 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 anisotropies ( [[Image:draft_Vassoler Rutz_344011008-image202.png|54px]] and  [[Image:draft_Vassoler Rutz_344011008-image203.png|48px]] ) with  [[Image:draft_Vassoler Rutz_344011008-image204.png|84px]] , that the values of  [[Image:draft_Vassoler Rutz_344011008-image205.png|24px]] obtained are extremely similar.
+
 
+
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
+
{|
+
 
|-
 
|-
| [[Image:draft_Vassoler Rutz_344011008-image206.jpeg|288px]]
+
|style="padding:10px;"|  [[File:Fig8 a.png|400px|thumb]]
| [[Image:draft_Vassoler Rutz_344011008-image207.jpeg|center|282px]]
+
|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'').
 
|}
 
|}
</div>
 
  
==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 [[Image:draft_Vassoler Rutz_344011008-image208.png|72px]] [18] was made, where ''p ''represents the complexity order of the solver, ''N'' is the number of grid points and ''c ''is a constant that depends on the method. The closer the value of ''p ''is to one, the better the performance of method used. Ideally, multigrid presents ''p=1'', what means that the CPU time grows linearly with the increase of ''N''. Results are shown in Table 1 for both restrictions assessed (FW and  <math display="inline">{\mbox{PW}}_\mbox{x}</math> ).
+
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.
  
One can observe in Tab. 1 that, for every anisotropy employed, the multigrid method has a good performance, since ''p ''&#x2248; 1 in every case. These results prove the efficiency and robustness of 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>
  
{| style="margin: 1em auto 0.1em auto;border-collapse: collapse;"  
+
<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-left: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;width: 10%;"| [[Image:draft_Vassoler Rutz_344011008-image210.png|12px]]
+
| 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;vertical-align: bottom;width: 11%;"| [[Image:draft_Vassoler Rutz_344011008-image211.png|54px]]
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math display="inline">p({\mbox{PW}}_\mbox{x})</math>
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;border-right: 1pt solid black;text-align: center;vertical-align: bottom;width: 10%;"| [[Image:draft_Vassoler Rutz_344011008-image212.png|48px]]
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math display="inline">p(\mbox{FW})</math>
 
|-
 
|-
| style="border-top: 1pt solid black;border-left: 1pt solid black;text-align: center;vertical-align: top;width: 10%;"| [[Image:draft_Vassoler Rutz_344011008-image213.png|30px]]
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>10^{-4}</math>
| style="border-top: 1pt solid black;text-align: center;vertical-align: bottom;"|1.07747
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07747</math>
| style="border-top: 1pt solid black;border-right: 1pt solid black;text-align: center;vertical-align: bottom;"|1.07733
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07733</math>
 
|-
 
|-
| style="border-left: 1pt solid black;text-align: center;vertical-align: top;width: 10%;"| [[Image:draft_Vassoler Rutz_344011008-image214.png|24px]]
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>10^{-2}</math>
| style="text-align: center;vertical-align: bottom;"|1.05023
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.05023</math>
| style="border-right: 1pt solid black;text-align: center;vertical-align: bottom;"|1.05894
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.05894</math>
 
|-
 
|-
| style="border-left: 1pt solid black;text-align: center;vertical-align: top;"|1
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>1</math>
| style="text-align: center;vertical-align: bottom;"|1.05940
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>1.05940</math>
| style="border-right: 1pt solid black;text-align: center;vertical-align: bottom;"|1.04380
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>1.04380</math>
 
|-
 
|-
| style="border-left: 1pt solid black;text-align: center;vertical-align: top;width: 10%;"| [[Image:draft_Vassoler Rutz_344011008-image215.png|24px]]
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" |<math>10^{2}</math>
| style="text-align: center;vertical-align: bottom;"|1.07255
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07255</math>
| style="border-right: 1pt solid black;text-align: center;vertical-align: bottom;"|1.06199
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.06199</math>
 
