Multilevel preconditioners for discontinuous, Galerkin approximations of elliptic problems, with jump coefficients

Abstract

We introduce and analyze two-level and multilevel preconditioners for a family of Interior Penalty (IP) discontinuous Galerkin (DG) discretizations of second order elliptic problems with large jumps in the diffusion coefficient. Our approach to IPDG-type methods is based on a splitting of the DG space into two components that are orthogonal in the energy inner product naturally induced by the methods. As a result, the methods and their analysis depend in a crucial way on the diffusion coefficient of the problem. The analysis of the proposed preconditioners is presented for both symmetric and non-symmetric IP schemes; dealing simultaneously with the jump in the diffusion coefficient and the non-nested character of the relevant discrete spaces presents additional difficulties in the analysis, which precludes a simple extension of existing results. However, we are able to establish robustness (with respect to the diffusion coefficient) and near-optimality (up to a logarithmic term depending on the mesh size) for both two-level and BPX-type preconditioners, by using a more refined Conjugate Gradient theory. Useful by-products of the analysis are the supporting results on the construction and analysis of simple, efficient and robust two-level and multilevel preconditioners for non-conforming Crouzeix-Raviart discretizations of elliptic problems with jump coefficients. Following the analysis, we present a sequence of detailed numerical results which verify the theory and illustrate the performance of the methods. © 2013 American Mathematical Society.