Systems of grid equations that approximate elliptic boundary value problems on locally modified grids are considered. The triangulation, which approximates the boundary with second order of accuracy, is generated from an initial uniform triangulation by shifting nodes near the boundary according to special rules. This "locally modified" grid possesses several significant features: this triangulation has a regular structure, the generation of the triangulation is rather fast, this construction allows to use multilevel preconditioning (BPX-like) methods. The proposed iterative methods for solving elliptic boundary value problems approximately are based on two approaches: The fictitious space method, i.e. the reduction of the original problem to a problem in an auxiliary (fictitious) space, and the multilevel decomposition method, i.e. the construction of preconditioners by decomposing functions on hierarchical grids. The convergence rate of the corresponding iterative process with the preconditioner obtained is independent of the mesh size. The construction of the grid and the preconditioning operator for the three dimensional problem can be done in the same way.

Cette thèse se concentre sur l'étude d'un algorithme multi niveaux de régions de confiance en norme infinie, conçu pour la résolution de problèmes d'optimisation non linéaires de grande taille pouvant être soumis a des contraintes de bornes. L'étude est réalisée tant sur le plan théorique que numérique. L'algorithme RMTR8 que nous étudions ici a été élaboré a partir de l'algorithme présente par Gratton, Sartenaer et Toint (2008b), et modifie d'abord en remplaçant l'usage de la norme Euclidienne par une norme infinie, et ensuite en l'adaptant a la résolution de problèmes de minimisation soumis a des contraintes de bornes. Dans un premier temps, les spécificités du nouvel algorithme sont exposées et discutées. De plus, l'algorithme est démontré globalement convergent au sens de Conn, Gould et Toint (2000), c'est-a-dire convergent vers un minimum local au départ de tout point admissible. D'autre part, il est démontre que la propriété d'identification des contraintes actives des méthodes de régions de confiance basées sur l'utilisation d'un point de Cauchy peut être étendue a tout solveur interne respectant une décroissance suffisante. En conséquence, cette propriété d'identification est aussi respectée par une variante particulière du nouvel algorithme. Par la suite, nous étudions différents critères d'arrêt pour les algorithmes d'optimisation avec contraintes de bornes afin de déterminer le sens et les avantages de chacun, et ce pour pouvoir choisir aisément celui qui convient le mieux a certaines situations. En particulier, les critères d'arrêts sont analyses en termes d'erreur inverse (backward erreur), tant au sens classique du terme (avec l'usage d'une norme produit) que du point de vue de l'optimisation multicritères. Enfin, un algorithme pratique est mis en place, utilisant en particulier une technique similaire au lissage de Gauss-Seidel comme solveur interne. Des expérimentations numériques sont réalisées sur une version FORTRAN 95 de l'algorithme. Elles permettent d'une part de définir un panel de paramètres efficaces par défaut et, d'autre part, de comparer le nouvel algorithme a d'autres algorithmes classiques d'optimisation, comme la technique de raffinement de maillage ou la méthode du gradient conjugue, sur des problèmes avec et sans contraintes de bornes. Ces comparaisons numériques semblent donner l'avantage à l'algorithme multi niveaux, en particulier sur les cas peu non-linéaires, comportement attendu de la part d'un algorithme inspire des techniques multi grilles. En conclusion, l'algorithme de région de confiance multi niveaux présente dans cette thèse est une amélioration du précédent algorithme de cette classe d'une part par l'usage de la norme infinie et d'autre part grâce a son traitement de possibles contraintes de bornes. Il est analyse tant sur le plan de la convergence que de son comportement vis-à-vis des bornes, ou encore de la définition de son critère d'arrêt. Il montre en outre un comportement numérique prometteur. / This thesis concerns the study of a multilevel trust-region algorithm in infinity norm, designed for the solution of nonlinear optimization problems of high size, possibly submitted to bound constraints. The study looks at both theoretical and numerical sides. The multilevel algorithm RMTR8 that we study has been developed on the basis of the algorithm created by Gratton, Sartenaer and Toint (2008b), which was modified first by replacing the use of the Euclidean norm by the infinity norm and also by adapting it to solve bound-constrained problems. In a first part, the main features of the new algorithm are exposed and discussed. The algorithm is then proved globally convergent in the sense of Conn, Gould and Toint (2000), which means that it converges to a local minimum when starting from any feasible point. Moreover, it is shown that the active constraints identification property of the trust-region methods based on the use of a Cauchy step can be extended to any internal solver that satisfies a sufficient decrease property. As a consequence, this identification property also holds for a specific variant of our new algorithm. Later, we study several stopping criteria for nonlinear bound-constrained algorithms, in order to determine their meaning and their advantages from specific points of view, and such that we can choose easily the one that suits best specific situations. In particular, the stopping criteria are examined in terms of backward error analysis, which has to be understood both in the usual meaning (using a product norm) and in a multicriteria optimization framework. In the end, a practical algorithm is set on, that uses a Gauss-Seidel-like smoothing technique as an internal solver. Numerical tests are run on a FORTRAN 95 version of the algorithm in order to define a set of efficient default parameters for our method, as well as to compare the algorithm with other classical algorithms like the mesh refinement technique and the conjugate gradient method, on both unconstrained and bound-constrained problems. These comparisons seem to give the advantage to the designed multilevel algorithm, particularly on nearly quadratic problems, which is the behavior expected from an algorithm inspired by multigrid techniques. In conclusion, the multilevel trust-region algorithm presented in this thesis is an improvement of the previous algorithm of this kind because of the use of the infinity norm as well as because of its handling of bound constraints. Its convergence, its behavior concerning the bounds and the definition of its stopping criteria are studied. Moreover, it shows a promising numerical behavior.

