Monotone multigrid methods for elliptic variational inequalities II

Abstract

We derive globally convergent multigrid methods for discrete elliptic variational inequalities of the second kind as obtained from the approximation of related continuous problems by piecewise linear finite elements. The coarse grid corrections are computed from certain obstacle problems. The actual constraints are fixed by the preceding nonlinear fine grid smoothing. This new approach allows the implementation as a classical V-cycle and preserves the usual multigrid efficiency. We give 1−O(j−3) estimates for the asymptotic convergence rates. The numerical results indicate a significant improvement as compared with previous multigrid approaches.