|-
 
|-
| style="border-left: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;width: 10%;"| [[Image:draft_Vassoler Rutz_344011008-image216.png|24px]]
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>10^{4}</math>
| style="border-bottom: 1pt solid black;text-align: center;vertical-align: bottom;"|1.07627
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07627</math>
| style="border-bottom: 1pt solid black;border-right: 1pt solid black;text-align: center;vertical-align: bottom;"|1.07775
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1.07775</math>
 
|}
 
|}
  
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
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.
Table 1. Complexity order (''p'') for different'' ''anisotropy coefficients ( [[Image:draft_Vassoler Rutz_344011008-image210.png|12px]] ).</div>
+
 
+
The values obtained for the convergence factor, presented in section 4.1, and for the complexity order concerning to the <span style="text-align: center; font-size: 75%;"> <math display="inline">{\mbox{PW}}_\mbox{x}</math> </span> and FW restriction operators (Tab. 1) 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 [[Image:draft_Vassoler Rutz_344011008-image218.png|60px]] ( [[Image:draft_Vassoler Rutz_344011008-image219.png|24px]] is the number of points of the finest grid, considering a problem whose maximum number of levels is [[Image:draft_Vassoler Rutz_344011008-image220.png|60px]] ) and for some values of [[Image:draft_Vassoler Rutz_344011008-image221.png|12px]] . Tab. 2 presents the ratio between number of flops of a V-cycle and number of points of the finest grid [[Image:draft_Vassoler Rutz_344011008-image222.png|24px]] . Tab. 3 shows the ratio between number of flops performed in each restriction and the number of points of the finest grid [[Image:draft_Vassoler Rutz_344011008-image222.png|24px]] .
+
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>.
  
{| style="width: 85%;margin: 1em auto 0.1em auto;border-collapse: collapse;"  
+
<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>
 +
<div id='tab-3'></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%;"| [[Image:draft_Vassoler Rutz_344011008-image210.png|12px]]
+
| 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%;"| [[Image:draft_Vassoler Rutz_344011008-image223.png|174px]]
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math display="inline">\mbox{flops}(\text{V-cycle}|{\mbox{PW}}_\mbox{x})/N_{10}</math>
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;"| <math display="inline">\mbox{flops}(\mbox{V-cycle}\mid\mbox{FW})/N_{10}</math>  
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math display="inline">\mbox{flops}(\text{V-cycle}|\mbox{FW})/N_{10}</math>  
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|<span style="text-align: center; font-size: 75%;"> [[Image:draft_Vassoler Rutz_344011008-image214.png|24px]] </span>
+
| 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;"|'''1510.221554'''
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |'''<math>1510.221554</math>'''
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|1543.296057
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1543.296057</math>
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|<span style="text-align: center; font-size: 75%;"> [[Image:draft_Vassoler Rutz_344011008-image225.png|24px]] </span>
+
| 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^{-1}</math>
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|'''1798.299366'''
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |'''<math>1798.299366</math>'''
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|1837.988770
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1837.988770</math>
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;"| [[Image:draft_Vassoler Rutz_344011008-image226.png|6px]]
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>1</math>
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|2368.277388
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>2368.277388</math>
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|'''2126.896785'''
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |'''<math>2126.896785</math>'''
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;"| [[Image:draft_Vassoler Rutz_344011008-image227.png|18px]]
+
| 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;"|'''1860.997604'''
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |'''<math>1860.997604</math>'''
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|1900.687008
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1900.687008</math>
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;"| [[Image:draft_Vassoler Rutz_344011008-image228.png|24px]]
+
| 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;"|'''1564.958717'''
+
| 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;"|1598.033220
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>1598.033220</math>
 