The analysis of the convergence behavior of the multilevel methods is in the literature typically carried out under the assumption that the problem on the coarsest level is solved exactly. The aim of this thesis is to present a description of the multilevel methods which allows inexact solve on the coarsest level and to revisit selected results presented in literature using these weaker assumptions. In particular, we focus on the derivation of the uniform bound on the rate of convergence. Moreover, we discuss the possible dependence of the convergence behavior on the mesh size of the initial triangulation. 41

For a class of two-dimensional boundary value problems including diffusion and elasticity problems it is proved that the constants in the corresponding strengthened Cauchy-Buniakowski-Schwarz (C.B.S.) inequality in the cases of h -hierarchical and p -hierarchical finite element discretizations with triangular meshes differ by the factor 0.75. For plane linear elasticity problems and triangulations with right isosceles tri- angles formulas are presented that show the dependence of the constant in the C.B.S. inequality on the Poisson's ratio. Furthermore, numerically determined bounds of the constant in the C.B.S. inequality are given for three-dimensional elasticity problems discretized by means of tetrahedral elements. Finally, the robustness of iterative solvers for elasticity problems is discussed briefly.

Systems of grid equations that approximate elliptic boundary value problems on locally modified grids are considered. The triangulation, which approximates the boundary with second order of accuracy, is generated from an initial uniform triangulation by shifting nodes near the boundary according to special rules. This "locally modified" grid possesses several significant features: this triangulation has a regular structure, the generation of the triangulation is rather fast, this construction allows to use multilevel preconditioning (BPX-like) methods. The proposed iterative methods for solving elliptic boundary value problems approximately are based on two approaches: The fictitious space method, i.e. the reduction of the original problem to a problem in an auxiliary (fictitious) space, and the multilevel decomposition method, i.e. the construction of preconditioners by decomposing functions on hierarchical grids. The convergence rate of the corresponding iterative process with the preconditioner obtained is independent of the mesh size. The construction of the grid and the preconditioning operator for the three dimensional problem can be done in the same way.