|}
 
|}
  
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
<div class="center" style="font-size: 75%;">
Table 2. Ratio between number of flops of a V-cycle and the number of points of the finest grid. </div>
+
'''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;"  
+
{| 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%;"| [[Image:draft_Vassoler Rutz_344011008-image210.png|12px]]
+
| 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 display="inline">\mbox{flops}({\mbox{PW}}_\mbox{x})/N_{10}</math>  
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math display="inline">\mbox{flops}({\mbox{PW}}_\mbox{x})/N_{10}</math>  
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;"| <math display="inline">\mbox{flops}(\mbox{FW})/N_{10}</math>  
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math display="inline">\mbox{flops}(\mbox{FW})/N_{10}</math>  
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|<span style="text-align: center; font-size: 75%;"> [[Image:draft_Vassoler Rutz_344011008-image214.png|24px]] </span>
+
| 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;"|'''11.57607615'''
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |'''<math>11.57607615</math>'''
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;"|44.65057942
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>44.65057942</math>
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|<span style="text-align: center; font-size: 75%;"> [[Image:draft_Vassoler Rutz_344011008-image225.png|24px]] </span>
+
| 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^{-1}</math>
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;"|'''13.89129130'''
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |'''<math>13.89129130</math>'''
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;"|53.58069530
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>53.58069530</math>
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;"| [[Image:draft_Vassoler Rutz_344011008-image226.png|6px]]
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;" | <math>1</math>
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|'''18.37833483'''
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |'''<math>18.37833483</math>'''
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;"|62.02688007
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;" |<math>62.02688007</math>
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;"| [[Image:draft_Vassoler Rutz_344011008-image227.png|18px]]
+
| 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;"|'''13.89129137'''
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |'''<math>13.89129137</math>'''
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;"|53.58069530
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>53.58069530</math>
 
|-
 
|-
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;width: 25%;"| [[Image:draft_Vassoler Rutz_344011008-image228.png|24px]]
+
| 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;"|'''11.57607615'''
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |'''<math>11.57607615</math>'''
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;"|44.65057942
+
| style="border-top: 1pt solid black;border-bottom: 1pt solid black;text-align: center;vertical-align: top;" |<math>44.65057942</math>
 
|}
 
|}
  
  
<div class="center" style="width: auto; margin-left: auto; margin-right: auto;">
+
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>.
Table 3. Ratio between number of flops of the restriction and number of points of the finest grid. </div>
+
  
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 ( [[Image:draft_Vassoler Rutz_344011008-image232.png|36px]] ). 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 FW 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 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 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.
+
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 ILU directions assessed (EN, NE, ES, SE) for standard multigrid (FW restriction operator and bilinear prolongation), it is concluded that <math display="inline">{\rho }_{loc}\approx 0.02</math> when using  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for [[Image:draft_Vassoler Rutz_344011008-image156.png|66px]] and  <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math> '' ''for [[Image:draft_Vassoler Rutz_344011008-image158.png|42px]] <span style="text-align: center; font-size: 75%;">.</span>
+
- 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 FW restriction,  <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for [[Image:draft_Vassoler Rutz_344011008-image156.png|66px]] and
+
- 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.
{|
+
|-
+
| <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math>
+
| [[Image:draft_Vassoler Rutz_344011008-image158.png|center|42px]]
+
|}
+
, it can be concluded that the 7-point and bilinear prolongation operators presented a similar performance, and for every value of [[Image:draft_Vassoler Rutz_344011008-image241.png|12px]] assessed, [[Image:draft_Vassoler Rutz_344011008-image160.png|48px]] was obtained.
+
  
- With bilinear interpolation, <math display="inline">{\mbox{ILU}}_{\mbox{EN}}</math> for [[Image:draft_Vassoler Rutz_344011008-image156.png|66px]] and
+
- 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.
{|
+
|-
+
| <math display="inline">{\mbox{ILU}}_{\mbox{NE}}</math>
+
| [[Image:draft_Vassoler Rutz_344011008-image158.png|center|42px]]
+
|}
+
, it can be stated that the lowest values of  [[Image:draft_Vassoler Rutz_344011008-image174.png|24px]] are obtained with FW and <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction operators, and that the values of   [[Image:draft_Vassoler Rutz_344011008-image174.png|24px]] with these operators are very similar.
+
  