In the last years multilevel preconditioners like BPX became more and more popular for solving second-order elliptic finite element discretizations by iterative methods. P. Oswald has adapted these methods for discretizations of the fourth order biharmonic problem by rectangular conforming Bogner-Fox-Schmidt elements and nonconforming Adini elements and has derived optimal estimates for the condition numbers of the preconditioned linear systems. In this paper we generalize the results from Oswald to the construction of BPX and Multilevel Diagonal Scaling (MDS-BPX) preconditioners for the elasticity problem of thin smooth shells of arbitrary forms where we use Koiter's equations of equilibrium for an homogeneous and isotropic thin shell, clamped on a part of its boundary and loaded by a resultant on its middle surface. We use the two discretizations mentioned above and the preconditioned conjugate gradient method as iterative method. The parallelization concept is based on a non-overlapping domain decomposition data structure. We describe the implementations of the multilevel preconditioners. Finally, we show numerical results for some classes of shells like plates, cylinders, and hyperboloids.

In this paper we present two hierarchically preconditioned methods for the fast solution of mesh equations that approximate 2D-elliptic boundary value problems on unstructured quasi uniform triangulations. Based on the fictitious space approach the original problem can be embedded into an auxiliary one, where both the hierarchical grid information and the preconditioner by decomposing functions on it are well defined. We implemented the corresponding Yserentant preconditioned conjugate gradient method as well as the BPX-preconditioned cg-iteration having optimal computational costs. Several numerical examples demonstrate the efficiency of the artificially constructed hierarchical methods which can be of importance in the industrial engineering, where often only the nodal coordinates and the element connectivity of the underlying (fine) discretization are available.

In this paper we present two hierarchically preconditioned methods for the fast solution of mesh equations that approximate 2D-elliptic boundary value problems on unstructured quasi uniform triangulations. Based on the fictitious space approach the original problem can be embedded into an auxiliary one, where both the hierarchical grid information and the preconditioner by decomposing functions on it are well defined. We implemented the corresponding Yserentant preconditioned conjugate gradient method as well as the BPX-preconditioned cg-iteration having optimal computational costs. Several numerical examples demonstrate the efficiency of the artificially constructed hierarchical methods which can be of importance in the industrial engineering, where often only the nodal coordinates and the element connectivity of the underlying (fine) discretization are available.

In the last years multilevel preconditioners like BPX became more and more popular for solving second-order elliptic finite element discretizations by iterative methods. P. Oswald has adapted these methods for discretizations of the fourth order biharmonic problem by rectangular conforming Bogner-Fox-Schmidt elements and nonconforming Adini elements and has derived optimal estimates for the condition numbers of the preconditioned linear systems. In this paper we generalize the results from Oswald to the construction of BPX and Multilevel Diagonal Scaling (MDS-BPX) preconditioners for the elasticity problem of thin smooth shells of arbitrary forms where we use Koiter's equations of equilibrium for an homogeneous and isotropic thin shell, clamped on a part of its boundary and loaded by a resultant on its middle surface. We use the two discretizations mentioned above and the preconditioned conjugate gradient method as iterative method. The parallelization concept is based on a non-overlapping domain decomposition data structure. We describe the implementations of the multilevel preconditioners. Finally, we show numerical results for some classes of shells like plates, cylinders, and hyperboloids.

For a class of two-dimensional boundary value problems including diffusion and elasticity problems it is proved that the constants in the corresponding strengthened Cauchy-Buniakowski-Schwarz (C.B.S.) inequality in the cases of h -hierarchical and p -hierarchical finite element discretizations with triangular meshes differ by the factor 0.75. For plane linear elasticity problems and triangulations with right isosceles tri- angles formulas are presented that show the dependence of the constant in the C.B.S. inequality on the Poisson's ratio. Furthermore, numerically determined bounds of the constant in the C.B.S. inequality are given for three-dimensional elasticity problems discretized by means of tetrahedral elements. Finally, the robustness of iterative solvers for elasticity problems is discussed briefly.