- Using Algorithm 1,  [[Image:draft_Vassoler Rutz_344011008-image190.png|90px]] for every anisotropy coefficient assessed and [[Image:draft_Vassoler Rutz_344011008-image192.png|60px]] as the grid becomes more refined.
+
- 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  <math display="inline">t_{CPU}\left(\mbox{FW}\right)\approx t_{CPU}\left({\mbox{PW}}_\mbox{x}\right)</math> for every value of [[Image:draft_Vassoler Rutz_344011008-image241.png|12px]] assessed.
+
- 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 complexity order ''p'' of the multigrid method with Algorithm 1 is close to one for every anisotropy assessed. For [[Image:draft_Vassoler Rutz_344011008-image246.png|48px]] , for example, ''p=''1.07747 with this algorithm.
+
- 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 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 FW restriction.
+
- 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 with  <math display="inline">{\mbox{PW}}_\mbox{x}</math> restriction proposed in this work is efficient, robust and has low computational cost.
+
- 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 ==
 +
 
 +
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.
  
 
==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.
+
[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.
+
[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.
+
[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.
+
[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''.
+
[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.
+
[17] F. Oliveira. Effect of Two-Dimensional Anisotropic Meshes on the Performance of the Geometric Multigrid Method. Tese de doutorado, UFPR, 2010. ''In portuguese''.
  
:[18] R. L. Burden, J.D. Faires, Numerical Analysis, 9ª ed., Cengage Learning, USA, 2010.
+
[18] P. Wesseling, C.W. Oosterlee. Geometric Multigrid with Applications to Computational Fluid Dynamics. Journal of Computation and Applied Mathematics, Vol. 128 (2001) 311-334.
 +
 
 +
[19] J.L. Guermond, P. Minev, Jie Shen. An overview of prejection methods for incompressible flows. Computer Methods in Apllied Mechanics and Engineering, Vol. 195 (2006)  6011-6045. 
 +
 
 +
[20] R.L. Burden, J.D. Faires, Numerical Analysis, 9ª ed., Cengage Learning, USA, 2010.
 +
</div>

Latest revision as of 15:43, 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

, (1)

where is the coefficient matrix, is the variable of interest and 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 () 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 , and the discretization of the equations is done using a uniform grid with a number of points given by , where and are the number of points in the directions and , 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,

(2)

where , , and or .

For , it is considered that the expression given by Eq. (2) is aligned with the axis of the coordinate y, so it becomes


(3)

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

(4)

where T is the temperature, is the second derivative of T as a function of , is the second derivative as a function of and .

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

and .
(5)

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

, (6)


where 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 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

.

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

,

which represents a case of orthotropy.


The discretization of Eq. (4) results in Eq. (6), and for the inner points, considering and

, , .
(7)

For the boundaries north, south, east and west,, .

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  and , respectively, applied in problems involving geometric anisotropy was proposed. These operators are given in stencil notation as

 : ,  : .
(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

.
(9)

The decomposition of the same operator will be given by

,
(10)


note that in this case, .

Thus, the decomposition is represented by:

,
(11)

where is the stencil of a lower triangular matrix, is the stencil of an upper triangular matrix and is the residual matrix.

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

,

,

,

.

(12)

Depending on the ordination of the grid points, different directions can be obtained for the decomposition. In lexicographical order, [18], is given by

.
(13)

Another example of ordination for , [18], is given by

.

.

(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 (standard coarsening) [18]. The grid transfer operators employed were: Injection Restriction (INJ), Half Weighting (HW), Full Weighting (FW) [6], Partial Weighting in ( ), Partial Weighting in () 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 (, , 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

,
(15)

where is the solution of the unknown in the iteration .

Considering and , if the iterative process is interrupted if .

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

Consider the grid functions of the form of

, with ,
(16)

where varies in the infinite grid and is a parameter that characterize the frequency of the function concerning to grid .

For , every function of the grid are eigenfunctions of a discrete operator that can be written as a stencil.

Thus,

,
(17)

where

(18)

and is the stencil notation of the operator, were 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 and .

It is known that [6] only

with ,
(19)


are visible in .

For each , three other frequency components with coincide in with and are not visible in . Therefore, the low- and high-frequency components are defined as follows:

is a low-frequency component

is a high-frequency component (Figure 2).

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


Considering the frequencies

,
(20)

the correction operator of the coarse grid is given by ans is represented by a 4x4 matrix , as follows

with ,
(21)

where is represented by a 4x4 identity matrix.

is the 4x4 matrix:

,
(22)

where are eigenvalues, evaluated by , and are stencil coefficients [7].

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

,
(23)

where , , and .

The restriction operator is a 1x4 matrix, and is given by:

,
(24)

For the restricion operator, , for the restriction operator, , for the restriction operator, , for the (see Eq.(8)), and for the (see Eq.(8)), .

The prolongation operator is a 4x1 matrix, and is given by:

,
(25)

For the bilinear prolongation operator, and for the 7-point prolongation operator, [10].

The operator of the grid coarse is a 1x1 matrix, and for the discrete Laplace operators, is represented by or .

A representation for the operator of two grids can be obtained by a matrix of the form

,
(26)

where is given by Eq. (21) and is a 4x4 matrix and represents the smoothing operator given by:

.
(27)


In order to perform the LFA using the solver, the smoothing operator , according to [6], is given by

, ,
(28)

with

.
(29)

where , for , and for , .

The asymptotic convergence factor can be calculated by

,
(30)

where and is the spectral radius of the 4x4 matrix .


In this work, LFA was used to determine the asymptotic convergence factor of the multigrid method combining solvers in several directions (such as and ), , HW, INJ, and 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 and , with . When or in this work, there is symmetric orthotropy. For instance, is an orthotropy symmetric to .

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 , given by Eq. (30), with in the EN, NE, ES, SE directions, restriction, bilinear prolongation, number of inner iterations , and , with .

Review 644666424766 2434 Fig3.png
Figure 3. versus orthotropy coefficients with in different directions.


It is noticed that for , has a good performance. For , also has a good performance, that is, . By using 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 using as solvers, for and for ; ; restriction; 7-point and bilinear prolongation; and , with .

Fig4.png
Figure 4. versus orthotropy coefficients with different interpolation operators.


It can be observed that the restriction|prolongation combinations |bilinear and |7-points had a good performance 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 using as solvers, for and for ; ; , HW, INJ, and restriction; bilinear prolongation; and , with .

Fig5.png
Figure 5. versus orthotropy coefficients with different restriction operators.


Figure 5 demonstrates that for and , with (symmetric orthotropies), presents very similar values. It is noted that for orthotropic problems , the lowest values for are achieved with and restriction, which show very similar values.

Based on the results presented, we propose Algorithm 1, which combines ILU solver in different directions, with and restrictions. The algorithm is presented below. The abbreviation REST, used in the algorithm represents any of the restrictions ( or ) previously defined.

Algorithm 1.
_______________________________________________________

if then

Apply smoothing with REST restriction
else if then
Apply smoothing with restriction
else
Apply 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 , calculated by LFA, and the empiric asymptotic convergence factor , for different orthotropy coefficients, are presented.

Figure 6 shows Algorithm 1 with REST , and bilinear prolongation.

Fig6.png
Figure 6. and versus orthotropy coefficients .


It is observed that for every orthotropy coefficients assessed. Furthermore, calculated by LFA is in accordance with calculated experimentally.

Figure 7 depicts the numerical asymptotic convergence factor calculated by LFA and the experimental asymptotic convergence factor , for different orthotropy coefficients for different grids. Algorithm 1 with REST = , and bilinear prolongation was used. As the grid becomes more refined, for every orthotropy coefficient analyzed, what demonstrates the robustness of the methodology assessed.

Fig7.png
Figure 7. and versus orthotropy coefficients for different number of grid points.


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

Table 1. and for some orthotropy coefficients and different number of grid points.


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

4.2. Complexity Analysis

In order to assess the effect of the number of unknowns on CPU time, optimum components obtained via LFA were used. Figures 8(a) and 8(b) show, for and restrictions, respectively, that for the isotropic problem , the is not lower. As the problem becomes more orthotropic , the decreases for every N value assessed. For every orthotropy coefficient assessed, the with restriction is very similar to the with restriction, that is, .

It is also observed for symmetric orthotropies with , that the values of 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 [20] was made, where represents the complexity order of the solver, N is the number of grid points and is a constant that depends on the method. The closer the value of is to one, the better the performance of the method used. Ideally, multigrid presents , what means that the CPU time grows linearly with the increase of N. Results are shown in Table 2 for both restrictions assessed ( and ).

One can observe in Table 2 that, for every orthotropy employed, the multigrid method has a good performance, since in every case. These results prove the efficiency and robustness of Algorithm 1, proposed in this work.

Table 2. Complexity order for different orthotropy coefficients .


The values obtained for the convergence factor, presented in section 4.1, and for the complexity order concerning to the and 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 ( is the number of points of the finest grid, considering a problem whose maximum number of levels is ) and for some values of . Table 3 presents the ratio between number of flops of a V-cycle and number of points of the finest grid . Table 4 shows the ratio between number of flops performed in each restriction and the number of points of the finest grid .

Table 3. Ratio between number of flops of a V-cycle and the number of points of the finest grid.


Table 4. Ratio between number of flops of the restriction and number of points of the finest grid.


According to Table 3, the multigrid cycle that requires the lowest number of flops is the cone with operator, except for the isotropic case . Considering only the restriction step, results presented in Table 4 show a great advantage of the operator over the operator regarding the number of flops performed. For every case, the number of flops for is roughly 75% lower than the number of flops for .

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 operator.

5. Conclusions

- For the directions assessed (EN, NE, ES, SE) for standard multigrid method ( restriction operator and bilinear prolongation), it is concluded that when using for and for .

- With restriction, for and for , results showed that the 7-point and bilinear prolongation operators presented a similar performance, and for every value of assessed, was obtained.

- With bilinear interpolation, for and for , the lowest values of are obtained with and restriction operators, and the values of with these operators are very similar.

- Using Algorithm 1, for every orthotropy coefficient assessed and as the grid becomes more refined.

- The for every value of assessed.

- The complexity order of the multigrid method with Algorithm 1 is close to one for every orthotropy assessed. For , for example, 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 restriction, the computational cost is 75% lower than with restriction.

- The Algorithm 1 with 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.

References

[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] 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.

[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.

[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.

[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.

[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.

[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, (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.

[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] 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] F. Oliveira. Effect of Two-Dimensional Anisotropic Meshes on the Performance of the Geometric Multigrid Method. Tese de doutorado, UFPR, 2010. In portuguese.

[18] P. Wesseling, C.W. Oosterlee. Geometric Multigrid with Applications to Computational Fluid Dynamics. Journal of Computation and Applied Mathematics, Vol. 128 (2001) 311-334.

[19] J.L. Guermond, P. Minev, Jie Shen. An overview of prejection methods for incompressible flows. Computer Methods in Apllied Mechanics and Engineering, Vol. 195 (2006)  6011-6045.

[20] R.L. Burden, J.D. Faires, Numerical Analysis, 9ª ed., Cengage Learning, USA, 2010.

Back to Top

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

Document Score

0

Views 109
Recommendations 0

Share this document